forward rates
-
F
Interpretation of Yield-To-Maturity
Hi, I have a question on the assumptions behind Yield-To-Maturity. I have read the Yield-To-Maturity (YTM) chapter on the Tuckman (chapter 3 on my edition) that explains why YTM is a measure of the realized return to maturity of a bond. My understanding of the explanation is as follow: If...- filip313
- Thread
- forward rates yield-to-maturity
- Replies: 2
- Forum: Risk (general)
-
SWAP VALUATION -FRA
Hi, Trying to understand how to value swap using FRA. In the notes we first calculate continuous fwd rate using the hull equation then convert to semi-annual fwd rate (continuous to discrete formula). Why do we do this? Also, if anyone can explain to me in clear and simple words the different...- Rohit
- Thread
- forward rates swaps
- Replies: 1
- Forum: P1.T3. Financial Markets & Products
-
P
Forward rates
hi, if question does not specify the discrete or cc for forward rates related question. is it safe to assume cc? or most of the questions specify if calculation method is discrete or cc? can someone pls through some light on this? cheers puneet- puneet_
- Thread
- forward rates
- Replies: 5
- Forum: P1.T3. Financial Markets & Products