Bootstrap
From ACT Wiki
Calculations.
1. Coupon yields.
To calculate zero coupon yields from given par yields, for the same maturities and the same risk class.
2. Yield curve.
More generally, to calculate any yield curve from another given yield curve for the same maturities.
3. Inputs.
To undertake any calculation process where the results from earlier calculations are inputs to subsequent calculations.
4. Result.
Bootstrap effect.
