EURIBOR, GBP LIBOR, and SONIA Forward Curves
1-month, 3-month, and 6-month EURIBOR, GBP LIBOR, and SONIA forward curves represent the market's expectation of future fixings derived from readily observable trade data. Forward curves are often useful for forecasting and underwriting floating-rate debt. Contact us to speak with an expert.
See how past forward curve projections have stacked up
Review our "hairy charts" for an analysis showing 3-month GBP LIBOR, 3-month EURIBOR, and 1-month USD LIBOR forward curves versus actual rate fixings over time.
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