File:Libor Rates.png

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Description EURIBOR 3month rates since EUROs do exist.
Date
Source data from Bundesbank as of 10.07.2023. created with GNU R, see source below; [1] there: BBK01.ST0307, ST0316, ST0343
Author origin Thomas Steiner
Permission
(Reusing this file)
Thomas Steiner put it under the CC-by-SA 2.5.
Other versions made to updatede:Bild:EuriborChart12m3m1w.svg
w:en:Creative Commons
attribution share alike
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Under the following conditions:
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This chart was created with R.

Source code

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R code

library(rsdmx)
raw1w = as.data.frame(readSDMX("https://www.bundesbank.de/statistic-rmi/StatisticDownload?tsId=BBK01.ST0307&mode=its&its_fileFormat=sdmx&its_csvFormat=de&its_currency=default&its_dateFormat=default&its_from=1999-01-01"))
raw3m = as.data.frame(readSDMX("https://www.bundesbank.de/statistic-rmi/StatisticDownload?tsId=BBK01.ST0316&mode=its&its_fileFormat=sdmx&its_csvFormat=de&its_currency=default&its_dateFormat=default&its_from=1999-01-01"))
raw1y = as.data.frame(readSDMX("https://www.bundesbank.de/statistic-rmi/StatisticDownload?tsId=BBK01.ST0343&mode=its&its_fileFormat=sdmx&its_csvFormat=de&its_currency=default&its_dateFormat=default&its_from=1999-01-01"))

plot(as.Date(raw1w$TIME_PERIOD),as.numeric(raw1w$OBS_VALUE),type="l",lwd=3,col="darkolivegreen1",xlab="Zeit",ylab="Zins in Prozent", main="LIBOR",ylim=c(-1,6) )
lines(as.Date(raw3m$TIME_PERIOD),as.numeric(raw3m$OBS_VALUE),type="l",lwd=3,col="skyblue")
lines(as.Date(raw1y$TIME_PERIOD),as.numeric(raw1y$OBS_VALUE),type="l",lwd=3,col="coral1")

abline(h=-1:6,col="grey")
abline(v=as.Date(paste0(seq(2000,2025,by=5),"-01-01")),col="grey")
abline(h=0,col="black")

legend("topright",c("LIBOR 1 Woche","LIBOR 3 Monate","LIBOR 1 Jahr"),col=c("darkolivegreen1","skyblue","coral1"),lwd=3,bg="white")


#https://www.bundesbank.de/de/statistiken/zeitreihen-datenbanken/hilfe-zu-den-zeitreihen-datenbanken

File history

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Date/TimeThumbnailDimensionsUserComment
current17:31, 10 July 2023Thumbnail for version as of 17:31, 10 July 2023947 × 537 (12 KB)Thire (talk | contribs)update data, three timeseries, BBK download, better colors etc
21:29, 9 July 2023Thumbnail for version as of 21:29, 9 July 2023829 × 558 (7 KB)Thire (talk | contribs)== {{int:filedesc}} == {{Information |Description = EURIBOR 3month rates since EUROs do exist. |Source = data from ECB EURUSD fixing [https://www.oenb.at/Statistik/Standardisierte-Tabellen/Internationale-Vergleiche/Zinssaetze-und-Renditen/Drei-Monats-Zinss-tze.html], as of 09.07.2023. created with GNU R, see source below; |Date = 2023-07-09 |Author = origin Thomas Steiner |Permission = Thomas Steiner put it under the ''CC-by-SA 2.5''. |other_versi...

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