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6 Given a Government Floating Rate Note with coupon 1 year government rate using the following Zero Coupon Curve with a first 3% coupon already
6 Given a Government Floating Rate Note with coupon 1 year government rate using the following Zero Coupon Curve with a first 3% coupon already fixed 6 months ago that will be paid in 6 months.
6 months Zero Coupon Rate: 3,8%
1.5 years Zero Coupon Rate: 4%
2.5 years Zero Coupon Rate: 4,5%
3.5 years Zero Coupon Rate: 5%
Compute Yield
3%
1,5%
3,8%
1,9%
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