E Eamonn1 Newbie Messages 1 Likes 0 Oct 29, 2016 #1 I have 3 months FRA's and I was wondering how many zero rates would be needed to bootstrap the entire yield curve? I was thinking we would need the first 3 zero rate i.e zero Rate for Jan,Feb and March.
I have 3 months FRA's and I was wondering how many zero rates would be needed to bootstrap the entire yield curve? I was thinking we would need the first 3 zero rate i.e zero Rate for Jan,Feb and March.
