3 ms·
Neither am I, but you can easily interpolate from Fx rates and from other tenors plus the liquidity informations and create synthetic instruments from others th
by tigershark 9y ago
Neither am I, but you can easily interpolate from Fx rates and from other tenors plus the liquidity informations and create synthetic instruments from others that you already own.
Everyone that trades in Fixed Income does (or should do) this.
And as I read in another comment for sure everyone has been migrating to alternative benchmark like OIS for a while to get their official risk numbers.