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rower32
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Joined: July 8th, 2007, 11:59 pm

Central Bank Rate

February 14th, 2013, 3:18 pm

Hello, where can I find or how can I calculate central bank policy rate probabilities? There's a function on Bloomberg WIRP but not for every central bank. Is there a quick and dirty way to calculate it? Thank you.
Last edited by rower32 on February 13th, 2013, 11:00 pm, edited 1 time in total.
 
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Alan
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Central Bank Rate

February 14th, 2013, 4:58 pm

If there is an associated futures market, you can use the Cleveland Fed method
 
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rower32
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Joined: July 8th, 2007, 11:59 pm

Central Bank Rate

February 14th, 2013, 5:57 pm

Thank you Alan! I will check.