on-year zero rate???

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

  1. dandy

    dandy New Member

    Hello
    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

Share This Page

loading...