Market data - interest rate USD LIBOR 3M
Characteristics of the reference rate
Full name of reference rate :
USD LIBOR 3 months
Effective date :
t + 2
Digits :
5
Currency :
United States dollar (USD)
Tenor :
3 months
Daycount convention :
Act/360
Remarks :
Previously published by the BBA, LIBOR rates are administered by the ICE since February 1st, 2014, and have subsequently changed their name from BBA LIBOR to ICE LIBOR.