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Use Nelson-Siegel model to plot the zero-coupon yield curve as of March 15, 2016 given OAT COUPON RATE % MATURITY CLEAN PRICE 1 4,25 25-oct-17
Use Nelson-Siegel model to plot the zero-coupon yield curve as of March 15, 2016 given
| OAT | COUPON RATE % | MATURITY | CLEAN PRICE |
| 1 | 4,25 | 25-oct-17 | 107,53 |
| 2 | 4 | 25-avr-18 | 109,24 |
| 3 | 4,25 | 25-avr-19 | 114,2 |
| 4 | 3,5 | 25-avr-20 | 115,29 |
| 5 | 3,25 | 25-oct-21 | 118,48 |
| 6 | 8,25 | 25-avr-22 | 150,36 |
| 7 | 4,25 | 25-oct-23 | 130,56 |
| 8 | 3,5 | 25-avr-26 | 128,3 |
| 9 | 5,75 | 25-Apr-32 | 169,8 |
| 10 | 4,75 | 25-Apr-35 | 158,57 |
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Financial Management Theory and Practice
Authors: Eugene F. Brigham, Michael C. Ehrhardt
16th edition
1337902608, 978-1337902601
