From: Ferdinando A. <fer...@am...> - 2003-02-14 08:57:32
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>Maybe I'm wrong but what I've seen is that market participants are ignoring >it because it's too complex to measure. I'm pretty sure there are simple approaches, maybe not theoretically perfect, but sound enough to be used. Or I wouldn't understand how people are using 40 future contract to bootstrap the USD yield curve (I've seen that myself) ------------ ciao -- Nando |