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