Financial Analytics
A Practitioner's Resourcekit
Author: Thiru Praturi
Option-Greek Sensitivities
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5/14/2025 19:52


What basic data would you require to compute the Implied Forward Rate for 3years beginning in 2 years?

a : the 2 year and 5 year spot rates
b : spot rates at 1year intervals for 5 year period
c : spot rates at 6 months intervals upto 2 years
d : None of the above

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