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Bond Math and Pricing
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Module 5
Synthesizing and Interpreting Complete Yield Curves
Constructing the Spot Rate Curve: Bootstrapping & Spline Interpolation
Integrate bootstrapping and spline interpolation to construct a continuous spot rate curve from raw market bond data.
2
Building a Continuous Forward Rate Curve
Derive a continuous forward rate curve from the constructed spot rate curve.
3
Building the Par-Yield Curve
Derive a par-yield curve from the spot rate curve and explain its use.
4
Yield Curve Analysis: YTM, Spot, and Forward
Visualize and contrast the YTM, spot, and forward curves generated from the same market data.
5
Yield Curve Shapes and Their Economic Implications
Interpret the economic meaning behind different yield curve shapes (normal, inverted, flat, humped).
Previous module
Advanced Curve Construction: Interpolation Techniques
Next module
Pricing Floating Rate Notes