Question: Today is May 5, 2008, and the (continuously compounded) yield curve is given in Table 6. Calculate the semi-annual swap rate for all maturities between

Today is May 5, 2008, and the (continuously compounded) yield curve

Today is May 5, 2008, and the (continuously compounded) yield curve is given in Table 6. Calculate the semi-annual swap rate for all maturities between 6 months and 2 years (every six months). Table 6 The yield curve on May 5. 2008 Maturity 0.25 0.50 0.75 1.00 1.25 1.50 1.75 2.00 Yield (c.c.) 2.45% 2.51% 2.61% 2.70% 2.84% 2.73% 2.82% 2.95%

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