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What is the 18m swap rate

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Consider the following LIBOR zero rates, expressed with semi-annual compounding: r2(0,6m)=1.8%, r2(0,12m)=2.5%, and r2(0,18m)=2.7%.

What is the forward rate f2(0,6m,18m)?

What is the (plain-vanilla) 18m swap rate?

What is the swap rate on an amortizing forward-start swap starting in 6m (thus, first payment at date 1y)? The principal is reduced by 50% of the original after every payment.

Reference no: EM133122740

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