Module 5: Pricing Plain Vanilla Interest Rate Swaps模块 5：普通利率掉期定价

We're now going to go through the logic of how
the fixed rate on a plain vanilla swap is determined.
It also involves no-arbitrage logic,
but it's a little bit more complicated than what
we've done up to this point.
The diagram here represents the cash
flows in a swap from the perspective of the floating
rate payer.
Notice that the diagram is drawn as
if principal payments are exchanged, even though they're
not.
That is, the notional principal, denoted here by a capital F,
is assumed to be exchanged along with the final interest-based
payment at the final date, N. Th