I'm just starting to read about Arbitrage Trading and am currently looking at zero coupon rates as it's in the textbook I am using and had a question about bootstrapping. Say that I have the maturities and and coupon rates for a 1-year bond, a 2-year bond, and a 3-year bond. In constructing the 1-year zero rate, I can just use the 1-year bond, and in constructing the 2-year zero rate, I use the 1-year zero rate to deal with the first annual payment and use the leftover amount to deal construct t