Several ways to deal with this problem.

1. ignore it :-)
2. find better data source
3. use liner or exponential interpolation (something like average) if missing data is a small part of the whole.
4. state space model.

for state space model this is very good but very complex technique. The general idea is that you assume the other bond's price is driven by the hidden state variable, the bond with missing data, you use the observed other bonds' data to filter out the unobserved bond price

Because you are a beginner it is a huge topic for the fourth method and doing it is another big project probably much larger than the whole project you are doing with. So I recommend you to follow 2 and 3