All data in this repository is for information purposes only. Note that the data in this repository is derived from publicly available data as listed below. Please refer to the relevant websites for details on terms of use. Also note that the data has been amended and/or derived and/or interpolated in some cases. None of the data in this repository should be relied upon for any reason whatsoever. Any use of the data in this repository is strictly at the user’s own risk. No one can be held liable in any way for the inaccuracy of this data.
-
Eoniaswap rates - is now a defunct index but it used to represent quotes for EONIA interest rate swap transaction. The index was built by averaging quotes obtained from a panel of banks. The swap rates cover a maturity range from 1 Week to 2 Years, and data is available from 2005 to June 2014.
-
EONIA overnight rates are available from European Central Bank - Statistical Data Warehouse. Data is available from 1999.
-
EURIBOR Rates for maturities between maturies from 1 Week to 1 Year are available from European Money Markets Institute.
-
EUR Triple A Goverment Bond Yield curve spot rate for 30-year maturity is available from European Central Bank - Statistical Data Warehouse.