Eurodollar futures
Posted by
Boris Skorodumov on
Feb 24, 2009; 2:28pm
URL: http://quantlib.414.s1.nabble.com/Eurodollar-futures-tp7206.html
Hello All,
1. Suppose, I have Eurodollar futures quotes and would like to derive zero curve from them.
Does QuantLib have any test examples for this?
2. This question is not exactly related to QuantLib. But I though that someone can suggest.
Suppose, I would like to derive zero curve from relevant market data. What kind of market data people usually use in order to do it?
Thank you in advance,
Boris.
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