Discussion in 'Index Futures' started by Daal, May 26, 2010.
I assume its not libor, is it the OIS?
Here is what indexarb.com says:
"Quotations for deposit rates and Eurodollar futures are used to construct the yield curve because they are actively traded and, therefore, have good price (and yield) discovery."
OIS from what I know.
Separate names with a comma.