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list
Posts: 0
Joined: October 26th, 2005, 2:08 pm

constructing YieldCurve from IRS

November 1st, 2010, 3:02 pm

we are all somewhere already listed. one place more or less does not really present change.
 
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Martinghoul
Posts: 188
Joined: July 18th, 2006, 5:49 am

constructing YieldCurve from IRS

November 1st, 2010, 3:06 pm

QuoteOriginally posted by: daveangelQuoteOriginally posted by: MartinghoulQuoteOriginally posted by: listit is always the best to start with how others solve similar problem. It will be helpful to make next adjustments or to develop yours approach. Without reading it might make sense to use historical ratio for forward LIBOR rates which you need to apply for calculation. You also can use historical data for estimate forward T-US / LIBOR as far as LIBOR is tied to $$ rate in pound environment. It is also more complex linear models which will be used forward /$$/pound rate.Huh?you have just been "listed"Yep, looks that way... I am not sure how I should feel about this.
 
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daveangel
Posts: 5
Joined: October 20th, 2003, 4:05 pm

constructing YieldCurve from IRS

November 1st, 2010, 3:30 pm

QuoteOriginally posted by: MartinghoulQuoteOriginally posted by: daveangelQuoteOriginally posted by: MartinghoulQuoteOriginally posted by: listit is always the best to start with how others solve similar problem. It will be helpful to make next adjustments or to develop yours approach. Without reading it might make sense to use historical ratio for forward LIBOR rates which you need to apply for calculation. You also can use historical data for estimate forward T-US / LIBOR as far as LIBOR is tied to $$ rate in pound environment. It is also more complex linear models which will be used forward /$$/pound rate.Huh?you have just been "listed"Yep, looks that way... I am not sure how I should feel about this.best to take it in your stride
knowledge comes, wisdom lingers
 
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TinMan
Posts: 21
Joined: September 21st, 2006, 9:42 am

constructing YieldCurve from IRS

November 1st, 2010, 6:06 pm

Originally posted by: MartinghoulQuoteYep, looks that way... I am not sure how I should feel about this.LOL It's happened to the best of us M
 
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daveangel
Posts: 5
Joined: October 20th, 2003, 4:05 pm

constructing YieldCurve from IRS

November 2nd, 2010, 9:22 am

Quote LOL It's happened to the best of us M and the worst
knowledge comes, wisdom lingers
 
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Martinghoul
Posts: 188
Joined: July 18th, 2006, 5:49 am

constructing YieldCurve from IRS

November 2nd, 2010, 4:25 pm

QuoteOriginally posted by: daveangelQuote LOL It's happened to the best of us M and the worstI like that... Equal Opportunity, non-discriminatory "Listing" only arnd here.
 
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daveangel
Posts: 5
Joined: October 20th, 2003, 4:05 pm

constructing YieldCurve from IRS

November 2nd, 2010, 6:15 pm

QuoteOriginally posted by: MartinghoulQuoteOriginally posted by: daveangelQuote LOL It's happened to the best of us M and the worstI like that... Equal Opportunity, non-discriminatory "Listing" only arnd here.I have to add that I consider myself to be one of "the worst".
knowledge comes, wisdom lingers