Question: Practice Problems for Swaps and VaR You are given the following term structure of interest rates: Solve: what is 90 day forward rate 180 days
Practice Problems for Swaps and VaR You are given the following term structure of interest rates:
Solve:
what is 90 day forward rate 180 days from today?
what is 180 day forward rate 540 days from today?
Practice Problems for Swaps and VaR You are given the following term structure of interest rates
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