Quantitative Finance Meta
to customize your list.
more stack exchange communities
Start here for a quick overview of the site
Detailed answers to any questions you might have
Discuss the workings and policies of this site
Interpolating spot rates given intermittent coupon-bond prices.
I'm trying to bootstrap spot rates given coupon-paying bond data. To simplify my problem, assume we are working with only 3 given data, the price/coupon rate on semi-annual bonds maturing in 0.5, 1, ...
Feb 16 at 23:15
newest interpolation spot-rate questions feed
Hot Network Questions
Why are they putting "processors" on hard drives?
How do I stop Finder from warning me when I change a file extension?
What is the logical reason for bullying Spock?
A sentence from Swan's PEU using plural 'are' and not singular 'is'
How to get the current index during a Scan iteration?
Where to start with orchestration?
Is there any issue to put / as a home directory of root user from security point of view?
Is there a way to tell sudo to set my username as owner for the files created instead of root?
Objective and verified tests of the effects of electronics on a commercial air liner's operation?
Small values of a polynomial evaluated at roots of unity
How to understand the usage of Inner and Outer figuratively?
An idiom for "beginning in the wrong end"
Are feed-based layouts limited to certain object?
Switching Costs from Rolls Royce to GE
Convergent or Divergent Integral
Display a tally (in varying bases)
What is the meaning of "+" in wget progress bar?
Trying to understand == operator with objects
Owner of directory set to 518?
Why is it natural to look for solutions involving dimensionless quantities?
How to deal with a character that does not fit my plot?
The longest gap between a movie and its sequel
How do you encourage group decisions over individual actions?
Is there a word which means whatever you want it to mean? Or has no meaning?
more hot questions
Life / Arts
Culture / Recreation
TeX - LaTeX
Unix & Linux
Ask Different (Apple)
Geographic Information Systems
Science Fiction & Fantasy
Seasoned Advice (cooking)
Personal Finance & Money
English Language & Usage
Mi Yodeya (Judaism)
Cross Validated (stats)
Theoretical Computer Science
Meta Stack Exchange
Stack Overflow Careers
site design / logo © 2014 stack exchange inc; user contributions licensed under
cc by-sa 3.0