BOOTSTRAPPING

ameyakukde
Good Student
Posts: 29
Joined: Thu Aug 02, 2012 11:55 am

BOOTSTRAPPING

Postby ameyakukde » Thu Aug 02, 2012 12:29 pm

is bootstrapping conversion of the coupon bearing bond to zero bond?
what if the bonds are of different coupon and yields?
can you please explain with example to show how exactly yield curve is plotted, with bonds of different yields and coupon.
what's the use of yield curve?

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pankaj
Finance Junkie
Posts: 61
Joined: Fri Aug 03, 2012 11:24 am

Re: BOOTSTRAPPING

Postby pankaj » Fri Aug 03, 2012 2:57 pm

Look at the video its explaining the bootstrapping process in detail.

http://www.youtube.com/watch?v=pDqT8rq8 ... e=youtu.be

ameyakukde
Good Student
Posts: 29
Joined: Thu Aug 02, 2012 11:55 am

Re: BOOTSTRAPPING

Postby ameyakukde » Sun Aug 05, 2012 12:28 am

thank you very much, :D , exactly what i needed.. :mrgreen:


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