expert, pls help on one interview question# JobHunting - 待字闺中b*12009-10-15 07:101 楼5 year swap rate is 5%, 10 yr swap rate is 6%,both are par rate.what's the 5 by 5 year forward swap rate?any idea?
c*s2009-10-15 07:102 楼(1+6%)^10=(1+5%)^5*(1+r)^5【在 b********1 的大作中提到】: 5 year swap rate is 5%, 10 yr swap rate is 6%,both are par rate.: what's the 5 by 5 year forward swap rate?: any idea?
b*12009-10-15 07:103 楼That would be 7%. you sure about that?【在 c**s 的大作中提到】: (1+6%)^10=(1+5%)^5*(1+r)^5