I am looking for FX Swap, Depo or other interest data for a wide range of FX. I need one rate per day for 3 years. Is this data available free anywhere?
I am wondering which data to use to test the Covered Interest Rate Parity between Europe and the United States. Recap that for the CIP to hold, it should mean that F/S = (1+r)/(1+r*) where F = the ...
assume I have following delta-term vol data from broker: ...
The dominant frequencies for Money Market and FX instruments were 6m and 3m for a long time, and banks slowly moved to commercial trades at those frequencies but funding overnight. If this is a step ...