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Bootstrapping

• A process of creating a theoretical spot rate curve, using one yield projection as the basis for the yield of the next maturity.

• Is the technique the initiate a sample or process. It can use a piece of data to generate or infer other data. These other data are not necessarily observations.

 
 Embedded terms in definition
 Basis
Maturity
Spot rate curve
Spot rate
Theoretical spot rate curve
Yield

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