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Suppose you are given the following set of spot rates: Time Period Rate 0y1y 7% 0y2y 8% 0y3y 9% From these spot rates you infer
Suppose you are given the following set of spot rates: Time Period Rate 0y1y 7% 0y2y 8% 0y3y 9% From these spot rates you infer the following forward rates: Time Period Rate 1y1y 9.01% 2y1y 11.03% 3y1...
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