Suppose you observe the simple spot and forward rates L(0,1) = 3% and F(0,1, 3)...
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Suppose you observe the simple spot and forward rates L(0,1) = 3% and F(0,1, 3) = 5% and the spot swap rate Rswap(0) = 4% of a swap with annual paying fixed leg and maturity in 4 years. Bootstrap the discount curve using linear interpolation of the simple spot rates to estimate missing discount bond prices. Report the price of a coupon bond with annual coupons of 15, principal 100, and maturity in 4 years. Round your answer to 2 decimal places. Enter answer here
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