Qs 4 pault .Sept/Dec 2016 -responseForums › Ask ACCA Tutor Forums › Ask the Tutor ACCA AFM Exams › Qs 4 pault .Sept/Dec 2016 -responseThis topic has 1 reply, 2 voices, and was last updated 5 years ago by John Moffat.Viewing 2 posts - 1 through 2 (of 2 total) AuthorPosts May 23, 2018 at 10:20 pm #453672 adurichMemberTopics: 127Replies: 120☆☆☆“”In the qs4 of pault Sept,/Dec 2016….how they are calculating forward rates.””Thank u for your response for the above question .U mentioned that it’s from acca technicle article .Is the article which describes five examples of bond yield and valuation where they explain spot yield?is the formula same as in there ? May 24, 2018 at 6:54 am #453709 John MoffatKeymasterTopics: 56Replies: 53820☆☆☆☆☆The article is “determining interest rate forwards and their application to swap valuation”.AuthorPostsViewing 2 posts - 1 through 2 (of 2 total)The topic ‘Qs 4 pault .Sept/Dec 2016 -response’ is closed to new replies.