CMT yield curve and Zero curve
Posted by Guowen Han on Jul 25, 2005; 12:50pm
URL: http://quantlib.414.s1.nabble.com/CMT-yield-curve-and-Zero-curve-tp3939.html
Hello, group;
Is there a standard way to transform
the CMT yield curve to the Zero curve?
Or how should I derive the zero curve
term structure?
Thanks.
Guowen