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Asian "Local Close" NDF closing curves - timing, etc.
Is there a definitive source for the timing of the Asian "Local Close" NDF closing curves? The one I have is http://www.wmcompany.com/pdfs/026808.pdf , but shouldn't it be possible to get the same results straight from Reuters? That is, if I take "off-shore" curves (=W in Reuters terms) at an appropriate time of the day - local close time that is - shouldn't those curves work as well? By "work" I mean, that all forward points with the local spot close would produce realistic implied interest rates?