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Calculate a 3/6 forward rate agreement rate and 6/12 forward rate agreement rates based on the following USD libor fixings. Assume 91, 182 and 365
Calculate a 3/6 forward rate agreement rate and 6/12 forward rate agreement rates based on the following USD libor fixings. Assume 91, 182 and 365 days for 3 months, six months and one year.
0/N | 1.44375 |
1W | 1.46869 |
1M | 1.57957 |
2M | 1.66899 |
3M | 1.78902 |
6M | 1.99214 |
1Y | 2.29051 |
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