This Microsoft Excel® spreadsheet presents market data and forward curves of the Euribor, Eurodollar, and Short Sterling contracts. The data includes the outrights and exchange-traded quarterly calendar spreads.
The forward curves... more
This Microsoft Excel® spreadsheet presents market data and forward curves of the Euribor, Eurodollar, and Short Sterling contracts. The data includes the outrights and exchange-traded quarterly calendar spreads.
The forward curves... more