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CNY Repo Trades

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CNY Repo Trades

Posted: July 31st, 2009, 6:43 pm
by PvalAnal85
Has anybody ever built a zero-coupon curve for CNY Repo Rates? Are there any particilars to watch out for given that this currency is pegged? Does this have an implication for the discount curve?Thanks

CNY Repo Trades

Posted: August 5th, 2009, 8:16 am
by Miner
I have got a swap curve from cny repo swap rates

CNY Repo Trades

Posted: August 22nd, 2009, 4:22 am
by pcg
what is special about CNY repo rates ?
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