2. Why do banks quote mainly even-dated forward rates for example,one-month rates and three-month rates

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2. Why do banks quote mainly even-dated forward rates – for example,one-month rates and three-month rates – rather than uneven-dated rates? How would you prorate the rates of uneven-dated maturities?

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International Finance

ISBN: 9780415774598

5th Edition

Authors: Maurice D Levi

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Question Posted: Oct 16, 2024 05:02 AM

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2. Why do banks quote mainly even-dated forward rates for example,one-month rates and three-month rates rather than uneven-dated rates? How would you prorate the rates of uneven-dated maturities?
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2. Why do banks quote mainly even-dated forward rates for example,one-month rates and three-month rates

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International Finance

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