Hello,
This is part 1 of a 2-part question. I want to calculate spot rates from the following par rates.
par 1= 1.50%
par 2= 1.91%
par 3= 2.23%
par 4= 2.50%
par 5= 2.74%
par 6= 2.95%
I come up with the following spots using bootstrapping
spot 1= 1.50%
spot 2= 1.91%
spot 3= 2.24%
spot 4= 2.52%
spot 5= 2.77%
spot 6= 2.99%
Does everyone else get the same answers?
Thank you