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Yes. Ignoring discounting, you can say the following: 25k 3yr spot = 8.3k (0y to 1y)+ 8.3k (1yto2y) +8.3k (2y to 3y) 50k 2yr spot = 25k (0y to 1y )+ 25k (1y to 2y) 100k 1yr spot = 100k (0yto 1y) Adding, we have 133.3k (0y to 1y)+ 33.3k (1yto2y) + 8.3k (2y to 3y)


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