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Calculate the term structure of interest rates (y1, y2, y3, y4) and implied forward rates (1 f 1, 2 f 1, 3 f 1) based
Calculate the term structure of interest rates (y1, y2, y3, y4) and implied forward rates (1f1, 2f1, 3f1) based on the following discount bond prices.
maturity | 1 | 2 | 3 | 4 |
price | 961.53 | 907.03 | 939.62 | 762.90 |
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