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 >>

How to Ace Your First Test Managing Real Money in the Real World: As a teen, you're beginning to make some grown-up decisions about how to save and spend your money. That's why learning the right ways to manage money…right from the start…is important. Here are suggestions. More...

There is only one way... to get anybody to do anything. And that is by making the other person want to do it. – Dale Carnegie

Advertising



Copyright ©2009-2019 GVC. All rights reserved.