Advertising

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

<< Books Borrow >>

Getting Your Finances Ready for Your Golden Years: If you're seriously considering retirement, you also should be seriously thinking about how to ensure that your financial life is as comfortable and stress-free as possible. Here are a few tips. More...

No pessimist ever discovered the secret of the stars, or sailed to an uncharted land, or opened a new doorway for the human spirit. - Helen Keller

Advertising



Copyright 2009-2018 GVC. All rights reserved.