[R-SIG-Finance] Where to get historical quotes for LIBOR quotes (other than Economagic)

Robert Sams robert at sanctumfi.com
Mon Apr 12 17:52:40 CEST 2010


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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