Question
Determine the implied forward zero coupon interest rate in 1 year with a tenor of 1 year based on the current Dollar interest swap rates
Determine the implied forward zero coupon interest rate in 1 year with a tenor of 1 year based on the current Dollar interest swap rates with the following tenors:
1 year 1%
2 yeara 3 %
calculate the rates with an accuracy of one basis point an d show your calculations.
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Finance for Non Financial Managers
Authors: Pierre Bergeron
7th edition
176530835, 978-0176530839
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