S Signate67 Apr 16, 2009 #1 Hi I wonder if anyone knows of a web sight where i can get reasonably up todate yield curves going out to atleast 3 yrs for GBP, USD, EUR and maybe 1 or two other currencies. Thanks in adveance.
Hi I wonder if anyone knows of a web sight where i can get reasonably up todate yield curves going out to atleast 3 yrs for GBP, USD, EUR and maybe 1 or two other currencies. Thanks in adveance.
M Martinghoul Apr 16, 2009 #2 I don't know if this gives you historical data, but here's something: http://www.bloomberg.com/markets/rates/index.html Also, this site offers a nice online LIBOR curve construction facility: http://www.bramaan.com/bramaanClient/bramaanCurveView.php
I don't know if this gives you historical data, but here's something: http://www.bloomberg.com/markets/rates/index.html Also, this site offers a nice online LIBOR curve construction facility: http://www.bramaan.com/bramaanClient/bramaanCurveView.php
