realized-forward-carry-down

  1. K

    Forward Rates Notation

    Hi David, I have a basic doubt with regard to the way forward rates are denoted. In various spreadsheets, when you write for example - the value 2% under Time column 1.0. Does that mean the six month forward rate that matures in one year is 2% ? As in, is it the six month rate from time period...
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