[R-SIG-Finance] LIBOR Rates
Arun.stat
arun.kumar.saha at gmail.com
Tue Jul 20 04:55:04 CEST 2010
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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