1
$\begingroup$

Should I discard bonds above par (zero coupon bond with market price over par value) when I build a zero coupon curve?

Most of the academic textbooks use bonds below par as inputs to build Zero Coupon Curve (to show bootstrapping methodology). So, I wonder what happen whit bonds above par value. Should I use them?

$\endgroup$

Your Answer

By clicking “Post Your Answer”, you agree to our terms of service, privacy policy and cookie policy

Browse other questions tagged or ask your own question.