Please can explain replication of SWAPs, FRA, Put call parity and put call parity forward?

I have spent lots of time reading these concepts with zero understanding.

I need someone to break it down for me to its simplest term

Swaps = exchanging cash flows

FRA (forward rate agreement), a type of SWAP, that is a single period, exchanging fixed rates for floating rates

Put-Call Parity

Protective put = Put + underlying asset

fiduciary call = Call + bond

fiduciary call = protective put

Put-call forward parity

same thing as above, except forwarding contract instead of an underlying asset

if positive = long

if negative = short

if isolating for call = synthetic call

if isolating for put = synthetic put

These only hold when there are no arbitrage opportunities

FRA is not a type of swap, but an interest rate swap and a FRA are equivalent. A FRA is settled in advance while a swap is settled in arrears.