From: Peter C. <pca...@gm...> - 2013-02-01 22:02:39
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Hi, there are some 3m and 6m Euribor swap quotes on https://www.helaba.de/en/MaerkteUndAnalysen/Zinsderivate And here are eonia swap fixings, but they are only available out to 2 years http://www.euribor-ebf.eu/eoniaswap-org/eoniaswap-rates.html Maybe that's a start. Peter Am 31.01.2013 22:22, schrieb Grześ Andruszkiewicz: > Hi, > > Is it possible to obtain market data for free to be able to calibrate > OIS, LIBOR-3M and LIBOR-1Y in QuantLib? I need it for academic > purposes, so it doesn't need to be super up to date. > > Regards, > Grzegorz > > ------------------------------------------------------------------------------ > Everyone hates slow websites. So do we. > Make your web apps faster with AppDynamics > Download AppDynamics Lite for free today: > http://p.sf.net/sfu/appdyn_d2d_jan > _______________________________________________ > QuantLib-dev mailing list > Qua...@li... > https://lists.sourceforge.net/lists/listinfo/quantlib-dev |