# Price of Interest Rate Swap (Float-Float)

Let say I have 2 Forward start Float-Float Interest Rate Swaps starting in 1 year and 2 years and both have 5 years of life.

I know the prices of both these swaps say $$P_1$$ and $$P_2$$

Given this information, is it possible to derive the price of Spot starting swap with the same maturity of 5 years?

If not, then what other information is required to derive the price of the spot starting swap? All these 3 swaps have same indices for cash-flows at both legs (e.g. 3m libor vs 6m libor)

Any pointer will be highly appreciated.

Thanks,

• No, because you have no information about the basis in year 1
– dm63
May 28 '21 at 20:08