ZC & Forward Curves

Enter the number of market instruments (e.g. bonds or notes) you want to use to build the zero-coupon and forward curves. For each instrument, you will then specify its maturity (T), par value, coupon rate (C), market price (P), and payment frequency (f)
For correct pricing, it is mandatory to include instruments with maturities of 0.25, 0.5, and 1 year. .