fyyying/calculate_forward_rate.md

Last active May 25, 2020 17:48

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calculate_forward_rate.md

$f_{t} = \frac{(1 + r_{t})^{t}}{(1 + r_{t-1})^{t-1}} - 1$
$r_{t}:\spot \rate \at \at \t$
$f_{t}:\forward \rate \at \at \t$

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