# Yield curve to price bonds

I am having a hard time finding books/materials that would teach yield curve pricing using real-world problems/examples

I would like to understand if can I use the below treasury yield data (I believe those are spot rates, also called) to price any treasury bond matching the maturity?

say; I want to price bond maturing in exactly 2 years as of Nov/03/2022,

I take the below zero yields/spot rates,

discount principal+coupon at the 2 year yield, 1st coupon at the 6mon yield, 2nd coupon at the 12 mon yield, and the 3rd coupon at 18 mon yield? all from the picture below.

https://home.treasury.gov/resource-center/data-chart-center/interest-rates/TextView?type=daily_treasury_yield_curve&field_tdr_date_value=2020

``````    C1         C2         C3                Cn + P
In your case, you have two coupon periods and the 4th coupon plus par amount (`P`) with known discount rates, so all you need to do is discount each cash flow to find the fair price of the bond. For the 3rd coupon, you can do a simple linear interpolation or a more complicated interpolation (polynomial, exponential, cubic spline, etc.) to find a rate between the 12 month and 24 month rates. There's not a "right" answer for that, but the difference in price shouldn't be massive just by choosing a different interpolation method.