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Bloomberg L.P. is a privately held financial software, data and media company headquartered in New York City.

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CNY IRS Fixed Vs 3 Month SHIBOR. Can any one please confirm the curve practices ?

AM trying to match CNY Swap Curve with Bloomberg. Yields unto 9 months can be converted to dfs using 1/(1+rt), where t = Actual Number of Days / 360. … One year and boot strapping method was used with Annual frequencies to match with Bloomberg results. The generated ZC Yields can be matched with bloomberg. …
Suresh Kunnoth's user avatar