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Search found 1 match
by
svalbard
July 11th, 2019, 6:48 am
Forum:
General Forum
Topic:
FX Hedged UST
Replies:
3
Views:
5750
FX Hedged UST
How do I monitor US treasury yields FX hedged into other currencies?
Into say JPY, is the correct way in Bloomberg to create a custom index with generic US 10y yield + 10y USDJPY xccy basis?
(USGG10YR Index + JYBS10 Curncy/100)
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