J jeb9999 May 26, 2010 #2 Here is what indexarb.com says: "Quotations for deposit rates and Eurodollar futures are used to construct the yield curve because they are actively traded and, therefore, have good price (and yield) discovery." http://www.indexarb.com/yieldCurve.html
Here is what indexarb.com says: "Quotations for deposit rates and Eurodollar futures are used to construct the yield curve because they are actively traded and, therefore, have good price (and yield) discovery." http://www.indexarb.com/yieldCurve.html
C cantdomath May 26, 2010 #3 Quote from Daal: I assume its not libor, is it the OIS? More... OIS from what I know.
