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    LIBOR, day count convention and compunding frequency

    I have questions to solve 1) A Eurodollar future price quote is 98. What is the implied (converted) interest rate per annum with continuous compounding and under an actual/365 day count convention 2) if French money market instrument pays in Euros with a interest rate of 5% pa with (discrete)...
  2. T

    LIBOR, day count convention and compunding frequency

    Hi sir, bit confused here on calculations. Why ln is used in this calculation or the reason on using ln
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