Hello everyone!

Thinking about Lognormal Libor Models..

Let Q^T[k-1] martingale equivalent measure induced by taking the bond expiring at T[k-1] as a numeraire.

How to calculate E^(Q^T[k-1])[ L(T[k-1],T[k]) |F_t] ? (Where L is the future libor rate from one period to the another at t..)

I was thinking about change the measure going from Q^T[k-1] to Q^T[k] but how to do that? Using an advanced type of Bayes formula?

Thanks!