DislikedHi,
I am trying to figure out, how MB sets its rollover rates. It certainly has some connection to the official benchmarks (fed funds rate, eonia, libor...) but how? Is there any information available, for example as provided bei IB (http://www.interactivebrokers.com/en...?ib_entity=llc).
I need this information for backtesting.
Thank you,
PeteIgnored
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