Lump-Sum Pensions and Interest Rates: How Lump-Sums Can …
From elementary no-arbitrage theory, we know that the forward interest rate can be calculated from market spot rates. As such the price of the short sterling or Eurodollar futures contract, indeed any 90-day futures contract, at any one time should reflect this no-arbitrage rate. If we are calculating the forward rate from cash market rates we ... ................
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