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jjwwjj (jjwwjj) 于 (Wed Feb 28 18:10:56 2007) 提到:
I used GGR and HIVG in Bloomberg, and found out that its implied vols were
actually for the yield rates not for the bond prices.
I would like to search for and get to know whether Bloomberg has option
implied vols for US treasuries (say 2-years or 10-years) going back into the
early nineties?
I have also located the 2-yr bond's future using TUH7 COMDTY HIVG GO,
it shows an implied vol curve, but I am no |
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