0

I want to calibrate US treasury bonds to get a benchmark curve as an exercise. I know that choice of bonds may be discretionary. But

  1. can you point me to any good public data source where I can get UST data?
  2. should I only choose bonds at par?
  3. should I choose zero coupons (STRIPS) only or okay to have coupon-bearing bonds as well?

I am here not looking for full-fledged answer but just a right direction to jump-start myself.

Gary
  • 101

0 Answers0