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By: sdubois1 (since 5/6/2008)
This Splice returns 1Month, 3 Month 6 Month and 12 Months LIBORS for all 8 LIBOR Currencies.
76 hits, 1 votes
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By: sdubois1 (since 5/6/2008)
This Splice returns a simple cross rate table with Bid and Ask for all 8 LIBOR Currencies.
74 hits, 1 votes
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By: sdubois1 (since 5/6/2008)
This Splice returns LIBOR rates and cross rates for all LIBOR currencies.
21 hits, 1 votes
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By: leochan (since 5/15/2008)
This Splice takes the Date input AsOfDate and calls GetRate to return the Libor1Year, TreasuryConstant1Month, InterestRateSwap1Year rates.
21 hits, 0 votes
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By: sdubois1 (since 10/20/2008)
This Splice creates a custom yield curve made up of Libor rates and USD swap rates
12 hits, 0 votes
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By: sdubois1 (since 5/21/2008)
This Splice takes the input AsOfDate and calls EURIBOR6Month12Month, AllHistoricalLIBORCurrencies, AllLibors1MonthAnd3Months.
11 hits, 0 votes
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