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Korean Won IR curve
Posted: March 13th, 2015, 8:31 pm
by Spread
Can anyone point me to KRW curve construction paper? underlying instruments for domestic curve and XCCY curves?
Korean Won IR curve
Posted: March 15th, 2015, 12:37 pm
by ppauper
>> Korean Won IR curvecongrats to the korean for winning
Korean Won IR curve
Posted: March 30th, 2015, 6:33 am
by Nerdtrader
Check if this helphttps://etd.ohiolink.edu/!etd.send_file?accession=osu1085685421&disposition=inline
Korean Won IR curve
Posted: March 30th, 2015, 6:34 am
by Nerdtrader
chk ths alsohttp://asianbondsonline.adb.org/korea/structure/platforms/distribution_trading.php
Korean Won IR curve
Posted: March 30th, 2015, 9:15 pm
by igeninsojn
Korean Won IR curve
Posted: March 30th, 2015, 9:31 pm
by Spread
Thank you, Nerdtrader!Unfortunately, it's not what I am looking for. he is using bonds data, I am after swaps. It appears that there aren't futures on the Korean market. I just wanted to confirm it. In any case, junior member won, senior member lost.