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Bootstrapping zero-coupon spot rates refers to O Using STRIP yields to estimate the z's O Using a par curve to estimate z's using current T-bill
Bootstrapping" zero-coupon spot rates refers to O Using STRIP yields to estimate the z's O Using a par curve to estimate z's using current T-bill yields O Interpolating active (or on-the-run) Treasury yields to obtain the O Finding the z-spread associated with a non-Treasury security
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Financial Analysis With Microsoft Excel 2016
Authors: Timothy R. Mayes, Todd M. Shank
8th Edition
1337298042, 9781337298049
