[R-SIG-Finance] regarding bootstrapping

[Brian G. Peterson]

On Monday 09 October 2006 07:11, gyadav at ccilindia.co.in wrote:
> I just want to know how to make yield curve by bootstrapping using R.
> Please give me some subject-matter links and code links.
> Especially the Spot Yield Curve and YTM Curve.

Could you be a little more specific about what you're trying to do?  If 
you're trying to get current yield curves, there are simpler fitting 
methods than bootstrapping (or just take it off Bloomberg).  Any 
introductory R/S statistics text will give you several fitting options. 
If you're trying to forecast yield curve, what are you using as forecast 
rates?  If, for example, you're using futures prices, then again you have 
many simpler fitting mechanisms than bootstapping.  If you've got a more 
complicated forecast range, then bootstrapping may be appropriate.

Inside R, try 

help.search ("bootstrap")

and look at the examples most appropriate to your problem.

Regards,

 - Brian