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Check out Bloomberg's Swap Manager. Woooooooo - Hoooooooo !!!! We are living the high life now. Tradin' swaps. WHOOPS!!!!! Their curve is based on a bunch of CRAP: Libor fixings !!!!! Yeah, that's right! Nice. Thanks, guys!OK, how about ICVS <Go>. Thank goodness!!! A real curve stripper!!!Bloomberg: CRAP

Crap, I tell you!!!

I have always (and with some smug affection) referred to the Bloomberg as the "industry standard error".

QuoteOriginally posted by: PaperCutCheck out Bloomberg's Swap Manager. Woooooooo - Hoooooooo !!!! We are living the high life now. Tradin' swaps. WHOOPS!!!!! Their curve is based on a bunch of CRAP: Libor fixings !!!!! Yeah, that's right! Nice. Thanks, guys!OK, how about ICVS <Go>. Thank goodness!!! A real curve stripper!!!Bloomberg: CRAPI think they have fixed it now...

QuoteOriginally posted by: MartinghoulQuoteOriginally posted by: PaperCutCheck out Bloomberg's Swap Manager. Woooooooo - Hoooooooo !!!! We are living the high life now. Tradin' swaps. WHOOPS!!!!! Their curve is based on a bunch of CRAP: Libor fixings !!!!! Yeah, that's right! Nice. Thanks, guys!OK, how about ICVS <Go>. Thank goodness!!! A real curve stripper!!!Bloomberg: CRAPI think they have fixed it now...They have fixed it?I looked again and the front part of the SWPM curve is still BBA fixings.

You can change from 'cash rates' to 'deposit'. I wonder however where BBG sources these quotes from.

Libor rates comes from and is calculated at Thomson Reuters

I see the right stuff in mine... Maybe you need to use SWDF to set up your defaults so that the right curves are used in SWPM.

Got it: Martinghoul, you're right, but there's a little more to it.You need to set up your curve under ICVS (deposits vs. cash in the front end), hit "save," and then specify your new default curve as a "custom" curve in SWDF.Nice. This is what pisses me off about Bberg. It's so Byzantine. Like a correct curve should be considered "custom."

QuoteOriginally posted by: PaperCutGot it: Martinghoul, you're right, but there's a little more to it.You need to set up your curve under ICVS (deposits vs. cash in the front end), hit "save," and then specify your new default curve as a "custom" curve in SWDF.Nice. This is what pisses me off about Bberg. It's so Byzantine. Like a correct curve should be considered "custom."That is a wonderfully appropriate and sweet term to describe BBG, indeed, PC: 'byzantine'... I am gonna use that, with your permission.