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Starting at Year 1, use the yield curve data extracted in Part 1 to calculate the one-year forward rate for year 2 and 3. 0.083
Starting at Year 1, use the yield curve data extracted in Part 1 to calculate the one-year forward rate for year 2 and 3.
0.083 | 0.167 | 0.25 | 0.333 | 0.5 | 1 | 2 | 3 | 5 | 7 | 10 | 20 | 30 |
1.74 | N/A | 1.73 | N/A | 1.81 | 2.16 | 2.92 | 3.41 | 4.13 | 4.55 | 4.88 | 5.62 | N/A |
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