Euribor vs Eurodollar

[smooey]

Could anyone help me with a question? I am wondering if Euribor curve and the Eurodollar curve should essentially be the same as each other?


Thanks

 

[rosy]

no. they are both short term rates
euribor is euro's 3 month LIBOR
eurodollar is dollar's 3 month LIBOR
there's euroswiss, euroyen, short sterling, probably others

 

[smooey]

I'm trying to figure out how to translate Euribor to swaps or treasuries.

I was hoping they were the same since the eurodollar curve is essentially on top of swaps. And actually makes up the short end of the swaps curve.

 

[rosy]

oh, then yes. you do it the same way to create the short end of the "forward" euro swaps curve. You can get spot euribor at http://www.euribor.org/

 

[smooey]

Any idea if there are any bloomberg functions for Euribor? Like EDSF for eurodollars?

 

[rosy]

ebf<go>

 

[wizard3]

you can take a look at the swapnote contract on LIFFE and compare it to the euribor sequence.
Ib offers a spread trading window,so you can take a look at the yield curve that way.Good luck!