continuous-forward-rate

  1. G

    Hull Chapter 7: Swaps

    In reference to R19.P1.T3.FIN_PRODS_HULL_Ch7_Topic:Interest_Rate_Swap_Valuation:- Hi- Happy Easter everyone ! Have a quick question on the example illustrated below which I was revisiting.. In the FRA Method of IRSwap Valuation:- i) We calculated/extracted the "Continuous"-Forward Rates. ii)...
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