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What are the spot rates for the following par coupon curve? t 0.5 1 1.5 2 2.5 3 3.5 4 4.5 5 yield 0.03% 0.035%
What are the spot rates for the following par coupon curve?
| t | 0.5 | 1 | 1.5 | 2 | 2.5 | 3 | 3.5 | 4 | 4.5 | 5 |
| yield | 0.03% | 0.035% | 0.035% | 0.065% | 0.0945% | 0.1240% | 0.1535% | 0.1750% | 0.2045% | 0.3250% |
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International Finance Putting Theory Into Practice
Authors: Piet Sercu
1st edition
069113667X, 978-0691136677
