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option pricing - Find the caplet volatilities for LIBOR fixings at each interval, given the ATM implied cap volatility term structure - Quantitative Finance Stack Exchange
![Suppose that you buy an interest rate cap on 3-month LIBOR with a 2-year maturity and simultaneously sell a floor on 3-month LIBOR with a 2-year maturity. Ignore the premiums. Draw a Suppose that you buy an interest rate cap on 3-month LIBOR with a 2-year maturity and simultaneously sell a floor on 3-month LIBOR with a 2-year maturity. Ignore the premiums. Draw a](https://homework.study.com/cimages/multimages/16/libor17517333613502521409.png)
Suppose that you buy an interest rate cap on 3-month LIBOR with a 2-year maturity and simultaneously sell a floor on 3-month LIBOR with a 2-year maturity. Ignore the premiums. Draw a
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Using the Bootstrapped Market SOFR Caplet Normal Vol Surface to Price in Excel Interest Rate Caps/Floors on Backward/Forward Looking SOFR Term Rates - Resources
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