各位老大，我在看法博齐的The Handbook of Fixed Income Securities 7thE里面第7章里面，对远期利率计算的时候说：
我们可以得到：
We can take this sort of analysis much further. It is not necessary to limit
ourselves to implied forward rates six months from now. The yield curve can be
used to calculate the implied forward rate for any time in the future for any investment
horizon. For example, the following can be calculated:
• The two-year implied forward rate five years from now
• The six-year implied forward rate two years from now
• The seven-year implied forward rate three years from now

最后的那三句怎么翻译，同同时怎么计算，我个人有点糊涂？
第一句是不是说的是5年后的2年期远期利率，那是不是涉及到的时间是7年呢？其他也的也这么理解？
R7＝7年SPOT RATE　R5=5年的SPOT RATE
R(5,2)=The two-year implied forward rate five years from now
(1+R7)的7次方＝（1+R5）的5次方*（1+R(5,2)）的2次方，从而解得R(5,2)？