Recent content by rf1709

Can the swap rate be assumed to be the spot rate for year 2?

Can someone confirm from the above question, whether i can use swap as the 2 year spot I thought the swap rate is the fixed rate which make the value of a swap = 0

Could you please explain why the swap rate can be also be the spot rate?

Yep sorry.. i mean the 2y spot rate If my conversion is correct, will the cc rate for swap be 4.87% which is also 2 year spot rate?

Thanks for the quick reply but what im confused about is: if i convert the swap rate to cc...is that the 2 year spot rate??

If the Year 1 spot rate = 4.5% with continuous compounding Swap rate for 2 year is 5.11% with simple compounding - annual payment What are the spot rates for 2 year maturity?? (cc)