TOUCH THE MODEL.
Change one assumption. Watch every dependent output react.
EXPERIMENT 04
Simplified educational zero-quote bootstrap · continuously compoundedYield Curve Explorer
Move one node or reshape the entire term structure. Watch discounting and forwards inherit the decision.
GUIDED EXPERIMENT
Change one assumption with intent
Load a coherent example, observe the linked calculation, then return to unrestricted manual exploration.
New here? Start with one example and change only the suggested input.
First try
INTERACTIVE ZERO CURVEDrag a node vertically to reprice the structure
DEMO QUOTES Zero rate Forward rate Discount factor
Market instruments↓Bootstrap↓Discount factors↓Zero curve↓Forward curve
| Tenor | Market quote | Zero rate | Discount factor | Forward rate | Node control |
|---|---|---|---|---|---|
| 1M | 3.100% | 3.100% | 0.997420 | 3.100% | |
| 3M | 3.250% | 3.250% | 0.991908 | 3.325% | |
| 6M | 3.380% | 3.380% | 0.983242 | 3.510% | |
| 1Y | 3.500% | 3.500% | 0.965605 | 3.620% | |
| 2Y | 3.620% | 3.620% | 0.930159 | 3.740% | |
| 5Y | 3.800% | 3.800% | 0.826959 | 3.920% | |
| 10Y | 3.920% | 3.920% | 0.675704 | 4.040% | |
| 20Y | 3.870% | 3.870% | 0.461165 | 3.820% | |
| 30Y | 3.810% | 3.810% | 0.318861 | 3.690% |