Qs 4 pault .Sept/Dec 2016 -response

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May 23, 2018 at 10:20 pm #453672
adurich
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“”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 Moffat
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The article is “determining interest rate forwards and their application to swap valuation”.
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