Hey guys, I was wondering how to go about finding historical forward rates? E.g. x years ago, what was the 5 year forward rate back then? (Am using Bloomberg terminal) Many thanks~
forward rate for what? are futures rates good enough?
type in forward rate . under functions/analytics there are a number of options in there that look like they could work, where you can plug in a date in which you want to look back at. My guess is that you could also use lehmanlive (if you have access) and graph historical forwards.
thanks guys. i managed to find the historical forward rates.