Which of the following is a way of valuing interest rate swaps where LIBOR is exchanged for a fixed rate of interest?
A Assume that floating payments will equal forward LIBOR rates and discount net cash flows at the risk-free rate
B Assume that floating payments will equal forward OIS rates and discount net cash flows at the risk-free rate
C Assume that floating payments will equal forward LIBOR rates and discount net cash flows at the swap rate
D Assume that floating payments will equal forward OIS rates and discount net cash flows at the swap rate
