Timeline for Question on Xccy swaps curve observability
Current License: CC BY-SA 4.0
8 events
| when toggle format | what | by | license | comment | |
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| Nov 8, 2020 at 7:44 | comment | added | Jan Stuller | @F0l0w: I made a small correction: it shouldn't be the zero-coupon Libor rates in the equation above, but regular Libor rates (so if the Forward tenor was 2 years, for the USD rate, we should plug in the two-year USD fixed swap rate (which has 3m Libor as floating)). | |
| Nov 8, 2020 at 7:41 | history | edited | Jan Stuller | CC BY-SA 4.0 |
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| Nov 8, 2020 at 7:19 | history | edited | Jan Stuller | CC BY-SA 4.0 |
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| Nov 6, 2020 at 9:11 | history | edited | Jan Stuller | CC BY-SA 4.0 |
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| Nov 5, 2020 at 19:48 | history | edited | Jan Stuller | CC BY-SA 4.0 |
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| Nov 5, 2020 at 19:15 | comment | added | F0l0w | Thanks a lot, ill leave it open to see if i get more answers... upvoted | |
| Nov 5, 2020 at 19:15 | vote | accept | F0l0w | ||
| Nov 5, 2020 at 19:15 | |||||
| Nov 5, 2020 at 18:50 | history | answered | Jan Stuller | CC BY-SA 4.0 |