corda/scripts/example.rates.txt
rick.parker 55265e6115 IRS related protocols and scripts
Additional changes based on feedback

Additional changes based on feedback
2016-04-07 14:56:30 +01:00

52 lines
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# Some pretend noddy rate fixes, for the interest rate oracles.
ICE LIBOR 2016-03-16 1M = 0.678
ICE LIBOR 2016-03-16 2M = 0.655
EURIBOR 2016-03-15 1M = 0.123
EURIBOR 2016-03-15 2M = 0.111
ICE LIBOR 2016-03-08 3M = 0.0063515
ICE LIBOR 2016-06-08 3M = 0.0063520
ICE LIBOR 2016-09-08 3M = 0.0063521
ICE LIBOR 2016-12-08 3M = 0.0063515
ICE LIBOR 2017-03-08 3M = 0.0063525
ICE LIBOR 2017-06-08 3M = 0.0063530
ICE LIBOR 2017-09-07 3M = 0.0063531
ICE LIBOR 2017-12-07 3M = 0.0063532
ICE LIBOR 2018-03-08 3M = 0.0063533
ICE LIBOR 2018-06-07 3M = 0.0063534
ICE LIBOR 2018-09-06 3M = 0.0063535
ICE LIBOR 2018-12-06 3M = 0.0063536
ICE LIBOR 2019-03-07 3M = 0.0063537
ICE LIBOR 2019-06-06 3M = 0.0063538
ICE LIBOR 2019-09-06 3M = 0.0063539
ICE LIBOR 2019-12-06 3M = 0.0063540
ICE LIBOR 2020-03-06 3M = 0.0063541
ICE LIBOR 2020-06-08 3M = 0.0063542
ICE LIBOR 2020-09-08 3M = 0.0063543
ICE LIBOR 2020-12-08 3M = 0.0063544
ICE LIBOR 2021-03-08 3M = 0.0063545
ICE LIBOR 2021-06-08 3M = 0.0063546
ICE LIBOR 2021-09-08 3M = 0.0063547
ICE LIBOR 2021-12-08 3M = 0.0063548
ICE LIBOR 2022-03-08 3M = 0.0063549
ICE LIBOR 2022-06-08 3M = 0.0063550
ICE LIBOR 2022-09-08 3M = 0.0063551
ICE LIBOR 2022-12-08 3M = 0.0063553
ICE LIBOR 2023-03-08 3M = 0.0063554
ICE LIBOR 2023-06-08 3M = 0.0063555
ICE LIBOR 2023-09-07 3M = 0.0063556
ICE LIBOR 2023-12-07 3M = 0.0063557
ICE LIBOR 2024-03-07 3M = 0.0063558
ICE LIBOR 2024-06-06 3M = 0.0063559
ICE LIBOR 2024-09-06 3M = 0.0063560
ICE LIBOR 2024-12-06 3M = 0.0063561
ICE LIBOR 2025-03-06 3M = 0.0063562
ICE LIBOR 2025-06-06 3M = 0.0063563
ICE LIBOR 2025-09-08 3M = 0.0063564
ICE LIBOR 2025-12-08 3M = 0.0063565
ICE LIBOR 2026-03-06 3M = 0.0063566
ICE LIBOR 2026-06-08 3M = 0.0063567
ICE LIBOR 2026-09-08 3M = 0.0063568
ICE LIBOR 2026-12-08 3M = 0.0063569