2020/04/15 - London Interbank Offered Rate (Euro)

4 market indexes are now available in Fairways Debt:

  • London Interbank Offered Rate (euro):
    • 1 month (LIBOREUR1M)
    • 3 months (LIBOREUR3M)
    • 6 months (LIBOREUR6M)
    • 1 year (LIBOREUR1Y)

Default Characteristics

LIBOREUR1M

LIBOREUR3M

LIBOREUR6M

LIBOREUR1Y

Frequency

Monthly

Quarterly

Biannually

Annually

Adjustment

2 preceding (2 previous business days)

Day Count Convention

Actual/360

Currency

EUR

 

Note: Contact your Finance Active consultant to enable the indexes.

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