Consider two notes (maturing on 06/30/2019 and 12/312019). Bootstrap continuously compounded spot rates r(0,0.5) and r(0,1) from the note prices (need to compute ZCB prices first).

Issuance Date Maturity Date Coupon Rate First Coupon Payment Date Type Calendar Date Price 6/30/17 6/30/19 1.25 12/31/17 2 12/31/18 99.38671875 Issuance Date Maturity Date Coupon Rate First Coupon Payment Date Type Calendar Date Price 6/30/17 6/30/19 1.25 12/31/17 2 12/31/18 99.38671875