Theoretical spot rate curve |
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Theoretical spot rate curve A curve derived from theoretical considerations as applied to the yields of actually traded Treasury debt securities because there are no zero-coupon Treasury debt issues with a maturity greater than one year.
Creating a theoretical spot rate curve using one yield projection as the basis for the yield of the next maturity. Borrow To obtain or receive money on loan with the promise or understanding that it will be repaid.
Bootstrapping definition : Creating a theoretical spot rate curve using one yield projection as the basis for the yield of the next maturity. Bootstrapping follows the work of Efron. It involves a Monte Carloapproach. What's A Spread?
A process of creating a theoretical spot rate curve , using one yield projection as the basis for the yield of the next maturity. Capital gain ...
Bootstrapping Creating a theoretical spot rate curve using one yield projection as the basis for the yield of the next maturity. Bootstrapping follows the work of Efron. It involves a Monte Carlo approach.
See also: Spot rate curve, Spot rate, Yield curve, Values, Bills
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