hello everyone,
I am working on a model that trades based on the yield curve slope. However,I am unable to finish because I am not familiar with importing data.
I would like to import the 10 Year Swap and the Overnight LIBOR data. Specifically I need the previous days close and a moving average.
Does anyone have an example they would be able to share with me? When I finish the model I will gladly post it on here.