Fixed Income Questions

CFA Level I
#1

How , how to get the inmplied forward rates given 6 months spots rate

Ex:

6-m spot rate for Feb 2010

6-m sport rate for Aug 2010

6-m sport rate for Fe 2011

6-m sport rate for Aug 2011

and I want to claculate the he implied 1 year forward rates as of August 2010 for August 2011 , both in : A) bond equivalent basis,

B) effective annual yield

Thanks

#2

I wrote an article on this that may be helpful: http://financialexamhelp123.com/calculating-forward-rates-from-spot-rates/