Hot answers tagged yield-curve
The short answer is - you need more data. If you want to build a full zero-rate swap curve, typically these curves go out to 30 years. In general, the front of the curve is made from LIBOR rates, which you have. Typically you don't see practitioners use anything past the 3M point but some will use up to the 6M point. For the 2nd part of the curve, from ...
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