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3answers
273 views
Is there an Australian Interbank Rate?
Most widely used Interbank Rates are LIBOR, EURIBOR. Then I read online on SIBOR (Singapore).
It says Canda, US are following LIBOR as well. So for Australia, is there a dedicated interbank rate like ...
5
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1answer
218 views
Where do swap rates and/or long-term forward rates come from?
I apologize if this is supposed to be obvious, but ... . Libor spot rates are quoted up to a year, beyond that one can use Eurodollar futures to continue to build the curve. Let's say up to 3 years. ...
5
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3answers
678 views
Why would a 6M LIBOR rate be significantly above 3M LIBOR, ED futures and swap rates?
Just was just looking at the various interest rates and noticed this:
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