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I am looking for 1 and 3 month LIBOR rates available through an API. I am familiar with the rates available on FRED, but they are only available with a 1 week lag. Unfortunately, I'm looking for no more than a 1 day lag. Other than going to the ICE website and looking up the current setting manually, I haven't seen any other sources for current LIBOR data but I figured I would check here anyway. Thanks!

EDIT: Important to mention that I'd prefer not to have to set up a service to scrape daily if it can be avoided.

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Yes: https://www.global-rates.com/en/ has rates with a 1-day delay (longer lags show for rates that have been discontinued).

EDIT: no idea if they have an API but webscraping should be feasible.

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  • $\begingroup$ Thanks. Added edit to clarify that I'd like to avoid setting up a service to scrape rates every day if possible. Ideally could just download rates once for the past week or so. $\endgroup$ – joudan Sep 23 '20 at 0:43

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