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If the market convention is yield to worst, then it would be the lowest yield an investor could receive (e.g. yield to call). Could mean yield to maturity, but the point is that it's different based on the market practice for that specific asset. It's basically a catch-all field for quoted yields on Bloomberg


The curve Bloomberg EUR swaps curve (YCSW0045 Index) is indeed the euro equivalent of the Bloomberg USD swaps curve (YCSW0023 Index). By equivalent I mean that each curves are constructed in the same manner : using sames types of instruments (deposits, FRAs, futures, swaps) with the same bootstrapping/implying method (exact fit vs best fit). For each you ...

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