金融问题,请高手帮忙,在线等

来源:百度知道 编辑:UC知道 时间:2024/05/16 17:45:20
Given LIBOR rates, construct term structure of interest rates in the case of five
currencies: EUR, USD, GBP, CHF, JPY. Consider all rates, starting from 1 week to 1
year rate. Do it for 5 moments: the end of each quarter of 2008 and the end of first
quarter of 2009. Provide the analysis, making comparisons: between rates for different
currencies. For comparison include also WIBOR rates obtained in point 1.
这道题怎么做,不是翻译哦

根据伦敦同业拆借利率,拿出欧元、美元、英镑、瑞郎、日元5种货币从1周到1年的利率期限构成。要求作出08年每个季度末和09年第1季度末共5个时间点的任务。最后提供分析报告,对不同货币的利率进行对比。
最后一句没法翻译,需要衔接上下文,WIBOR应该是波兰同业拆借利率。