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You can try premiumdata.net. Among several sources I used this provides most clean data. They account for splits and dividends. Delisted securities are present in the data. This is not free but the price is modest for this quality for my point of view. They provide EOD data for US, Australian and Singapore stock exchanges.


If the prices were not equal, there would be an immediate arbitrage opportunity as you can lock in the forward rate today. Hence the law of one price holds.


There is no conflict here. In the identity, \begin{align*} \frac{1}{(1+r_{02})^2} = E\left(\frac{1}{1+r_{12}}\right)\frac{1}{1+r_{01}}, \end{align*} the expectation is under the year-1 forward measure. However, in the identity \begin{align*} (1+r_{01})E(1+r_{12})=(1+r_{02})^2, \end{align*} the expectation is under the year-2 forward measure. For ...


$$\frac{1}{(1+r_{02})^2} = E\left(\frac{1}{1+r_{12}}\right)\frac{1}{1+r_{01}}$$ Indeed, in the pricing measure, the distribution of $r_{12}$ has to be such that this relation holds. If you look at drift derivations for the LIBOR market model, a lot of work goes into making this sort of equation hold.


you don't need the risk-free rate, it's just the way it's been implemented. It will cancel out when you take the ratio of the forwards.

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