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Re: Black-Scholes-Merton - Risk Free Interest Rate and which Volatility value do I use?

 

I still need help, where do I get the??'Risk Free Interest Rate'?from?

Bruno indicated to pull it from online somewhere:?"I pull rates from the Internet (from overnight to 6 months or longer)"
I am guessing he was referring to the interest rate of the 0-6+ month us treasury bills?
And then calculates the Rate: "...fit a curve and I use the given rate for the expiration of interest."
I can handle the rate curve part once I get confirmation about the data source.

Can anyone help?

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