I posted this in the L2 forum, but I don’t think any of the new L2’ers know. So if someone can help refresh my memory I’d appreciate it: I did a search and couldn’t find it, and my LII books are at home, and I need to value an interest rate swap. Can one of you be so kind and post the formula ( I think it was the Z4/Z1 + Z2 etc) and the other info so I can value one. Thanks in advance