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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 -----
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 amibroker@xxxxxxxxxxxxxxx, "Tim"
<raven4ns@xxx> 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
>
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