Why fixed rate of equity swap is equal to fixed rate of interest rate swap?

can someone explain? Thanks a a lot!

i believe you need to understand the concept of swap more. the common underlying determinant in giving a notations to swaps is LIBOR/EURIBOR/treasury spot rates… essentially the values of these swaps (a pay, and recieving pay) are equal at the inception of the contract.

personally i do not understand what you mean by fixed rate of equity swap. im assuming you mean you swap equity returns with a fixed rate return based on libor.

the notation for a interest - fixed rate swap is based on the fixed pay/recieve that is again derived from libor sport rates.

hence, equal