Hi All,Just to clarify...what I want to understand is the way the forward treasury curve is estimated for pricing CMTs....Grateful if anyone can respond...Tks in advance

<t>Hi ,How is the forward curve estimated in practice for CMTs?( we ahvent even reached the convexity adjustment issue yet!) My naive understanidng is that the rate at which one can borrow can never be the Sovereign curve, so some sort of GC Repo rate to LIBOR relationship is assumed, is this far to...

<t>hi......i have a question(which might be too elementary for u)....i am trying to build a par-par asset swap structure for a discount bond using 5yr fixed(semi-annual) versus OIS(componded daily)...is there any short-cut method to estimate the overnight forward rates so that I can compute the marg...