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Calculate the swap rate for a 3 - year interest rate swap where the fixed payments are made annually. The current yield curve provides the
Calculate the swap rate for a year interest rate swap where the fixed payments are made annually.
The current yield curve provides the following zerocoupon bond prices per $ face value:
year zerocoupon bond:
year zerocoupon bond:
year zerocoupon bond:
Assume that the notional principal is $ and payments are made annually.
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