The spread is simply the difference between 3 month T-bill and LIBOR. Just download both sets of data and calculate the spread.
Bill ----- Original Message ----- From: Tim To: [email protected] Sent: Saturday, September 20, 2008 5:27 PM Subject: [amibroker] Re: TED spread Is it possible to create a synthetic TED spread using AB since DTN doesn't offer it with a standard symbol? --- In [email protected], "Tim" <[EMAIL PROTECTED]> wrote: > > Hello, > Is anyone charting the TED spread? How do I create this spread as it > isn't offered as a single symbol with DTN? Thank you for any and all help. > > Kindest regards, > > Tim > ------------------------------------ Please note that this group is for discussion between users only. To get support from AmiBroker please send an e-mail directly to SUPPORT {at} amibroker.com For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG: http://www.amibroker.com/devlog/ For other support material please check also: http://www.amibroker.com/support.html Yahoo! Groups Links ------------------------------------------------------------------------------ No virus found in this incoming message. Checked by AVG - http://www.avg.com Version: 8.0.169 / Virus Database: 270.7.0/1682 - Release Date: 9/20/2008 10:24 AM
