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Interpolation of LIBOR rate
Hi guys,
I want to learn how to do interpolation calculationg using Excel. Interpolation start date is 3/16/06 Interpolation end date is 6/15/06 2M Libor rate at 05/16/06 is 4.82625 3M Libor rate at 06/16/06 is 4.91688 I need to find out LIBOR rate at 6/15/06 (The rate that I received from the counterparty is 4.91396) |
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