Interest Rate Swap Pricing

Enter the swap parameters — such as notional amount, fixed rate, maturity, and payment frequency. Then enter the market instruments (e.g. bonds or notes) used to derive the zero-coupon and forward rate curves required to price the swap. For correct pricing, it is mandatory to include instruments with maturities of 0.25, 0.5, and 1 year.
Each instrument should include its maturity (T), par value, coupon rate (C), market price (P), and payment frequency (f).