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Bootstapping

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lynn
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Joined: September 13th, 2002, 8:02 am

Bootstapping

March 12th, 2009, 11:23 am

Hi,Trying to validate zero curve in a system. Using linear interpolation - however I am having a huge difference at the last vertices the other the difference is small.Is this acceptable and why does this happen?
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Owais
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Joined: April 22nd, 2008, 10:58 am

Bootstapping

March 12th, 2009, 12:08 pm

Use Cubic splines interpolation
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