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Bootstrapping Spot Rates From the Par Curve
6:52
YouTubeRyan O'Connell, CFA, FRM
Bootstrapping Spot Rates From the Par Curve
Ryan O'Connell, CFA, FRM discusses how to bootstrap spot rates from the par rate curve. CORRECTION: @4:23 we should be using the 2 year spot rate of 4.04%, not the 2 ...
33.7K viewsApr 20, 2022
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