Questions tagged [stripping]
The stripping tag has no usage guidance.
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Stripped treasury bond prices
I saw this paragraph in the SHV prospectus
The Underlying Index is market valueweighted based on amounts
outstanding of issuances consisting of publicly issued U.S. Treasury
securities that have a ...
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How to calculate zero-coupon curve for Italian BTPs?
On the BTP curve, we have the following Bonds (just showing you an extract)
I want to calculate z-spreads my self therefore I need the zero-coupon curve.
How do I go about doing this? Do I look at ...
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which market instruments are used to strip the SOFR curve under 1 year?
which instruments are used to strip the SOFR curve for the short term of the curve(below 1 y) ?
there are no swaps with maturity under 1 year, right?
thanks
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