The current swap interest rate structure (as of January 31, 2011) gives you a spot interest rate
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Question:
The current swap interest rate structure (as of January 31, 2011) gives you a spot interest rate for 5 years of 2.65%. You also have the information that the current 10-year spot interest rate is 3.29%.
What is the current 5-year forward interest rate in 5 years (FW (5.10))?
Expert Answer:
To calculate the current 5year forward interest rate in 5 years FW510 we can use the co... View the full answer
Related Book For 
Financial Reporting Financial Statement Analysis and Valuation a strategic perspective
ISBN: 978-1337614689
9th edition
Authors: James M. Wahlen, Stephen P. Baginski, Mark Bradshaw
Posted Date:
