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In order to do cash flow mapping I need zero rates for corporate bonds , where to find or how to find the o rates ?

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This is a topic that can be covered by an entire book... Typically, you select some liquid instruments such as swaps, deposits, futures etc etc to bootstrap a yield curve, from which you can use it for discounting. The problem is not how to bootstrap, but what to bootstrap. It's a very complicated issue, you may have to consider cost of funding, liquidity, maturity etc.

Please read: A Practical Guide to Swap Curve Construction, you can find it on Google.

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  • $\begingroup$ This is the right approach, but I wouldn't recommend this specific paper. This kind of swap construction technique (LIBOR discounting) is no longer correct in the post financial crisis world. $\endgroup$ – Helin Jun 5 '15 at 15:32
  • $\begingroup$ Do you mean multi-curve and OIS discounting? I think this should be step that the poster should attempt later on. The paper I quote is dead simple for someone to get started. $\endgroup$ – SmallChess Jun 5 '15 at 16:11
  • $\begingroup$ that's a fair point. I just wanted to make sure OIS discounting is eventually mentioned here. $\endgroup$ – Helin Jun 6 '15 at 14:27

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