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- September 22nd, 2009, 4:33 pm
- Forum: General Forum
- Topic: swap rate, caplet and swaption data
- Replies: 5
- Views: 65788
swap rate, caplet and swaption data
Were you guys able to figure out how to get caplet vols from Bloomberg? I need CAP30YR vols as of the end of June 2009. Thanks in advance for reply!