I'm trying to learn to bootstrap and am taking some bonds from the Treasury curve:
https://docs.google.com/spreadsheets/d/1vA7s4ZfFzGfTji_d9cLUid5rqyaugRrI0etCW_3Jb6w/edit?usp=sharing
For some reason the zero rate I'm ending up with for the 1.5 year bond (cell B19) is less than the YTM of that bond (cell F4). This doesn't make sense because it is an upward sloping curve. Am I misunderstanding something about bootstrapping?