LIBOR Yield Curve, Zero Rate Curve Data
A dataset by FinPricing
Pricing available upon request
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| maturity | SampleHead | SampleHead | SampleHead | |
|---|---|---|---|---|
| 1 | 10 years | Value | Value | Value |
| 2 | 10 years | Value | Value | Value |
Volume
| 1.8 million | records |
Use Cases
Geography
Africa
(1)
South Africa
Asia
(13)
China
Hong Kong
India
Indonesia
Israel
Japan
Korea (Republic of)
Malaysia
Philippines
Singapore
Taiwan, Province of China
Thailand
Turkey
Europe
(51)
Albania
Andorra
Austria
Belarus
Belgium
Bosnia and Herzegovina
Bulgaria
Croatia
Czech Republic
Denmark
Estonia
Faroe Islands
Finland
France
Germany
Gibraltar
Greece
Guernsey
Holy See
Hungary
Iceland
Ireland
Isle of Man
Italy
Jersey
Latvia
Liechtenstein
Lithuania
Luxembourg
Macedonia (the former Yugoslav Republic of)
Malta
Moldova (Republic of)
Monaco
Montenegro
Netherlands
Norway
Poland
Portugal
Romania
Russian Federation
San Marino
Serbia
Slovakia
Slovenia
Spain
Svalbard and Jan Mayen
Sweden
Switzerland
Ukraine
United Kingdom
Åland Islands
North America
(3)
Canada
Mexico
United States of America
Oceania
(2)
Australia
New Zealand
South America
(42)
Anguilla
Antigua and Barbuda
Argentina
Aruba
Bahamas
Barbados
Bolivia (Plurinational State of)
Bonaire, Sint Eustatius and Saba
Brazil
Cayman Islands
Chile
Colombia
Cuba
Curaçao
Dominica
Dominican Republic
Ecuador
Falkland Islands (Malvinas)
French Guiana
Grenada
Guadeloupe
Guyana
Haiti
Jamaica
Martinique
Montserrat
Paraguay
Peru
Puerto Rico
Saint Barthélemy
Saint Kitts and Nevis
Saint Lucia
Saint Martin (French part)
Saint Vincent and the Grenadines
Sint Maarten (Dutch part)
Suriname
Trinidad and Tobago
Turks and Caicos Islands
Uruguay
Venezuela (Bolivarian Republic of)
Virgin Islands (British)
Virgin Islands (U.S.)
Categories
Data Attributes
| Attribute | Example | Description |
|---|---|---|
| maturity | 10 years | The maturity of rate |
History
5 years of historical data
Product Description
Yield curves (zero rate curves) are bootstrapped from swap rate curves, including discount curves (LIBOR discount curves and OIS discount curves) and forecast curves (1 day, 1 month, 3 month, 6 month, 12 month index curves). Yield curves are essential for valuation and risk management. There are a total of 121 different yield curves in 34 currencies.
Suitable Company Sizes
Small Business
Medium-sized Business
Enterprise
Pricing
Free sample available
| License | Starts at |
|---|---|
| One-off purchase | Not available |
| Monthly license | Not available |
| Yearly license | Available |
| Usage-based | Not available |
Quality
Self-reported by the provider
Delivery
Methods
S3 Bucket
SFTP
Email
UI Export
REST API
SOAP API
Streaming API
Feed API
Frequency
secondly
minutely
hourly
daily
weekly
monthly
quarterly
yearly
real-time
on-demand
Format
.bin
.json
.xml
.csv
.xls
.sql
.txt
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