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Bond Math and Pricing
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Module 2
The Term Structure: Spot and Forward Rates
1
Spot Rates and Bond Pricing with ZCYC
Define spot rates and derive the bond pricing formula using the zero-coupon yield curve (ZCYC).
Pricing a Coupon Bond with Spot Rates in Python
Price a coupon-bearing bond by discounting each cash flow with its corresponding spot rate in Python.
3
Forward and Spot Rates: A No-Arbitrage Derivation
Define forward rates and derive their relationship with spot rates using a no-arbitrage argument.
4
Building a Forward Rate Curve in Python
Implement a Python function to compute a forward rate curve from a given spot rate curve.
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Foundations of Bond Valuation and Yield to Maturity
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Yield Curve Construction: Bootstrapping