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This is all the information given. it shoild be able fo be solved this way. 1. Using the zero-coupon bond prices and natural gas deferred
This is all the information given. it shoild be able fo be solved this way.
1. Using the zero-coupon bond prices and natural gas deferred fixed-rate swap prices in the above table, what are gas forward prices for each of the 4 years? (Hint: think bootstrapping) Year (or maturity) 3 Gas swap price (in $) 2.4236 2.2404 2.2326 2.2044 Zero-coupon bond price (in $) 0.9701 0.9388 0.9075 0.8763 1 Step by Step Solution
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