Hi
How can I find good forecasts for the future USD LIBOR 3month? Or how can i calculate it and what input data should I use?
Can anyone help me with some data here? Maybe from Bloomberg? Or show me were I can find it or how to calculate it?
I am going to make some some scenarios for a loan were interest equals Libor + margin. For the scenarios with fixed LIBOR (swapped) the calculations are easy, but I am not sure what to use for expected 3 month LIBOR for the next 7 years.
I would realy appreciate some data for expected future 3m LIBOR.
You can price them off Eurodollar futures contracts. For example, GEH5 is trading 9972/9972.25, which gives an implied LIBOR rate at the March expiration of .28% (100-99.72). You could repeat this type of analysis as far out as you need.
You can price them off Eurodollar futures contracts. For example, GEH5 is trading 9972/9972.25, which gives an implied LIBOR rate at the March expiration of .28% (100-99.72). You could repeat this type of analysis as far out as you need.
Voluptas quisquam voluptates quibusdam repellendus consequatur. Eum ullam deserunt repudiandae asperiores voluptas fugiat aut. Dolore aut deleniti sed ea aut dicta corporis. Quos quos et perspiciatis neque id laborum. Ab rerum aut eos hic perferendis impedit dolorum. Similique ducimus porro ut rerum.
Mollitia perferendis praesentium aut deserunt laborum nihil. Nesciunt ea odit atque cum. Nobis rem est expedita laborum nulla at est.
Possimus quia culpa et maiores accusamus dolores. Suscipit rem dolores dolorem maxime. Sit ea aut rerum sapiente praesentium alias.
See All Comments - 100% Free
WSO depends on everyone being able to pitch in when they know something. Unlock with your email and get bonus: 6 financial modeling lessons free ($199 value)
or Unlock with your social account...