Fixed income help please

Jay_Ng · October 25, 2021, 5:26am

Hi i would like to understand how to get the new spots rate for 105.095743.

Any idea how to get this answer?

S2000magician · October 25, 2021, 5:55am

Jay_Ng · October 25, 2021, 7:24am

Hi i just have no idea of how to get the answer can i understands the steps

S2000magician · October 25, 2021, 3:30pm

The article I linked goes through the steps.

Look for “Bootstrapping: Deriving the Spot Curve from the Par Curve”, about one-third of the way down.