LIBOR Rates

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LIBOR Rates

Aaditya Nanduri
Hello All,

I asked this on the r-help mailing list but I feel that this is a more
appropriate place for this question.

Does anyone know of a website to download historical LIBOR rates for
multiple currencies? Is there a function for this already of will I have to
build one?

Sincerely,
Aaditya Nanduri

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Re: LIBOR Rates

Whit Armstrong-3
http://www.bba.org.uk


On Mon, Jul 19, 2010 at 3:30 PM, Aaditya Nanduri
<[hidden email]> wrote:

> Hello All,
>
> I asked this on the r-help mailing list but I feel that this is a more
> appropriate place for this question.
>
> Does anyone know of a website to download historical LIBOR rates for
> multiple currencies? Is there a function for this already of will I have to
> build one?
>
> Sincerely,
> Aaditya Nanduri
>
>        [[alternative HTML version deleted]]
>
> _______________________________________________
> [hidden email] mailing list
> https://stat.ethz.ch/mailman/listinfo/r-sig-finance
> -- Subscriber-posting only. If you want to post, subscribe first.
> -- Also note that this is not the r-help list where general R questions should go.
>

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Re: LIBOR Rates

Arun.stat
Hi Aditya, as Megh pointed out in http://r.789695.n4.nabble.com/Interest-rate-td2293945.html#a2293945, FT could be your another source for LIBOR.

Whatever given in BBA, it seems just average of the figures given in FT, where you can get LIBOR & LIBID both figures.

Thanks,
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Re: LIBOR Rates

Arun.stat
Sorry, those are *NOT* averages. However interested to know what is the relation between those two sources? Anybody can point out?