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Swaps : 722.3 : Nearest estimate for the forward LIBOR rate

David Harper CFA FRM

David Harper CFA FRM
Staff member
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Hi @ankit4685 per the title bar in the XLS, what I did there is implement Hull's Example 7.2. (10th Edition). See below.


Source: Options, Futures and, Other Derivatives, John Hull (10th)
 
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