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3-month Libor: 2.5815%; 6-month Libor: 2.8165%; 1-yr swap: 2.915% 3/6 basis swap for 6 months: -8.8 bps how to build a yield curve using this

3-month Libor: 2.5815%; 6-month Libor: 2.8165%; 1-yr swap: 2.915%

3/6 basis swap for 6 months: -8.8 bps

how to build a yield curve using this data?

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To build a yield curve using the provided data you can follow these steps 1 Plot the Libor rates 3mo... blur-text-image

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