FRED has added 48 Swap rate series from ICE Benchmark Association. These data represent the mid-price for interest rate swaps (the fixed leg) in three major currencies (EUR, GBP and USD) and in tenors ranging from 1 year to 30 years.
FRED has added 48 Swap rate series from ICE Benchmark Association. These data represent the mid-price for interest rate swaps (the fixed leg) in three major currencies (EUR, GBP and USD) and in tenors ranging from 1 year to 30 years.
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