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constructing YieldCurve from IRS
Posted: November 1st, 2010, 3:02 pm
by list
we are all somewhere already listed. one place more or less does not really present change.
constructing YieldCurve from IRS
Posted: November 1st, 2010, 3:06 pm
by Martinghoul
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.
constructing YieldCurve from IRS
Posted: November 1st, 2010, 3:30 pm
by daveangel
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
constructing YieldCurve from IRS
Posted: November 1st, 2010, 6:06 pm
by TinMan
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
constructing YieldCurve from IRS
Posted: November 2nd, 2010, 9:22 am
by daveangel
Quote LOL It's happened to the best of us M and the worst
constructing YieldCurve from IRS
Posted: November 2nd, 2010, 4:25 pm
by Martinghoul
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.
constructing YieldCurve from IRS
Posted: November 2nd, 2010, 6:15 pm
by daveangel
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".