1. 

   n111kus Member

   Hi,
   
   Can someone help me with the following question please:
   
   The n-year forward rate for transactions beginning at time t and maturing at time t+n is denoted by ft,n, you are given:
   
   f0,1 = 6% pa
   f0,2 = 6.5%
   f1,2 = 6.6%
   
   Determine the 3-year par yield.
   
   Thanks
   
   Nik

    

   n111kus, Apr 3, 2014

   #1
2. 

   Hemant Rupani Senior Member

   where did you get stuck?

    

   Hemant Rupani, Apr 6, 2014

   #2

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