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Let p i be the price at time t of a coupon paying T i - bond of notional N . That is the bond

Let pi be the price at time t of a coupon paying Ti-bond of notional N. That is the bond matures at Ti when the notional is returned and pays coupons c=KN at dates T1p1,dots,pnttT1,dots,TnT1+=T2. Show that from a collection of coupon paying bond prices p1,dots,pn available att,we can derive time t prices ofZCBs with maturities T1,dots,Tn and face value 1. This is called stripping ZCB prices from coupon paying bonds.
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