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PickupArtist
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Joined: May 4th, 2012, 12:41 am

pricing government bond denominated in foreign currency

February 26th, 2014, 2:56 am

Hi guys,I am trying to build a govt curve for government issued bonds.But when it comes to govt issued bond denominated in foreign currency, should i use use the issuer's govt curve or the foreign govt curve or there are other ways of pricing it?Thank you.
 
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daveangel
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Joined: October 20th, 2003, 4:05 pm

pricing government bond denominated in foreign currency

February 26th, 2014, 7:18 am

hard currency EM bonds trade at a spread to Treasuries reflecting the credit worthiness of the country
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