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...
This site uses cookies to help personalise content, tailor your experience and to keep you logged in if you register.
By continuing to use this site, you are consenting to our use of cookies.