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Bootstrapping spot rates from treasury yield curve

I'm attempting to construct a spot rate and forward rate curve from the 2011 daily treasury yield curve rates provided by the US Treasury. All US Treasury securities (1m, 3m, 6m, 1y, 2y, 3y, 5y, 7y, ...

asked Jun 21 '12 at 3:34

qfin_newguy
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Bootstrapping spot rates from treasury yield curve

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