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seen Apr 21 '12 at 18:47

Apr
20
comment Deriving spot rates from treasury yield curve
Okay, from the link provided in your #2, when I read the yield curve I have to assume that the YTM equals the coupon rate - that is, the curve is for hypothetical instruments trading at par. If that is true, I think it gives me the piece of information I was missing.
Apr
20
comment Deriving spot rates from treasury yield curve
In summary - I'm probably looking at the wrong data - It sounds like it would be easier to start with trading prices of treasuries, that way I know both the PV, face value and coupon rate of each instrument. I'll see if Yahoo or someone else lets me dig those out for free.
Apr
20
comment Deriving spot rates from treasury yield curve
It looks like, then, I do need coupon rates to go along with the published yield curve IRR rates. Is that a correct reading?