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by arnold0715
June 17th, 2015, 12:47 am
Forum: Student Forum
Topic: building a zero curve with lack of market data
Replies: 4
Views: 3572

building a zero curve with lack of market data

Got it!Thanks for your answer and opinion.I'll think about it!
by arnold0715
June 10th, 2015, 2:43 am
Forum: Student Forum
Topic: building a zero curve with lack of market data
Replies: 4
Views: 3572

building a zero curve with lack of market data

Thanks for your replying.Yes, assumption of extrapolation is available.And I also wonder that in practice, which assumption of extrapolation is used commonly when building a curve like this.Many thanks again.
by arnold0715
June 2nd, 2015, 12:42 am
Forum: Student Forum
Topic: building a zero curve with lack of market data
Replies: 4
Views: 3572

building a zero curve with lack of market data

<t>This is Arnold Lin, a new learner in finance.I'm trying to build a 30-year CNY zero curve by China swap rate (for pricing a callable corporate bond).But I could only find the swap rate within 10 years.The only idea that comes out from me is using the Treasury data in China but it doesn't make sen...