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 Glossary   >   B   >   "Bootstrapping" Definition   

        Bootstrapping

A process of creating a theoretical spot rate curve using one yield projection as the basis for the yield of the next maturity.

A procedure used to calculate the zero coupon yield curve from market figures.

Bootstrapping


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Bootstrapping - A process of creating a theoretical spot rate curve using one yield projection as the basis for the yield of the next maturity.

A procedure used to calculate the zero coupon yield curve from market figures.


Bootstrapping : a process of creating a theoretical spot rate curve using one yield projection as the basis for the yield of the next maturity.

a procedure used to calculate the zero coupon yield curve from market figures.