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deriving 30 year Treasury rates
What is the best way to determine forward rates for 30 year maturity Treasuries?I know how to dervie forward rates using the spot rate curves, but run into an issue when I need to determine the 30 year in the future (I need liquid spot rates past the 30 year point). Is there another methodology or perhaps a source which provides market expectations for the 30 year?Thanks.
deriving 30 year Treasury rates
Not my market, but if I had to guess at a rate 30 years from now, I would just take some long run historical average of that rate.
