Task: Yield Curve Bootstrapping, Key Rate Durations, and Portfolio Immunization
Task: Yield Curve Bootstrapping, Key Rate Durations, and Portfolio Immunization: a task in skilltrainbench-public: skilltrainbench training tasks (Harbor dataset). Bootstrap a zero-coupon discount curve from US Treasury par yields, compute full bond analytics (price, YTM, duration, convexity, key…
Part of armin-aptura/skilltrainbench-public.