Yield curves# Forward rates, bootstrapped, spline and parametric curves, and the factors that move them. Lutz: forward rates Lutz: forward rates McCulloch’s spline discount function McCulloch's spline discount function Carleton-Cooper bootstrapping Carleton-Cooper bootstrapping Nelson-Siegel Nelson-Siegel Litterman-Scheinkman: level, slope, curvature Litterman-Scheinkman: level, slope, curvature Svensson Svensson
