expert, pls help on one interview question - Quant版 - 未名存档

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Quant版 - expert, pls help on one interview question

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b********1 发帖数: 114	1 5 year swap rate is 5%, 10 yr swap rate is 6%,both are par rate. what's the 5 by 5 year forward swap rate? any idea?
b********1 发帖数: 114	2 this is a simple question for you guys. anyone care to tell?

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