Jul
27

## UK Gilt zero-coupon yield curve

This spreadsheet demonstrates constructing a zero-coupon yield curve from market gilt yields, using the basis spline methodology and approach.

A technical description of the methodology appeared in the book "Capital Market Instruments" by Moorad Choudhry et al (FT Prentice Hall 2001).

http://www.yieldcurve.com/Mktsoftware/excelYC.htm

wiki(yield curve)

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A technical description of the methodology appeared in the book "Capital Market Instruments" by Moorad Choudhry et al (FT Prentice Hall 2001).

http://www.yieldcurve.com/Mktsoftware/excelYC.htm

wiki(yield curve)

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