zero-coupon-rates
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P1.T3.22.31. Term structure theories
Learning objectives: Derive forward interest rates from a set of spot rates. Derive the value of the cash flows from a forward rate agreement (FRA). Calculate zero-coupon rates using the bootstrap method. Compare and contrast the major theories of the term structure of interest rates...- David Harper CFA FRM
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- bootstrap-method cash-flow-value forward-interest-rates forward-rate-agreement spot-rates term-structure zero-coupon-rates
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