Bootstrap: Difference between revisions
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imported>Administrator (CSV import) |
imported>Doug Williamson (Link with Converting from par rates page.) |
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1. | 1. | ||
To calculate zero coupon yields from given par yields for the same maturities of funds. | To calculate zero coupon yields from given par yields for the same maturities of funds of the same risk class. | ||
2. | 2. | ||
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* [[Yield curve]] | * [[Yield curve]] | ||
* [[Zero coupon yield]] | * [[Zero coupon yield]] | ||
* [[Converting from par rates]] | |||
Revision as of 09:25, 15 November 2015
1. To calculate zero coupon yields from given par yields for the same maturities of funds of the same risk class.
2. More generally, to calculate any yield curve from another given yield curve for the same maturities.
3. To undertake any calculation process where the results from earlier calculations are inputs to subsequent calculations.
4. Bootstrap effect.
