Added LIBOR and Yield Curves

View LIBOR and Yield curves data

The London Interbank Offered Rate (LIBOR) is the average interest rate at which leading banks borrow funds from other banks in the London market. LIBOR is the most widely used global "benchmark" or reference rate for short term interest rates. We've added the following maturity curve data items for the LIBOR rates based on USD. ie. 

• Overnight (ON) London Interbank Offer Rate

• 1 Week London Interbank Offer Rate

• 1 Month London Interbank Offer Rate

• 2 Months London Interbank Offer Rate

• 3 Months London Interbank Offer Rate

• 6 Months London Interbank Offer Rate

• 12 Months London Interbank Offer Rate

With the above datasets, our users can get the LIBOR yield curve via our Yield Curve API i.e.

To access: See Yield Curve