Re: Availability of interest rate market data

Posted by Peter Caspers-4 on Feb 01, 2013; 10:02pm
URL: http://quantlib.414.s1.nabble.com/Availability-of-interest-rate-market-data-tp13989p13991.html

Hi,

there are some 3m and 6m Euribor swap quotes on

https://www.helaba.de/en/MaerkteUndAnalysen/Zinsderivate

And here are eonia swap fixings, but they are only available out to 2 years

http://www.euribor-ebf.eu/eoniaswap-org/eoniaswap-rates.html

Maybe that's a start.

Peter


Am 31.01.2013 22:22, schrieb Grześ Andruszkiewicz:

> Hi,
>
> Is it possible to obtain market data for free to be able to calibrate
> OIS, LIBOR-3M and LIBOR-1Y in QuantLib? I need it for academic
> purposes, so it doesn't need to be super up to date.
>
> Regards,
> Grzegorz
>
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