Anyone understands that formula that is used to get the 3-month libor? I am beyond confused! Thanks.作者: busterbluth 时间: 2013-4-8 14:25
This is confusing for me too. I have been meaning to figure this out myself but to no avail.
First of all, where are the Eurodollar futures prices coming from: June - 96.09 and Sept. - 96.13. What is the difference between this price and the prices given in the next page in the table?
