Index of [finpko.ku.edu]
Assume that the 2.5-year swap rate is the average of the 2- and 3-year swap rates and that OIS zero rates for all maturities are 4.5%. OIS rates are expressed with continuous compounding; all other rates are expressed with semiannual compounding. Suppose the 18 month to 2 year forward rate is F. The two-year swap rate is 5.4%. ................
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