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Q. 2 What are the half year and the one-year LIBOR spot rates on Oct 16,2018 ? Three months LIBOR spot on October 16,2018 is
Q. 2 What are the half year and the one-year LIBOR spot rates on Oct 16,2018 ? Three months LIBOR spot on October 16,2018 is .86\%, and Forward LIBORs are given in the table. Assume that all forward LIBOR contracts are settled on 16th of the relevant month ( and LIBOR rate is quotes with quarterly compounding)
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