Can I read US Treasury and LIBOR Rates History on EtoBox?
US Treasury and LIBOR Rates History by veda20 is a document available to read on EtoBox.
What is US Treasury and LIBOR Rates History about?
The document shows quarterly US Treasury forward rates and LIBOR future rates from Q1 2005 to Q4 2011, with rates given on a continuous and quarterly compounding basis respectively. Rates started at around 1.5% in early 2005 and generally increased over time, reaching a high of over 8% in late 2010 before declining slightly.
- Author
- veda20
- Language
- EN