Does anyone know the zero rate here at -0.23022 is derived? I have tried (1+0.0056*0.503)*(1+-0.00232*0.086)=(1+?^(1/0.589). Solving for ? gives me -0.002344. I have tried simple and compounded interest. I cannot get this to match. can anyone provide clues?
This is not exactly an answer to your question, but I have found that for practical purpose it is best to use directly the discount factors (last column on the screen), which you can export to Excel and interpolate according to your prefered method for specific maturities.
Beware that the curve reference date (the date for which the discount factor is 1) is the Settle Date (3rd field on the upper left of the screen).