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amunategui
22 lug 2022 06:16

EuroDollar Curve Implied 3M Rate 

Descrizione

Chart shows the Eurodollar futures prices latest prices from Sep 22 onwards. Display logic based on LongFiats code. This needs to be readjusted manually every 3 months whenever the front-month expires. Good tool to see where professional eurodollar futures think interest rates will be over the next few years. Check regularly as sentiment changes.
Commenti
Yelian
I'm assuming this no longer works because of the change from LIBOR to SOFR? Is there an update coming?
Yelian
Just discovered this gem!!! Thank you so much sir!...does updated manually mean to change the code ourselves or you will publish an update? THANK YOU again!
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