Additional Information

To ensure accurate computations, the input data must satisfy the following conditions:

1. All input lists must be complete and well-formatted
   Each list must have the same length.

2. The first bond should ideally be a zero-coupon bond
   Bootstrapping works best when the shortest-maturity bond is zero-coupon, ensuring a reliable starting point.

3. Maturities should align with coupon payment schedules
   Each maturity ( T ) should be a multiple of ( 1/m ) (where ( m ) is the compounding frequency).
   Example: If coupons are paid semi-annually (( m=2 )), maturities must be at intervals like 0.5, 1.0, 1.5, 2.0, etc.

If these conditions are not met, the zero rates calculation may fail or produce inaccurate results.