I'm a student and i amm looking for a swaps rates historical data for long tenors in purpose to estimate yield curve (for example in GBP). My question is where could I find it?
There are three ways:
You can find the swap data in Bloomberg. Simply go to CRVF (Curve finder) and then narrow down to GBP where you can find the data.
Alternately you can just type in GBP Swap 5Y and let Bloomberg's autofill do the work for you.
Type in TTKL (Broker feed page for Tullet) and then move on to the region and then select the instrument as IRS and you can get the swap data from their as well. It includes historical data too. (Although note that for some periods in the past, there is no proper broker data so you might have to make do with Bloomberg Generic NY BGN or Bloomberg Calculated BLC3 pricing sources).