Estimating Zero Coupon Curve using only Fixed-Coupon bonds available
Monchinga
Today I have been struggling with something that someone here for sure has already encountered. I have a corporate issuer with a set of fixed coupon bonds (maturities between 1.5 to 20+ Years, luckily same coupon frequency), and I would like to estimate a Zero-Coupon Curve out of it. However, this is not like the dummy exercises at university where you always have a zero coupon bond as a starting point, regular intervals between maturities (i.e. 0.5, 1, 1.5y, etc...) and you can build it easily.