Pricing Zero-Coupon Bonds

[FixedIncomeGuy]

Hey,

Would anyone know an API or Database where one could access Zero Coupon Bond Yield Curves? Also, is it wrong to use Coupon Paying Bonds Yield Curves and then zero-finding and then bootstraping to find the price of a Zero Coupon Bond as I can currently only find the prices of Coupon Paying Bonds, as I can only find Coupon Paying Bond Yield Curves.

Thank You

 

[Keith Tan]

How about finding out the prices of such contracts from trading platforms or on the exchange website.

You can use coupon paying bonds to find zcbs. but there may be more than one zcb involved and that's multiple sources of uncertainty you have to solve for.