Using the same spot rate curve as in question 2 above, construct an Excel spreadsheet to calculate the at-the-money Swap Rate of a fixed-for-floating interest rate swap with the following inputs:
- Trade Date
- Swap Notional (for eg. 10 million)
- Coupon Frequency (semi-annual or annual)
- Maturity (1 year to 10 years)

You may price the swap as a strip of Forward Rate Agreements (FRAs) as discussed during the lecture and as described in the additional learning material.