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...hna that the curve interpolation may vary considerably (for e.g. any polynomial/parametric fit is very different from and curve fitting whether it is free hand or by NURBS ( complex version of Basis Splines ZZZzzz). My problem is that i want to know how can i generate spot curve using bootstrap methodin R.Further, even if you do not have fixed maturity bonds i.e. when you need to create fictitious or virtual paper of varied fixed maturities like 1 month, 6 month, 1 year, 5 year, 10 year ..... so that you can create a spot curve from the traded points which may be like as follows.... for e.g....