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How to Calculate Spot Rates Forward Rates and Discount Factors

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Ryan OConnell, CFA, FRM

Ryan O'Connell, CFA, FRM discusses how to calculate spot rates, forward rates, and discount factors.

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Chapters:
0:00 Discount Factors and Spot Rates Defined
0:49 Calculate Discount Factors Using Spot Rates
2:25 Forward Rates Defined
3:31 The Forward Rate Model Defined
3:54 Calculate Forward Rates Using Spot Rates

*Disclosure: This is not financial advice and should not be taken as such. The information contained in this video is an opinion. Some of the information could be wrong. This channel is owned and operated by Portfolio Constructs LLC. Some of the links above are affiliate links, meaning, at no additional cost to you, I will earn a commission if you click through and make a purchase.

Example problems worked in this video come from:
CFA Level 2, Fixed Income
The Term Structure and Interest Rate Dynamics
by Thomas S.Y. Ho, PhD, Sang Bin Lee, PhD, and Stephen E.
Wilcox, PhD, CFA

posted by Wenedynw