Derivative Securities - Forward Starting Loan

This video describes the valuation of a forward starting loan from continuously compounded interest rates. It values the loan as the present value of two known cash flows and also as the difference between the fair interest and the agreed interest.
This contract is sometimes called a forward rate agreement (FRA).

[@samuelrosales6986]

Already graduated but can never miss a DB lesson

[@DanielBrown-dj1jh]

Thanks and I hope all is well now that you are an alumni. Go Buffs.