Bootstrapping TSY Yield Curve []

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Bootstrapping TSY Yield Curve
Submitter: darek56	Date: 2011/9/19

Description: 1. Bootstraps TSY yield curve 2. Calculates discount factors 3. Calculates forward curve using natural spline 4. Writes the forward curve to a CSV file Any comments would be appreciated. Got a question or problem with this link? Just enter your message and click on submit. No registration is required. Note: A copy of this message will also be emailed to the submitter of this link
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