A Fourth Way To Bootstrap Spot Rates

In May of 2015 I published a post called “3 -Ways to Bootstrap Spot Rates for the Treasury Yield Curve”. There was also an Excel workbook linked to that post. The workbook link is: http://pistulka.com/Excel_Shared/3_Spot_Rates.xlsm Rather than posting a new workbook, I am leaving the old workbook, but I added a new sheet called “Fourth Method”. […]