Printer Friendly
The Free Dictionary
1,027,698,515 visitors served.
?
Dictionary/
thesaurus
Medical
dictionary
Legal
dictionary
Financial
dictionary
Acronyms
 
Idioms
Encyclopedia
Wikipedia
encyclopedia
?

Bootstrapping
(redirected from Boot-strap)

    Also found in: Wikipedia 0.04 sec.
Bootstrapping
A procedure used to calculate the zero coupon yield curve from market figures.

Notes:
Since the T-bills offered by the government are not available for every time period, the bootstrapping method is used to fill in the missing figures in order to derive the yield curve. The bootstrap method uses interpolation to determine the yields for Treasury zero coupon securities with various maturities.

Bootstrapping
Creating a theoretical spot rate curve using one yield projection as the basis for the yield of the next maturity. Bootstrapping follows the work of Efron. It involves a Monte Carlo approach.
?Page tools
Printer friendly
Cite / link
Email
Feedback
Add definition
? Mentioned in
 
Financial browser? ? Full browser
 
 
Financial Dictionary
?

Disclaimer | Privacy policy | Feedback | Copyright © 2008 Farlex, Inc.
All content on this website, including dictionary, thesaurus, literature, geography, and other reference data is for informational purposes only. This information should not be considered complete, up to date, and is not intended to be used in place of a visit, consultation, or advice of a legal, medical, or any other professional.. Terms of Use.