How can you use zero-coupon yields to calculate implied one-year forward rates? Give an example.

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Fixed Income Analysis

ISBN: 9781119850540

5th Edition

Authors: Barbara S. Petitt

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Posted Date: Apr 09, 2024 11:18 AM

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How can you use zero-coupon yields to calculate implied one-year forward rates? Give an example.

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To calculate implied oneyear forward rates using zerocoupon yields you can use the concept of forwar... View the full answer

Fixed Income Analysis

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