Extract the term structure of interest rates, Financial Accounting

Extract the term structure of interest rates out to 3 years given the following bond data:

Maturity (yrs)    Coupon rate (%)   Yield to maturity (%)

0. 5                            1. 0                          1. 5

1. 0                            1. 5                          1. 75

1. 5                            2. 0                          2. 0

2. 0                            2. 5                          2. 25

2. 5                            3. 0                          2. 50

3. 0                            3. 5                          2. 75

 

Posted Date: 4/2/2013 3:51:26 AM | Location : United States







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