Bootstrapping, Spot Rates, Short Rates, Forward Rates — using actual market-traded prices of bonds to derive its market-implied interest rate [Spot Rate]. Then using that rate to construct other implied interest rates.
Part1: Deriving Spot Rates from Bootstrapping of Treasury prices — using simpler math (annual coupon-ed bonds) to understand the process.
Part2: Bootstrapping Treasurys with semiannual coupon-ed bonds — doing the match using actual Treasury market data.
Part3: Deriving Short Rates and Forward Rates from bootstrap-derived Spot Rates.
Part4: Pricing Bonds using Spot Rates, instead of a constant bond market rate for entire life of bond.
