Yield Curve Spreads
Posted: Sun Dec 03, 2017 6:27 pmCan you analyze yield curve spreads as in NOB, FOB and TUT spreads with this software?
Hi, we have following interest rate futures and you can use them to build any spread
https://www.seasonalgo.com/supported-futures-contracts
TU ZT 2Y US T-Note
ED GE Eurodollar
FV ZF 5Y US T-Note
US ZB 30Y US T-Bond
TY ZN 10Y US T-Note