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You have the following implied discount factors for a spot curve; DF1 = 0.9355 DF2 = 0.8785 DF3 = 0.8361 DF4 = 0.7425 DF5 =
You have the following implied discount factors for a spot curve;
DF1 = 0.9355
DF2 = 0.8785
DF3 = 0.8361
DF4 = 0.7425
DF5 = 0.6875
DF6 = 0.6127
Calculate 3y1y and 2y3y forward rates.
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