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Hull.06.14 by btzoho  351 views
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Hull 06.14
Days300398489
Zero Rates4.00%4.051%4.119%
Forward Rates
Days9891
Eurodollar Quote95.8395.62
Forward (1)4.1700%4.3800%
Forward (2)4.2060%4.4167%
(1) Actual/360, Quarterly Compounding
(2) Actual/365, Continuous Compounding
Hull_06_14
 
     
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