HelloI'm looking for a website like Kanganews, but covering all bonds issuances (and not only Kangaroo/Kauri and domestic AUD/NZD).Thanks!

<t>Here is my understanding.Let's start with the quote: -10 / -8 (Euribor 3M + basis vs USD Libor 3M flat).Market maker pays Euribor - 10 to receive Libor flat (ie borrows at Euribor - 10 to lend at Libor flat), and receives Euribor - 8 to pay Libor flat (ie lends at Euribor - 8 to borrow at Libor f...

<t>Thank you for your replies.@ClosetChartist, I understand your point, that the model should be tweaked to stick to the reality (the price). But do you agree that both the strip of standard FRAs and the discount curve are reality, not model (only the interpolation is a model here), or do you consid...

<t>I (still) have an issue with the discount curve.Take the example of a plain vanilla IRS 1Y vs 3M. To price it, you need the 3M forward curve, a good interpolation technique to compute the strip of FRAs, and a discount curve. For the sake of simplicity, we assume that the market prices off a same ...

Also, more generally, how to determine which rate curve to use to price, say, equity forwards?If we want to price a 4Y equity forward, shall we use a 4Y IRS vs 1M? 3M? 6M?

<t>HelloFirst of all, I have read through Bootstrapping the Illiquidity and other papers. Here are my questions:1. When pricing an IRS vs 1M, I understand we price the strip of FRAs using a "pure" 1M curve (based on quoted 1M FRAs, or 3M FRAs + 1M3M basis for example) with all the matters of curve-s...