RE: CMT yield curve and Zero curve

Posted by sercan atalik-2 on Jul 25, 2005; 1:15pm
URL: http://quantlib.414.s1.nabble.com/CMT-yield-curve-and-Zero-curve-tp3939p3941.html

 

Hello, in addition the question, is there any way to derive bootstrapped zero curves from Bonds data?

 

Regards

 

 

 

 

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From: [hidden email] [mailto:[hidden email]] On Behalf Of Guowen Han
Sent: 25 July, 2005 9:30 PM
To: [hidden email]
Subject: [Quantlib-users] CMT yield curve and Zero curve

 

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