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Suppose that, in a two-year interest rate swap, the floating rate for each year is determined as the one-year rate at the beginning of the year, but payments are made at the end of the year. According
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Suppose that, in a two-year interest rate swap, the floating rate for each year is determined as the one-year rate at the beginning of the year, but payments are made at the end of the year. According to the relevant yield curve for the swap, the one-year spot rate of interest is 6%. Find the appropriate fixed rate for the two-year swap.

User Mortada Jafar
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¿Hablas español porque no entiendo esto? Si lo haces, ¿puedes decirme en español?

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User Daniel Steinmann
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