bond_trader1
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Does anyone know where I can find a continually updated yield curve for European interest rates with regards to trading the Bund?
Yield Curve
- Thread starter bond_trader1
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http://www.bloomberg.com/markets/rates/germany.html
The best source for fixed income by far.
Cheers -- Alex
futures_trader
Newbie
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hey alexander...
i think the link uv given gives the curve for the spot mkts...whr as most of us trade the futures....isnt it?
I've just got one at work so was thinking about using it for some spreads- I've had a look at the commitment of traders report and put call ratio. I wondered if there was anything more useful (or guaranteeing profit!)for long term spreads in financials or other futures
cheers
cheers
spreader_legger
Well-known member
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calculating yields
This may seem like a silly question.
But does anyone know how to calculate the yield from the actual market tick data?
PS I trade the Bund
This may seem like a silly question.
But does anyone know how to calculate the yield from the actual market tick data?
PS I trade the Bund
Dentalfloss
Legendary member
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try fixedincomeinvestor.co.uk
Hi
This is slightly off target but can you tell me which bonds this page displays or is it a selection of benchmark bonds. I am trying to develop an understanding of how to construct a good quality zero curve for various bonds (US, UK and Euro zone) and I'm not sure how to decide on which bonds I should use. Any help would be gratefully recieved.
Thanks
Richard