Swap floating rate when T=t

during T=t,

Understand that to get fixed rate value, the formula is about using the unannualized fixed rate at initiation and discount back using most recent LIBOR rate. annualized fixed rate [(Z1’ + Z2’ + Z3’ +Z4’) + 1(Z4’)]

To find floating rate value, should we use the unannualized rate at initiation or nased on the most recent LIBOR chart?

[(annualized floating rate +1) + 1(Z1’)]

thanks.