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Tagged with bootstrap interest-rates
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Bootstrapping annual and semi annual bond [duplicate]
https://www.wallstreetmojo.com/bootstrapping-yield-curve/
a) This is the standard method for bootstrapping:
From the 0.5-year maturity the spot rate or the discount rate is 3% and let us assume the ...
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Basic boostrapping question
Suppose I have three bonds:
Coupon bonds are paid semi-annually. Rates are continuous compounding.
I'm trying to bootstrap the zero rates for 0.5 years maturity using the 1 year zero coupon bond and ...
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