Bootstrapping (finance) - Wikipedia, the free encyclopedia

Bootstrapping (finance) - Wikipedia, the free encyclopedia

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日期:2024-07-15
In finance, bootstrapping is a method for constructing a (zero-coupon) fixed-income yield curve from the prices of a set of coupon-bearing products, e.g. bonds and swaps. Using these zero-coupon products it becomes possible to derive par swap rates (forwa...看更多