<r>QuoteOriginally posted by: freddiemacHi! As MCarreira said the usual way is to look at options or futures on (central bank) rates. OIS could be used in the same way. An OIS is just average of the overnight rate of a period. The problem is when the o/n rate and the policy rate diverges. Then the O...

Where is the paper? Can you kindly post it here?

How do we find out the probability of a central bank move (rate cut etc) from OIS rates of that currency? Any good research paper / idea etc on the same?regards,Shuvabrata

<t>Is there a way to find out whats the optimum % of exposure that a corporate should hedge, of his commodity / fx exposure?Lets say there is a Airline company which uses futures market to hedge against oil price movements. And if their total exposure is 100m USD, how do they decide how much to hedg...

I want to get historical price of a instrument (lets say EUR) in Excel using a Reuters function, like we use RtGet for live feeds.Can anyone tell me which function to use and whats the syntax? Can i pass the time as a parameter in that function?please tell me ...Thanks in advancebbyeShuvabrata