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2. Using bootstrap method (Hull) calculate zero coupon yield curve from coupon bearing bonds using continuous compounding. Bond Principal Maturity (years) 100 0.25 Coupon 0

2. Using bootstrap method (Hull) calculate zero coupon yield curve from coupon bearing bonds using continuous compounding.

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Bond Principal Maturity (years) 100 0.25 Coupon 0 Bond Price 99 0 100 100 0.50 1.00 98.125 98.5 0 100 1.50 3 98.25 100 2.00 4 98.125

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