b******e 发帖数: 118 | 1 如果3-month Libor rate 增加,6-month libor rate怎么变呢?是不是不一定? |
l****o 发帖数: 2909 | |
d********t 发帖数: 9628 | 3
depends on the expectation for the 3 month interest rate 3 month from now.
【在 b******e 的大作中提到】 : 如果3-month Libor rate 增加,6-month libor rate怎么变呢?是不是不一定?
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j*****4 发帖数: 292 | 4 forward rate...
【在 d********t 的大作中提到】 : : depends on the expectation for the 3 month interest rate 3 month from now.
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b******e 发帖数: 118 | 5 但如果没有其他信息,如何确定?
【在 j*****4 的大作中提到】 : forward rate...
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z****g 发帖数: 1978 | 6 if you know, become a trader |
m*********g 发帖数: 646 | 7 check the price change of 6month ZCB... |
l***u 发帖数: 91 | 8 it's not equivalent nowadays.
There is a non negligible basis between forcasting curve and discounting
curve.
【在 m*********g 的大作中提到】 : check the price change of 6month ZCB...
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