diff --git a/VERSION.txt b/VERSION.txt
index 6da28dd..8294c18 100644
--- a/VERSION.txt
+++ b/VERSION.txt
@@ -1 +1 @@
-0.1.1
\ No newline at end of file
+0.1.2
\ No newline at end of file
diff --git a/src/fixedincome/__init__.py b/src/fixedincome/__init__.py
index c0ba094..1e88563 100644
--- a/src/fixedincome/__init__.py
+++ b/src/fixedincome/__init__.py
@@ -15,6 +15,6 @@
         Functions useful for analyzing fixed rate bonds.
 """
 
-__all__ = ['utils', 'bonds']
+__all__ = ['utils', 'bonds', 'yield_curve']
 
 from fixedincome import *
diff --git a/src/fixedincome/yield_curve.py b/src/fixedincome/yield_curve.py
new file mode 100644
index 0000000..6b8a894
--- /dev/null
+++ b/src/fixedincome/yield_curve.py
@@ -0,0 +1,44 @@
+"""
+Fixed income analytics for the yield curve
+
+Implements various functions useful for yield curve analytics.
+"""
+
+
+import numpy as np
+
+
+def bootstrap(cash_flows : np.ndarray, prices : np.ndarray) -> np.ndarray:
+    """
+    Calculates the spot yield curve from a series of bonds. 
+    
+    Parameters
+    ----------
+    cash_flows : np.ndarray
+        Nonsingular payoff matrix of a series of bonds.
+    prices : np.ndarray
+        Corresponding price of each bond.
+    
+    Returns
+    -------
+    np.ndarray
+        The corresponding spot yield curve derived from no-arbitrage relationships.
+    """
+    
+    assert cash_flows.shape[1] == prices.shape[0], "Check shapes of input matrices."
+
+    discount_factors = np.linalg.inv(cash_flows) @ prices
+    yields = np.power(discount_factors, np.reshape(-1 / np.arange(start=1, stop=discount_factors.shape[0]+1), newshape=discount_factors.shape)) - 1 # Formula: d = 1/(1 + y)^i
+    return np.reshape(yields, newshape=(yields.shape[0])) # Flatten output
+
+
+def regression():
+    raise NotImplementedError("Regression not yet implemented.")
+
+
+def spline():
+    raise NotImplementedError("Spline not yet implemented.")
+
+
+def nelson_siegel():
+    raise NotImplementedError("Nelson-Siegel not yet implemented.")