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To: Haim R. Branisteanu who wrote (108248)6/12/2001 1:25:03 PM
From: pater tenebrarum  Read Replies (1) | Respond to of 436258
 
sorry, don't know of a site where the volatilities can be calculated properly...i looked for one last time we talked about it and couldn't find one. as for the Euro interest, i guess you could use the CD rates i posted to you recently. definitely the rate differential is now favoring the Euro.