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Hi, is there a way to derive zero coupon rates from par rates? I have tried but I am not sure the the output I get is right... I am doing this for Tsy bond par rates, not for depo & swap rates. Thanks!!!
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Hi, is there a way to derive zero coupon rates from par rates? I have tried but I am not sure the the output I get is right... I am doing this for Tsy bond par rates, not for depo & swap rates. Thanks!!!
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