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Wednesday, 22 March 2023

Tags: converting coupon to zero coupon

Bootstrapping: A technique used in converting coupon rates to zero-coupon rates for PAS 19

Posted on January 4, 2013 by Orlando Calundan | 0 Comments
I want to share something i learned about bootstrapping.  I want you to be familiar of this concept as it can be applied in determining the discount rate to be used in valuation of pension liabilities of the company under…
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