on-year zero rate???

Discussion in 'Fixed Income (P1.T4 or P2.T5)' started by dandy, Feb 21, 2010.

  1. dandy

    dandy New Member

    please can you help me
    because there is quite a difficult task for me

    zero-coupon government bonds with maturities ranging 1-5 years now have the following yields: 6%, 7%, 8%, 8,5%, 10,5%. using the expectations theory of the term structure what will you say the market expects the on-year zero rate to be one year from now???

    Thanks in advance
  2. structurer

    structurer New Member

    around 8%

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