- Getting overnight-to-12 month LIBOR on Bloomberg is easy.
- Had difficulty finding GBP futures (range of maturities) on Bloomberg. Any tips (both USD and GBP)?
- Swaps (maturities all the way to 30 years) data seems available, but if you have any specific products that you use (findable on Bloomberg), would appreciate a mention.
- I will need historic data for futures and swaps going back 10 years.
- I know the world is shifting from LIBOR to SOFR, but I want all the data to be for LIBOR -- this is not for a live system but for a research project.
Generally my single-day quote table should look something like this: