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Help [Bootstrapping]
I can't thank you enough. I really appreciate your reply.- laurel akin
- Post #4
- Forum: Fixed Income (P1.T4 or P2.T5)
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L
Help [Bootstrapping]
I am so sorry to bother you but I really need help. Note: I am new to bonds, interest rates, forward rates .. etc. In many examples ( for instance in Hull's book) I see something like this: TTM Coupon Price 0.25 0 97.5 0.50 0 94.9 1.00 0...- laurel akin
- Thread
- bonds bootstrap bootstrapping forward-rates interest-rates
- Replies: 15
- Forum: Fixed Income (P1.T4 or P2.T5)