What is the forward curve what is the one-year swap rate
If the zero curve is 2% APR for 6-months and 2.5% APR for one year:
o What is the forward curve?
o What is the one-year swap rate?
o What is the one-year par yield?
o How would we build an interest rate tree for 10% per annum volatility?
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if the zero curve is 2 apr for 6-months and 25 apr for one yearo what is the forward curveo what is the one-year swap
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