Question
India 1Y 5.69% 2Y 5.78% 5Y 6.29% 10Y 6.60% 20Y 7.03% 30Y 7.06% Using this data on how to calculate the approximate formula, without the
| India | |||
| 1Y | 5.69% | ||
| 2Y | 5.78% | ||
| 5Y | 6.29% | ||
| 10Y | 6.60% | ||
| 20Y | 7.03% | ||
| 30Y | 7.06% |
Using this data on how to calculate
the approximate formula, without the bond prices, we can calculate future discount rates / forward rates in excel
(1+ DR1) (1+ DR2) = (1+YTM2)2
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Financial Management For Decision Makers
Authors: Peter Atrill, Paul Hurley
2nd Canadian Edition
815
