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  1. Daniel26

    GARP Sample Question 2011 Swap Rates --> Fwd rates

    Hey, in the Products Focus Review there is a question given Swap rates and you have to calcuate the 2y forward rate starting in 3y. Swaprate 1y = 3,5% 2y = 4% 3y = 4,5% 4y = 5% 5y = 5,5% Why don't we need to bootstrap the curve in a first step? My point is that a swap rate is paying the...
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