Cross Currency Pricer Help

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5/25/16
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Hey guys we're looking to build a pricer to convert a funding spread in a given currency over a specific funding basis e.g. 20 bps EUR 3m€ and convert it to a funding spread to a different currency with a different funding basis say USD 6m$L.

We're in the process of sourcing market swap data including discount factors for EONIA, FedFund and LIBOR for different tenors.

We're a bit lost with how to proceed even though we've all worked on credit trading desks. Does anyone have any experience doing this or know someone who does? We'd be willing to pay for someone to help us get this off the ground fast.

Any thoughts appreciated!
 
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