Forums  > Pricing & Modelling  > pricing ultralong bonds  
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Total Posts: 40
Joined: Apr 2010
Posted: 2017-08-19 00:23
If I have a 100 year bond (think Petrobras or United Mexican States or Rabobank or many others), I can take the traded z-spread as an input. I shift the zero coupon swap curve by the z-spread bps and discount the cash flows of the bond to get a cash price.

Is this the right approach?

How do I best extrapolate the swap curve out to 100 years?
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