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Old 05-24-2008, 09:19 PM
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Sweet Lou Sweet Lou is online now
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Default Constructing the Swap Curve

I have an older ASM manual (The 1st one with DM material) and there is an Appendix for Constructing the Swap Curve from the Eurodollar Futures Prices.
Dr. Cherry says "it's hard to say whether you need to know the details of this construction...."

I was just wondering if the last 2 manuals have anything else to say about this (we DO need to know it, we DONT need to know it, who knows, etc). Thanks and good luck with your studying.
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Old 05-24-2008, 09:41 PM
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I'm using the 7th edition here, and it looks like status quo TFizzle
He uses the exact same phrase you wrote and words like "for the sake of completeness" here it is..
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