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only need to do question 2 1. Implement a bootstrap routine to input an array of par bond maturities and corresonding BEY yields that returns
only need to do question 2 1. Implement a bootstrap routine to input an array of par bond maturities and corresonding BEY yields that returns spot rates. Do this A) Using linear Interpolation of BEYS B) Assuming constant forwards
only need to do question 2
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