Hello,
I am using the yield curve bootstrapping example spreadsheet. I am looking at only swap rates to compute the zeroyield curve.
First off: If in the 30Y swap in the RateHelpers tab you put 13.1% you'll get NUM errors.
Second: The zero yields being produced are wrong.
Can you please tell me what I am doing incorrectly but I have gone thorough this a few times and now stuck. Thanks!
YieldCurveBootstrapping+TEST.xls
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