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You don't need all the discount factors. You just need the currency basis swap market, which exists precisely for this purpose. For example if the 5 yr eur/usd currency basis is -25, it means that you can exchange a euribor-25 liability for a usd libor flat liability. These swaps also have an exchange of principal amounts at the start and end to convert ...


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This Quandl Page provides you the informations you need: a lot of programming languages and other tools are linked to Quandl.



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