Bootstrap: Difference between revisions
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imported>Doug Williamson (Link with Converting from par rates page.) |
imported>Doug Williamson (Shorten first definition.) |
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To calculate zero coupon yields from given par yields for the same maturities | To calculate zero coupon yields from given par yields, for the same maturities and the same risk class. | ||
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Revision as of 09:31, 17 March 2016
1. To calculate zero coupon yields from given par yields, for the same maturities and 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.
