Question
The Assignment A for this Workshop is to perform an analysis which, given a Treasury yield curve, computes the corresponding spot rates. You will be
The Assignment A for this Workshop is to perform an analysis which, given a Treasury yield curve, computes the corresponding spot rates. You will be working with daily yield data for 2021. In all computations for this question, assume that the bonds are trading at par; i.e., S=F. The work involved is the following: Load the necessary data. The required URL and Import[ ] logic are provided below. 1.1. Download the daily Treasury yield curves for September 2023. It would be a good idea to Export[ ] this file so you don't have to re-download it. 1.2. Use TableForm[ ] to provide a formatted output for the data. 1.3. For each column of data (i.e., the term of the note.
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