Filter by Categories
Accounting
Banking

Bootstrap Method

A technique that is used to derive the zero-coupon yield curve from available market rates (spot curve figures) using interpolation....

Bootstrapping

An iterative numerical methodology that is used to construct the spot zero rate curve implied by coupon-bearing, usually Treasury, bonds....

Zero Coupon Stripping

An iterative numerical methodology that is used to construct the spot zero rate curve implied by coupon-bearing, usually Treasury bonds....