Recent content by Bazman

Hey there, The License is definitely transferable. What paperwork are you looking for? Baz

NeoTicker Lifetime License Cost $1,497 Will take $800 Thanks

No I'm just a student. Its for a PhD thesis. I have traded before for a large investment bank, but sadly even with those connection no one is willing to give me the data :-(

Thanks CT10Gov, you've been very helpful. I have one other quick question. Prior to the crises, the benchmark floating rate for usd was 3m Libor and for euros was 6m Euribor? Is this still the same? Or has Eur switched to 3m euribor in light of the credit concerns.

Not exactly, but I was making the implicit assumption that the manipulation was just at the short end? Was it across the whole curve? If not how far did it extend? If so seems there is not much point trying to compare the pre and post 08 curves? Would you agree?

I feared as much!

This is what is shown on the barclays website: https://ecommerce.barcap.com/indices/index.dxml It seems they group the curve into buckets + that's for treasuries not swap rates. (quite possibly its me that's missing something). I assume that to gain access to this service you have to...

Thanks but that's not it, seems to be their own rate indices.

Hi there, Does anyone know where I can get either benchmark USD or EUR IRS closing swap rates for every maturity up to ideally 60y? Ideally I'd like these going back to 1990. On bloomberg I can get up to 55y but for most rates that aren't a multiple of 10 after 30y it only goes back to...

Hi there, I have a trading strategy that looks at the relative vlaue of swaps relative to certain key points, eg 7y realtive to 5y 10y. The strategy relies on having a time series of the relative value. My worry is that since 08 swaps are prices using the curve method and so I will not...

Hi there, Is anyone has a copy of neoticker RT they are looking to sell, please give me a shout. Thanks Baz