Hello
Is there any chance you can do a revision lecture on that question please. Your swaps lecture explains the basics well. The study text does not go as far as the question either. I just don't have any understanding of it whatsoever. usually i can work my way through the answers but not in this case
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Mock 3 Q4 Pault Swaps
ok so a key issue is this formula to create a forward rate from the spot rate. Investopedia do not explain it very well.
7y ago#2When I have the time I will record more revision lectures.
The formula for calculating the forward rate it the interest rate parity formula as I explain in my lectures.
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