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Consider that the prices of the following A bonds are as of September 2, 2021; and that the bonds pay coupons semi-annually. Anual Coupon Dates
Consider that the prices of the following A bonds are as of September 2, 2021; and that the bonds pay coupons semi-annually.
Anual Coupon | Dates | Prices |
6 &7/8 | March 2, 2022 | 101: 20 |
5.5 | September 2, 2022 | 101 : 18 |
4 & 5/8 | March 2, 2023 | 100 :21 |
4 & 5/8 | September 2, 2023 | 100 : 12 |
4 & 3/8 | March 2, 2024 | 99 : 15 |
1-Using Bootstrap; Calculate the first 4 zero rates assuming annual rates compounded bimonthly. Calculate the first 4 zero rates assuming simple rates act / 365. Calculate the first 4 zero rates assuming continuous rates. Calculate the first 4 discount factors
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