Bootstrap: Difference between revisions

From ACT Wiki
Jump to navigationJump to search
imported>Administrator
(CSV import)
(No difference)

Revision as of 14:11, 23 October 2012

1. To calculate zero coupon yields from given par yields for the same maturities of funds.

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.

See also