Serving the Quantitative Finance Community
Korean Won IR curve
Can anyone point me to KRW curve construction paper? underlying instruments for domestic curve and XCCY curves?
Korean Won IR curve
>> Korean Won IR curvecongrats to the korean for winning
-
- Nerdtrader
- Posts: 0
- Joined:
Korean Won IR curve
Check if this helphttps://etd.ohiolink.edu/!etd.send_file?accession=osu1085685421&disposition=inline
-
- Nerdtrader
- Posts: 0
- Joined:
Korean Won IR curve
chk ths alsohttp://asianbondsonline.adb.org/korea/structure/platforms/distribution_trading.php
-
- igeninsojn
- Posts: 0
- Joined:
Korean Won IR curve
Last edited by igeninsojn on March 29th, 2015, 10:00 pm, edited 1 time in total.
Korean Won IR curve
Thank you, Nerdtrader!Unfortunately, it's not what I am looking for. he is using bonds data, I am after swaps. It appears that there aren't futures on the Korean market. I just wanted to confirm it. In any case, junior member won, senior member lost.