Suppose that in Example 9.3 where OIS discounting is used the 3-year LIBOR-for-fixed swap rate is 7% instead of 6%. The 3-year OIS zero rate is 6.5% (annually compounded). What is the LIBOR forward rate for the period between 2 and 3 years?
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History 225 LECTURE Notes The Political Crisis of the 1850’s (Why did the US crumble into a civil war) Unable to resolve constitutional crisis over slavery Terms to know: Mexican War/ Mexican Cession Wilmot Proviso Compromise of 1850 Fugitive Slave Act Kansas-Nebraska Act Bleeding Kansas Free Labor Ideology Dred Scott Decision Election of 1860 Southern Secession The political significance of run away slaves “Every day level”- every day resistance by individual slaves to protect themselves from overexertion Run-aways assert their humanity Run-aways fuel abolition o Autobiographies intended for Generates conflict between general liberty and property
Textbook: Options, Futures, and Other Derivatives
Author: John C. Hull
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