extract the term structure of interest rates out
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
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extract the term structure of interest rates out to 3 years given the following bond datamaturity yrs coupon rate yield to
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