Could anyone help me with a question? I am wondering if Euribor curve and the Eurodollar curve should essentially be the same as each other? Thanks
no. they are both short term rates euribor is euro's 3 month LIBOR eurodollar is dollar's 3 month LIBOR there's euroswiss, euroyen, short sterling, probably others
I'm trying to figure out how to translate Euribor to swaps or treasuries. I was hoping they were the same since the eurodollar curve is essentially on top of swaps. And actually makes up the short end of the swaps curve.
oh, then yes. you do it the same way to create the short end of the "forward" euro swaps curve. You can get spot euribor at http://www.euribor.org/
you can take a look at the swapnote contract on LIFFE and compare it to the euribor sequence. Ib offers a spread trading window,so you can take a look at the yield curve that way.Good luck!