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Central Bank Rate

Posted: February 14th, 2013, 3:18 pm
by rower32
Hello, where can I find or how can I calculate central bank policy rate probabilities? There's a function on Bloomberg WIRP but not for every central bank. Is there a quick and dirty way to calculate it? Thank you.

Central Bank Rate

Posted: February 14th, 2013, 4:58 pm
by Alan
If there is an associated futures market, you can use the Cleveland Fed method

Central Bank Rate

Posted: February 14th, 2013, 5:57 pm
by rower32
Thank you Alan! I will check.