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.
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