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1Y 0.0383 2Y 0.051 5Y 0.0559 10Y 0.0691 20Y 0.0746 30Y 0.0744 using this, approximate formula, without the bond prices, how can we calculate future
1Y | 0.0383 |
2Y | 0.051 |
5Y | 0.0559 |
10Y | 0.0691 |
20Y | 0.0746 |
30Y | 0.0744 |
using this, approximate formula, without the bond prices, how can we calculate future discount rates / forward rates in excel and I am stuck in (DR 11/20) in excel
(1+ DR1) (1+ DR2) = (1+YTM2)2
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