def __bootstrap_zero_coupons__(self):
        for T in self.instruments.iterkeys():
            (par, coup, price, freq) = self.instruments[T]
            if coup == 0:
                self.zero_rates[T] = \
                    self.zero_coupon_spot_rate(par, price, T)
Get zero rates from zero coupon bonds
dataset/ETHPy150Open jamesmawm/Mastering-Python-for-Finance-source-codes/B03898_05_Codes/BootstrapYieldCurve.py/BootstrapYieldCurve.__bootstrap_zero_coupons__