7 Comments
User's avatar
Koko macro's avatar

Thank you so much, how i get the link to conks research on cross currency basis swaps.

BeSomebodyFX's avatar

Do you use the WIRP from Bloomberg for the interest rate pricings or something else? Thank you!

Capital Flows's avatar

depends

i use wirp, i also pull the data to model it and then sometimes use the cme tool. whatever is convenient at the time or what i feel like

BeSomebodyFX's avatar

Thank you, yes the problem is that the CME only has the FED watch tool, I can't find the data for the others else outside of Bloomberg's WIRP. Are you aware of any alternative?

Jeremy Waikwa's avatar

Thank very much! this is great stuff

derek's avatar

Excellent work. Thanks so much!

Rio's avatar

Legend as always 👏