Hi all Does anybody know of a software that can chart constant maturity contracts? E.g. take into account the days until settlement (IMM) for each Eurodollar contract and splice several contracts into ED1, ED2, ED3, ED4, etc.? I've been doing it in Excel but would prefer to have a software do it (less prone to error, less time-consumig). Many thanks in advance!
Hi Alexx5 I was looking into your post. I am currently trying to build ED1...ED20 contracts. Would you mind explaining how to go around doing this? I am not a trader but a very very new academic! I am looking to build generic contracts that are 1 quarter up to 16 quarters out. That is with maturities ranging from 3 months up to 4 years. I would be very grateful if you could help. I saw you are doing that on Excel...can u share your sheet please? Many thanks! Regards Parvesh