The page shows a yield curve with 4 maturities and then shows spot rates derived by “bootstrapping” . I have heard of this term in L1 , but can the spot curve simply be calculated from just the yield curve . Is this a simple TVM calculation? Please help
Just bootstrapping to derive the missing spot rate. Pretty straight forward & simple method.
OK that clears up one worry. Good explanation at http://elvis.sob.tulane.edu/Documents/Finc715/TermStructure.ppt