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Market data - interest rate USD LIBOR 3M

Characteristics of the reference rate

Full name of reference rate :
USD LIBOR 3 months
Effective date :
t + 2
Digits :
5
Currency :
United States dollar (USD)
Tenor :
3 months
Daycount convention :
Act/360
Remarks :
Previously published by the BBA, LIBOR rates are administered by the ICE since February 1st, 2014, and have subsequently changed their name from BBA LIBOR to ICE LIBOR.

Historical data available