Guide to LIBOR Forward Curve

Get The Forward Curve

Intro to LIBOR Forward Curve

The LIBOR forward curve is the market’s projection of LIBOR based on Eurodollar futures and swap data. The forward curve is derived from this information in a process called “bootstrapping”, and is used to price interest rate options like caps and floors, as well as interest rate swaps.

What makes our Forward Curve Graph so powerful?

 

  • Updated Daily
  • Embedded Analysis
  • Ability to Shock the Curve
  • Cross Reference SOFR, Prime and FOMC Forward Curves
  • Can Sign Up to Receive a Forward Curve Every Monday Morning

Download The Forward Curve
Make Informed Rate Decisions From Market Projections

Trusted By

LIBOR Forward Curve Graph

Our Forward Curve includes scenarios to help you run better analysis against your financials models. These include shocking the curve higher and lower using one or two standard deviation movements derived from implied option volatility, the FOMC’s own “Dot Plot”, as well as generic scenarios.

You can download the LIBOR Forward Curve by filling out the form below. If you have any questions, please contact us at PensfordTeam@pensford.com, or (704) 887-9880.

Pensford

Forward Curve Download

Get The Forward Curve

Sign up for the Pensford Newsletter by filling out your contact information to start running better analysis against your financials models and shock scenarios with the Forward Curve Graph.