- Joined
- 8/10/21
- Messages
- 1
- Points
- 11
Dear All
Goodday. May i know how can i estimate those fixing rate in the yellow cell, with the curve given on the left?
Would my step below work
1.perform linear interpolation to find the rate e.g. the fixing rate on fixing date of 29/7/2021 would be somewhere between 0.03 to 0.04 due to linear interpolation
2. then just divide by 360 to get the daily rate
Do i need to convert from forward rate to spot rate?
Thank you all
Goodday. May i know how can i estimate those fixing rate in the yellow cell, with the curve given on the left?
Would my step below work
1.perform linear interpolation to find the rate e.g. the fixing rate on fixing date of 29/7/2021 would be somewhere between 0.03 to 0.04 due to linear interpolation
2. then just divide by 360 to get the daily rate
Do i need to convert from forward rate to spot rate?
Thank you all
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