 QuantCode Forum Index QuantFinance
about interest rate trees | Register To Post |
| Flat | Previous Topic | Next Topic |
| Poster | Thread |
|---|---|
| vickie | Posted on: 2009/5/14 7:57 |
Just popping in   Joined: 2009/2/4 From: Posts: 11 |
about interest rate trees Hello,
In interest rate trees, like BDT, I got the short rate. But I'm not sure how to get implicit interest rate for 3, 6 or 12 months from an interest rate tree. Do I need to get discount factors from BDT? Thanks, V. |
| Flat | Previous Topic | Next Topic |
| Subject | Poster | Date |
|---|---|---|
»  about interest rate trees |
vickie | 2009/5/14 7:57 |
| Re: about interest rate trees |
janix | 2009/5/18 2:49 |
| Register To Post | |