Main category
Social Sciences (Economics)
Abstract
Treasury yield curve or treasury zero coupon yield curve is the term structures of treasury yields-to-maturity. The yield is also called the zero coupon rate or the implied forward rate.
Treasury yield curves are bootstrapped from treasury benchmark curves that contain the most actively traded treasury bills or bonds at some maturities.
Further reading
https://ia801406.us.archive.org/31/items/fi-treasury-yield-curve-12/FiTreasuryYieldCurve-12.pdf
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