(no subject)

[Guowen Han]

Hi group,


Floating rate notes  require reset index as one of its input. for example 3M Libor rate. There is no  problem to get the current rate, what about the 3M Libor rate in the future?


Thanks.

Guowen

[Luigi Ballabio]

On 03/30/2006 08:50:59 PM, Guowen Han wrote:
> Floating rate notes  require reset index as one of its input. for  
> example 3M Libor rate. There is no  problem to get the current rate,  
> what about the 3M Libor rate in the future?

Guowen,
        the Xibor instance you pass to the bond will forecast the  
fixings from the YieldTermStructure it contains.

Later,
        Luigi


----------------------------------------

Anyone who says he can see through women is missing a lot.
-- Groucho Marx