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a)What is bootstrapping? b)Construct the spot yield curve using the following information: BondCouponMaturityPricePar B12%0.5$101$100 B23%1$102$100
a)What is bootstrapping?
b)Construct the spot yield curve using the following information:
BondCouponMaturityPricePar
B12%0.5$101$100
B23%1$102$100
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Forecasting Methods And Applications
Authors: Spyros G. Makridakis, Steven C. Wheelwright, Rob J Hyndman
3rd Edition
0471532339, 9780471532330
