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Forward rate from Covered Interest Parity when spot date is after expiry date

The formula described is: $$ f_t = f_s \frac{D_b(s,t)}{D_q(s,t)}$$ Where $D_b(s,t)$ and $D_q(s,t)$ are unhelpfully labelled as the discount factors from one date to the next. If you instead label ...
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