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pleasee i need the answer of this quistion Cement Al-Yamamah has just entered into a two-year floating-for-fixed swap contract, where payments are made every six
pleasee i need the answer of this quistion
Cement Al-Yamamah has just entered into a two-year floating-for-fixed swap contract, where payments are made every six months. The 6-month LIBOR is 3.79%. The 6 to 12 months forward LIBOR rate is 6.01% and the 12 to 18 month forward LIBOR rate is 7.61. The two-year swap rate is 5.4%. If the OIS rate is 3.5% and the term structure of the OIS rate is flat, what is the 18 to 24 month Forward LIBOR rate? All rates are semi-annually compounded, except for the Ols, which is continuously compounded
pleasee i need the answer of this quistion
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Financial Accounting Tools for business decision making
Authors: Paul D. Kimmel, Jerry J. Weygandt, Donald E. Kieso
6th Edition
978-1119191674, 047053477X, 111919167X, 978-0470534779
