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- UID
- 223269
- 帖子
- 210
- 主题
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- 注册时间
- 2011-7-11
- 最后登录
- 2013-9-26
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smuggycfa Wrote:
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Oh ya, the rate is an annual rate so it needs to be adjusted for time periods.
> >
>
> I think this will be
> (1 + 2yrs spot rate)^2 (1+ 1 yr fwd rate 2 yrs
> from now) = (1 + 3 yrs spot rate)^3 |
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发表于 2011-7-13 15:01
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