Where to get historical quotes for LIBOR quotes (other than Economagic)
Try http://www.bbalibor.com/ and, you're right, this is not the correct forum. Robert -----Original Message----- From: r-sig-finance-bounces at stat.math.ethz.ch [mailto:r-sig-finance-bounces at stat.math.ethz.ch] On Behalf Of Ron_M Sent: 12 April 2010 16:03 To: r-sig-finance at stat.math.ethz.ch Subject: [R-SIG-Finance] Where to get historical quotes for LIBOR quotes (other than Economagic) Dear all, I am looking for the historical LIBOR on GBP deposit for different tenors ranging from over-night to 1 year. I have looked into Economagic but it seems they dont have updated series. If not possible to fetch historical quotes, for the time now it would be great if I can get quote for 1st march, this year. I know this is not the right forum to post this type of query, however I believe folks here some clue where to get them. Any help will be highly appreciated. Thanks,
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