7 Comments
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Koko macro's avatar

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

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BeSomebodyFX's avatar

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

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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

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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?

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Jeremy Waikwa's avatar

Thank very much! this is great stuff

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derek's avatar

Excellent work. Thanks so much!

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Marc's avatar

Legend as always 👏

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