Suppose the 05-year zero rate is 6 and the 1-year zero rate
Suppose the 0.5-year zero rate is 6% and the 1-year zero rate is 8%. Consider a 1-year, plain vanilla, semi-annual pay, fixed-for-floating interest rate swap.
What is the swap rate that will make this swap worth zero?
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suppose the 05-year zero rate is 6 and the 1-year zero rate is 8 consider a 1-year plain vanilla semi-annual pay
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