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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 year par rate of 4%. 🎓 *Get 25% Off CFA Courses (Featuring My Videos!) — Use code RYAN25 here:* 👉 https://ryano.finance/cfa 💾 Download Free Excel File: Grab the file ...
32.5K viewsApr 20, 2022
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