├── .gitignore ├── scripts ├── requirements.txt └── scrap_euribor.py ├── data ├── euribor-10m-monthly.csv ├── euribor-11m-monthly.csv ├── euribor-12m-monthly.csv ├── euribor-3w-weekly.csv ├── euribor-7m-monthly.csv ├── euribor-8m-monthly.csv ├── euribor-4m-monthly.csv ├── euribor-5m-monthly.csv ├── euribor-2w-weekly.csv ├── euribor-9m-monthly.csv ├── euribor-2m-monthly.csv ├── euribor-1w-weekly.csv ├── euribor-6m-monthly.csv ├── euribor-3m-monthly.csv └── euribor-1m-monthly.csv ├── .github └── workflows │ └── actions.yml ├── README.md └── datapackage.json /.gitignore: -------------------------------------------------------------------------------- 1 | .DS_Store 2 | venv -------------------------------------------------------------------------------- /scripts/requirements.txt: -------------------------------------------------------------------------------- 1 | requests==2.32.3 2 | lxml==5.3.0 3 | DateTime==5.5 4 | pandas==2.2.3 -------------------------------------------------------------------------------- /data/euribor-10m-monthly.csv: -------------------------------------------------------------------------------- 1 | date,rate,maturity_level,granularity 2 | 1999-01-01,3.215,10m,monthly 3 | 1999-02-01,3.032,10m,monthly 4 | 1999-03-01,3.067,10m,monthly 5 | 1999-04-01,2.938,10m,monthly 6 | 1999-05-03,2.67,10m,monthly 7 | 1999-06-01,2.707,10m,monthly 8 | 1999-07-01,2.87,10m,monthly 9 | 1999-08-02,3.119,10m,monthly 10 | 1999-09-01,3.206,10m,monthly 11 | 1999-10-01,3.312,10m,monthly 12 | 1999-11-01,3.682,10m,monthly 13 | 1999-12-01,3.649,10m,monthly 14 | 2000-01-03,3.759,10m,monthly 15 | 2000-02-01,3.957,10m,monthly 16 | 2000-03-01,4.066,10m,monthly 17 | 2000-04-03,4.233,10m,monthly 18 | 2000-05-02,4.491,10m,monthly 19 | 2000-06-01,4.898,10m,monthly 20 | 2000-07-03,4.946,10m,monthly 21 | 2000-08-01,5.087,10m,monthly 22 | 2000-09-01,5.199,10m,monthly 23 | 2000-10-02,5.13,10m,monthly 24 | 2000-11-01,5.249,10m,monthly 25 | 2000-12-01,5.041,10m,monthly 26 | -------------------------------------------------------------------------------- /data/euribor-11m-monthly.csv: -------------------------------------------------------------------------------- 1 | date,rate,maturity_level,granularity 2 | 1999-01-01,3.214,11m,monthly 3 | 1999-02-01,2.989,11m,monthly 4 | 1999-03-01,3.073,11m,monthly 5 | 1999-04-01,2.938,11m,monthly 6 | 1999-05-03,2.676,11m,monthly 7 | 1999-06-01,2.721,11m,monthly 8 | 1999-07-01,2.892,11m,monthly 9 | 1999-08-02,3.152,11m,monthly 10 | 1999-09-01,3.248,11m,monthly 11 | 1999-10-01,3.355,11m,monthly 12 | 1999-11-01,3.722,11m,monthly 13 | 1999-12-01,3.703,11m,monthly 14 | 2000-01-03,3.822,11m,monthly 15 | 2000-02-01,4.031,11m,monthly 16 | 2000-03-01,4.109,11m,monthly 17 | 2000-04-03,4.269,11m,monthly 18 | 2000-05-02,4.53,11m,monthly 19 | 2000-06-01,4.941,11m,monthly 20 | 2000-07-03,4.994,11m,monthly 21 | 2000-08-01,5.127,11m,monthly 22 | 2000-09-01,5.229,11m,monthly 23 | 2000-10-02,5.151,11m,monthly 24 | 2000-11-01,5.26,11m,monthly 25 | 2000-12-01,5.046,11m,monthly 26 | -------------------------------------------------------------------------------- /.github/workflows/actions.yml: -------------------------------------------------------------------------------- 1 | name: Update gdp data 2 | 3 | on: 4 | # Schedule to run on the 1st day of each month 5 | schedule: 6 | - cron: '0 0 1 * *' 7 | 8 | # Run on push to main branch 9 | push: 10 | branches: 11 | - main 12 | 13 | # Run on pull requests targeting the main branch 14 | pull_request: 15 | branches: 16 | - main 17 | 18 | # Allows manual triggering of the workflow 19 | workflow_dispatch: 20 | 21 | jobs: 22 | build: 23 | runs-on: ubuntu-latest 24 | 25 | if: github.ref == 'refs/heads/main' 26 | 27 | steps: 28 | - name: Check out repository 29 | uses: actions/checkout@v3 30 | 31 | - name: Set up Python 3.12 32 | uses: actions/setup-python@v4 33 | with: 34 | python-version: '3.12' 35 | 36 | - name: Install Python dependencies 37 | run: | 38 | python -m venv venv 39 | source venv/bin/activate 40 | pip install --upgrade pip 41 | pip install -r scripts/requirements.txt 42 | 43 | - name: Run scripts 44 | run: | 45 | source venv/bin/activate 46 | python scripts/scrap_euribor.py 47 | 48 | - name: Configure Git 49 | run: | 50 | git config --global user.email "${{ env.CI_COMMIT_EMAIL }}" 51 | git config --global user.name "${{ env.CI_COMMIT_NAME }}" 52 | env: 53 | CI_COMMIT_NAME: "Automated commit" 54 | CI_COMMIT_EMAIL: "actions@users.noreply.github.com" 55 | 56 | - name: Commit and Push changes 57 | run: | 58 | git diff --quiet && echo "No changes to commit" || ( 59 | git add data && 60 | git commit -m "${{ env.CI_COMMIT_MESSAGE }}" && 61 | git push origin main 62 | ) 63 | env: 64 | CI_COMMIT_MESSAGE: "Automated commit" -------------------------------------------------------------------------------- /README.md: -------------------------------------------------------------------------------- 1 | badge 2 | 3 | The Euribor Benchmark rates by year and granularity. Only monthly granularity is provided. 4 | 5 | ## Data 6 | 7 | Data is taken from the [EMMI website](http://www.euribor-rates.eu/euribor-rates-by-year.asp). 8 | 9 | The Euribor Benchmark is defined as below 10 | 11 | > Euribor is short for Euro Interbank Offered Rate. The Euribor rates are based on the interest rates at which a a panel of European banks borrow funds from one another. In the calculation, the highest and lowest 15% of all the quotes collected are eliminated. The remaining rates will be averaged and rounded to three decimal places. Euribor is determined and published at about 11:00 am each day, Central European Time. 12 | > When Euribor is being mentioned it is often referred to as THE Euribor, like there’s only 1 Euribor interest rate. This is not correct, since there are in fact 8 different Euribor rates, all with different maturities (until november 1st 2013, there were 15 maturities). 13 | 14 | ### Data folder 15 | 16 | All files in directory `data` are using the following naming convention pattern: 17 | 18 | euribor-{maturity}-{granularity}.csv 19 | 20 | For instance, you can have 21 | 22 | euribor-1w-weekly.csv 23 | euribor-1m-monthly.csv 24 | euribor-10m-monthly.csv 25 | ... 26 | 27 | `w` means `week(s)` and `m` means `months` for the maturity section 28 | 29 | The columns are the same for all csv files. 30 | 31 | They are three of them : 32 | 33 | * `date` is the date for the rate value. It follows by convention ISO 8601 formatting and is for the first day of the month 34 | * `rate` is the Euribor Benchmark rate. It uses percentage (%) 35 | * `maturity_level` express the same information you have in file naming convention. Before nov 2013, there was 15 rates and now only 8 are available due to EU banking regulations. 36 | 37 | The oldest available data are from 1999. 38 | 39 | In the future, we may provide an additional column for granularity but at the moment, it's not useful as we only use monthly granularity. 40 | 41 | ## Preparation 42 | 43 | This package includes a python script `scripts/scrap_euribor.py` that executes the process of creating the euribor data at `data/` folder, also `scripts/` folder contains `requirements.txt` file, and workflow looks like this: 44 | 45 | ```bash 46 | pip install -r scripts/requirements.txt 47 | python scripts/scrap_euribor.py 48 | ``` 49 | 50 | ## Automation 51 | Up-to-date (auto-updates every month) euribor dataset could be found on the datahub.io: https://datahub.io/core/euribor 52 | 53 | ## License 54 | 55 | This Data Package is licensed by its maintainers under the [Public Domain Dedication and License PDDL](http://opendatacommons.org/licenses/pddl/1.0). 56 | 57 | Refer to the [terms of use](http://www.euribor-rates.eu/disclaimer.asp) of the source dataset for any specific restrictions on using these data in a public or commercial product. You should also be aware that this data comes indirectly from [http://www.emmi-benchmarks.eu/euribor-org/euribor-rates.html](http://www.emmi-benchmarks.eu/euribor-org/euribor-rates.html). 58 | Note that underlying rights, terms and conditions in the data from the source are unclear and may exists. 59 | -------------------------------------------------------------------------------- /data/euribor-12m-monthly.csv: -------------------------------------------------------------------------------- 1 | date,rate,maturity_level,granularity 2 | 2014-01-02,0.555,12m,monthly 3 | 2014-02-03,0.549,12m,monthly 4 | 2014-03-03,0.554,12m,monthly 5 | 2014-04-01,0.591,12m,monthly 6 | 2014-05-02,0.612,12m,monthly 7 | 2014-06-02,0.569,12m,monthly 8 | 2014-07-01,0.488,12m,monthly 9 | 2014-08-01,0.489,12m,monthly 10 | 2014-09-01,0.428,12m,monthly 11 | 2014-10-01,0.338,12m,monthly 12 | 2014-11-03,0.339,12m,monthly 13 | 2014-12-01,0.33,12m,monthly 14 | 2015-01-02,0.323,12m,monthly 15 | 2015-02-02,0.271,12m,monthly 16 | 2015-03-02,0.23,12m,monthly 17 | 2015-04-01,0.196,12m,monthly 18 | 2015-05-04,0.17,12m,monthly 19 | 2015-06-01,0.161,12m,monthly 20 | 2015-07-01,0.164,12m,monthly 21 | 2015-08-03,0.166,12m,monthly 22 | 2015-09-01,0.161,12m,monthly 23 | 2015-10-01,0.14,12m,monthly 24 | 2015-11-02,0.109,12m,monthly 25 | 2015-12-01,0.045,12m,monthly 26 | 2016-01-04,0.058,12m,monthly 27 | 2016-02-01,0.01,12m,monthly 28 | 2016-03-01,-0.026,12m,monthly 29 | 2016-04-01,-0.002,12m,monthly 30 | 2016-05-02,-0.012,12m,monthly 31 | 2016-06-01,-0.018,12m,monthly 32 | 2016-07-01,-0.052,12m,monthly 33 | 2016-08-01,-0.048,12m,monthly 34 | 2016-09-01,-0.051,12m,monthly 35 | 2016-10-03,-0.064,12m,monthly 36 | 2016-11-01,-0.069,12m,monthly 37 | 2016-12-01,-0.079,12m,monthly 38 | 2017-01-02,-0.083,12m,monthly 39 | 2017-02-01,-0.103,12m,monthly 40 | 2017-03-01,-0.114,12m,monthly 41 | 2017-04-03,-0.111,12m,monthly 42 | 2017-05-02,-0.121,12m,monthly 43 | 2017-06-01,-0.131,12m,monthly 44 | 2017-07-03,-0.157,12m,monthly 45 | 2017-08-01,-0.151,12m,monthly 46 | 2017-09-01,-0.161,12m,monthly 47 | 2017-10-02,-0.172,12m,monthly 48 | 2017-11-01,-0.187,12m,monthly 49 | 2017-12-01,-0.188,12m,monthly 50 | 2018-01-02,-0.186,12m,monthly 51 | 2018-02-01,-0.191,12m,monthly 52 | 2018-03-01,-0.191,12m,monthly 53 | 2018-04-03,-0.19,12m,monthly 54 | 2018-05-02,-0.189,12m,monthly 55 | 2018-06-01,-0.184,12m,monthly 56 | 2018-07-02,-0.181,12m,monthly 57 | 2018-08-01,-0.177,12m,monthly 58 | 2018-09-03,-0.166,12m,monthly 59 | 2018-10-01,-0.158,12m,monthly 60 | 2018-11-01,-0.148,12m,monthly 61 | 2018-12-03,-0.143,12m,monthly 62 | 2019-01-02,-0.121,12m,monthly 63 | 2019-02-01,-0.11,12m,monthly 64 | 2019-03-01,-0.108,12m,monthly 65 | 2019-04-01,-0.112,12m,monthly 66 | 2019-05-02,-0.114,12m,monthly 67 | 2019-06-03,-0.175,12m,monthly 68 | 2019-07-01,-0.217,12m,monthly 69 | 2019-08-01,-0.3,12m,monthly 70 | 2019-09-02,-0.384,12m,monthly 71 | 2019-10-01,-0.33,12m,monthly 72 | 2019-11-01,-0.281,12m,monthly 73 | 2019-12-02,-0.27,12m,monthly 74 | 2020-01-02,-0.248,12m,monthly 75 | 2020-02-03,-0.29,12m,monthly 76 | 2020-03-02,-0.327,12m,monthly 77 | 2020-04-01,-0.168,12m,monthly 78 | 2020-05-04,-0.108,12m,monthly 79 | 2020-06-01,-0.103,12m,monthly 80 | 2020-07-01,-0.233,12m,monthly 81 | 2020-08-03,-0.336,12m,monthly 82 | 2020-09-01,-0.373,12m,monthly 83 | 2020-10-01,-0.442,12m,monthly 84 | 2020-11-02,-0.486,12m,monthly 85 | 2020-12-01,-0.487,12m,monthly 86 | 2021-01-04,-0.502,12m,monthly 87 | 2021-02-01,-0.511,12m,monthly 88 | 2021-03-01,-0.478,12m,monthly 89 | 2021-04-01,-0.488,12m,monthly 90 | 2021-05-03,-0.486,12m,monthly 91 | 2021-06-01,-0.487,12m,monthly 92 | 2021-07-01,-0.485,12m,monthly 93 | 2021-08-02,-0.502,12m,monthly 94 | 2021-09-01,-0.496,12m,monthly 95 | 2021-10-01,-0.488,12m,monthly 96 | 2021-11-01,-0.443,12m,monthly 97 | 2021-12-01,-0.505,12m,monthly 98 | 2022-01-03,-0.499,12m,monthly 99 | 2022-02-01,-0.431,12m,monthly 100 | 2022-03-01,-0.363,12m,monthly 101 | 2022-04-01,-0.086,12m,monthly 102 | 2022-05-02,0.213,12m,monthly 103 | 2022-06-01,0.417,12m,monthly 104 | 2022-07-01,0.961,12m,monthly 105 | 2022-08-01,0.942,12m,monthly 106 | 2022-09-01,1.851,12m,monthly 107 | 2022-10-03,2.5,12m,monthly 108 | 2022-11-01,2.686,12m,monthly 109 | 2022-12-01,2.842,12m,monthly 110 | 2023-01-02,3.316,12m,monthly 111 | 2023-02-01,3.414,12m,monthly 112 | 2023-03-01,3.745,12m,monthly 113 | 2023-04-03,3.651,12m,monthly 114 | 2023-05-02,3.822,12m,monthly 115 | 2023-06-01,3.875,12m,monthly 116 | 2023-07-03,4.145,12m,monthly 117 | 2023-08-01,4.076,12m,monthly 118 | 2023-09-01,4.055,12m,monthly 119 | 2023-10-02,4.198,12m,monthly 120 | 2023-11-01,4.044,12m,monthly 121 | 2023-12-01,3.902,12m,monthly 122 | 2024-01-02,3.532,12m,monthly 123 | 2024-02-01,3.505,12m,monthly 124 | 2024-03-01,3.744,12m,monthly 125 | 2024-04-02,3.664,12m,monthly 126 | 2024-05-02,3.728,12m,monthly 127 | 2024-06-03,3.722,12m,monthly 128 | 2024-07-01,3.567,12m,monthly 129 | 2024-08-01,3.349,12m,monthly 130 | 2024-09-02,3.072,12m,monthly 131 | 2024-10-01,2.749,12m,monthly 132 | 2024-11-01,2.629,12m,monthly 133 | 2024-12-02,2.431,12m,monthly 134 | 2025-01-02,2.448,12m,monthly 135 | 2025-02-03,2.436,12m,monthly 136 | 2025-03-03,2.365,12m,monthly 137 | 2025-04-01,2.277,12m,monthly 138 | 2025-05-02,2.045,12m,monthly 139 | 2025-06-02,2.057,12m,monthly 140 | 2025-07-01,2.07,12m,monthly 141 | 2025-08-01,2.147,12m,monthly 142 | 2025-09-01,2.148,12m,monthly 143 | 2025-10-01,2.204,12m,monthly 144 | 2025-11-03,2.199,12m,monthly 145 | -------------------------------------------------------------------------------- /data/euribor-3w-weekly.csv: -------------------------------------------------------------------------------- 1 | date,rate,maturity_level,granularity 2 | 2001-02-01,,3w,weekly 3 | 2001-03-01,,3w,weekly 4 | 2001-04-02,,3w,weekly 5 | 2001-05-02,,3w,weekly 6 | 2001-06-01,,3w,weekly 7 | 2001-07-02,,3w,weekly 8 | 2001-08-01,,3w,weekly 9 | 2001-09-03,,3w,weekly 10 | 2001-10-01,,3w,weekly 11 | 2001-10-15,3.802,3w,weekly 12 | 2001-11-01,3.684,3w,weekly 13 | 2001-12-03,3.323,3w,weekly 14 | 2002-01-02,3.319,3w,weekly 15 | 2002-02-01,3.348,3w,weekly 16 | 2002-03-01,3.334,3w,weekly 17 | 2002-04-02,3.345,3w,weekly 18 | 2002-05-02,3.327,3w,weekly 19 | 2002-06-03,3.373,3w,weekly 20 | 2002-07-01,3.379,3w,weekly 21 | 2002-08-01,3.338,3w,weekly 22 | 2002-09-02,3.322,3w,weekly 23 | 2002-10-01,3.313,3w,weekly 24 | 2002-11-01,3.296,3w,weekly 25 | 2002-12-02,3.133,3w,weekly 26 | 2003-01-02,2.901,3w,weekly 27 | 2003-02-03,2.829,3w,weekly 28 | 2003-03-03,2.65,3w,weekly 29 | 2003-04-01,2.571,3w,weekly 30 | 2003-05-02,2.573,3w,weekly 31 | 2003-06-02,2.408,3w,weekly 32 | 2003-07-01,2.149,3w,weekly 33 | 2003-08-01,2.105,3w,weekly 34 | 2003-09-01,2.121,3w,weekly 35 | 2003-10-01,2.093,3w,weekly 36 | 2003-11-03,2.083,3w,weekly 37 | 2003-12-01,2.089,3w,weekly 38 | 2004-01-02,2.096,3w,weekly 39 | 2004-02-02,2.065,3w,weekly 40 | 2004-03-01,2.052,3w,weekly 41 | 2004-04-01,2.028,3w,weekly 42 | 2004-05-03,2.055,3w,weekly 43 | 2004-06-01,2.055,3w,weekly 44 | 2004-07-01,2.07,3w,weekly 45 | 2004-08-02,2.067,3w,weekly 46 | 2004-09-01,2.068,3w,weekly 47 | 2004-10-01,2.072,3w,weekly 48 | 2004-11-01,2.085,3w,weekly 49 | 2004-12-01,2.093,3w,weekly 50 | 2005-01-03,2.115,3w,weekly 51 | 2005-02-01,2.1,3w,weekly 52 | 2005-03-01,2.093,3w,weekly 53 | 2005-04-01,2.096,3w,weekly 54 | 2005-05-02,2.095,3w,weekly 55 | 2005-06-01,2.101,3w,weekly 56 | 2005-07-01,2.1,3w,weekly 57 | 2005-08-01,2.101,3w,weekly 58 | 2005-09-01,2.103,3w,weekly 59 | 2005-10-03,2.112,3w,weekly 60 | 2005-11-01,2.105,3w,weekly 61 | 2005-12-01,2.352,3w,weekly 62 | 2006-01-02,2.374,3w,weekly 63 | 2006-02-01,2.371,3w,weekly 64 | 2006-03-01,2.566,3w,weekly 65 | 2006-04-03,2.634,3w,weekly 66 | 2006-05-02,2.653,3w,weekly 67 | 2006-06-01,2.751,3w,weekly 68 | 2006-07-03,2.868,3w,weekly 69 | 2006-08-01,2.997,3w,weekly 70 | 2006-09-01,3.085,3w,weekly 71 | 2006-10-02,3.249,3w,weekly 72 | 2006-11-01,3.355,3w,weekly 73 | 2006-12-01,3.517,3w,weekly 74 | 2007-01-02,3.621,3w,weekly 75 | 2007-02-01,3.603,3w,weekly 76 | 2007-03-01,3.732,3w,weekly 77 | 2007-04-02,3.854,3w,weekly 78 | 2007-05-01,3.851,3w,weekly 79 | 2007-06-01,3.984,3w,weekly 80 | 2007-07-02,4.097,3w,weekly 81 | 2007-08-01,4.089,3w,weekly 82 | 2007-09-03,4.316,3w,weekly 83 | 2007-10-01,4.277,3w,weekly 84 | 2007-11-01,4.127,3w,weekly 85 | 2007-12-03,4.139,3w,weekly 86 | 2008-01-02,4.191,3w,weekly 87 | 2008-02-01,4.175,3w,weekly 88 | 2008-03-03,4.157,3w,weekly 89 | 2008-04-01,4.268,3w,weekly 90 | 2008-05-02,4.343,3w,weekly 91 | 2008-06-02,4.302,3w,weekly 92 | 2008-07-01,4.325,3w,weekly 93 | 2008-08-01,4.436,3w,weekly 94 | 2008-09-01,4.451,3w,weekly 95 | 2008-10-01,4.938,3w,weekly 96 | 2008-11-03,4.049,3w,weekly 97 | 2008-12-01,3.206,3w,weekly 98 | 2009-01-02,2.481,3w,weekly 99 | 2009-02-02,1.623,3w,weekly 100 | 2009-03-02,1.457,3w,weekly 101 | 2009-04-01,1.049,3w,weekly 102 | 2009-05-04,0.863,3w,weekly 103 | 2009-06-01,0.904,3w,weekly 104 | 2009-07-01,0.641,3w,weekly 105 | 2009-08-03,0.441,3w,weekly 106 | 2009-09-01,0.406,3w,weekly 107 | 2009-10-01,0.393,3w,weekly 108 | 2009-11-02,0.384,3w,weekly 109 | 2009-12-01,0.413,3w,weekly 110 | 2010-01-04,0.413,3w,weekly 111 | 2010-02-01,0.379,3w,weekly 112 | 2010-03-01,0.376,3w,weekly 113 | 2010-04-01,0.371,3w,weekly 114 | 2010-05-03,0.384,3w,weekly 115 | 2010-06-01,0.395,3w,weekly 116 | 2010-07-01,0.475,3w,weekly 117 | 2010-08-02,0.619,3w,weekly 118 | 2010-09-01,0.574,3w,weekly 119 | 2010-10-01,0.681,3w,weekly 120 | 2010-11-01,0.819,3w,weekly 121 | 2010-12-01,0.735,3w,weekly 122 | 2011-01-03,0.699,3w,weekly 123 | 2011-02-01,0.917,3w,weekly 124 | 2011-03-01,0.833,3w,weekly 125 | 2011-04-01,0.91,3w,weekly 126 | 2011-05-02,1.24,3w,weekly 127 | 2011-06-01,1.162,3w,weekly 128 | 2011-07-01,1.287,3w,weekly 129 | 2011-08-01,1.377,3w,weekly 130 | 2011-09-01,1.278,3w,weekly 131 | 2011-10-03,1.298,3w,weekly 132 | 2011-11-01,1.287,3w,weekly 133 | 2011-12-01,1.071,3w,weekly 134 | 2012-01-02,0.845,3w,weekly 135 | 2012-02-01,0.572,3w,weekly 136 | 2012-03-01,0.452,3w,weekly 137 | 2012-04-02,0.365,3w,weekly 138 | 2012-05-02,0.361,3w,weekly 139 | 2012-06-01,0.355,3w,weekly 140 | 2012-07-02,0.35,3w,weekly 141 | 2012-08-01,0.12,3w,weekly 142 | 2012-09-03,0.106,3w,weekly 143 | 2012-10-01,0.098,3w,weekly 144 | 2012-11-01,0.093,3w,weekly 145 | 2012-12-03,0.09,3w,weekly 146 | 2013-01-02,0.095,3w,weekly 147 | 2013-02-01,0.104,3w,weekly 148 | 2013-03-01,0.099,3w,weekly 149 | 2013-04-02,0.102,3w,weekly 150 | 2013-05-01,0.101,3w,weekly 151 | 2013-06-03,0.102,3w,weekly 152 | 2013-07-01,0.11,3w,weekly 153 | 2013-08-01,0.119,3w,weekly 154 | 2013-09-02,0.115,3w,weekly 155 | 2013-10-01,0.116,3w,weekly 156 | 2013-11-01,,3w,weekly 157 | 2013-12-02,,3w,weekly 158 | -------------------------------------------------------------------------------- /data/euribor-7m-monthly.csv: -------------------------------------------------------------------------------- 1 | date,rate,maturity_level,granularity 2 | 1999-01-01,3.23,7m,monthly 3 | 1999-02-01,3.007,7m,monthly 4 | 1999-03-01,3.055,7m,monthly 5 | 1999-04-01,2.918,7m,monthly 6 | 1999-05-03,2.615,7m,monthly 7 | 1999-06-01,2.666,7m,monthly 8 | 1999-07-01,2.823,7m,monthly 9 | 1999-08-02,3.032,7m,monthly 10 | 1999-09-01,3.109,7m,monthly 11 | 1999-10-01,3.201,7m,monthly 12 | 1999-11-01,3.576,7m,monthly 13 | 1999-12-01,3.506,7m,monthly 14 | 2000-01-03,3.579,7m,monthly 15 | 2000-02-01,3.752,7m,monthly 16 | 2000-03-01,3.873,7m,monthly 17 | 2000-04-03,4.054,7m,monthly 18 | 2000-05-02,4.325,7m,monthly 19 | 2000-06-01,4.74,7m,monthly 20 | 2000-07-03,4.823,7m,monthly 21 | 2000-08-01,4.962,7m,monthly 22 | 2000-09-01,5.083,7m,monthly 23 | 2000-10-02,5.068,7m,monthly 24 | 2000-11-01,5.211,7m,monthly 25 | 2000-12-01,5.031,7m,monthly 26 | 2001-02-01,4.576,7m,monthly 27 | 2001-03-01,4.598,7m,monthly 28 | 2001-04-02,4.397,7m,monthly 29 | 2001-05-02,4.752,7m,monthly 30 | 2001-06-01,4.409,7m,monthly 31 | 2001-07-02,4.342,7m,monthly 32 | 2001-08-01,4.295,7m,monthly 33 | 2001-09-03,4.088,7m,monthly 34 | 2001-10-01,3.531,7m,monthly 35 | 2001-10-15,,7m,monthly 36 | 2001-11-01,3.3,7m,monthly 37 | 2001-12-03,3.193,7m,monthly 38 | 2002-01-02,3.223,7m,monthly 39 | 2002-02-01,3.439,7m,monthly 40 | 2002-03-01,3.438,7m,monthly 41 | 2002-04-02,3.667,7m,monthly 42 | 2002-05-02,3.538,7m,monthly 43 | 2002-06-03,3.718,7m,monthly 44 | 2002-07-01,3.55,7m,monthly 45 | 2002-08-01,3.405,7m,monthly 46 | 2002-09-02,3.335,7m,monthly 47 | 2002-10-01,3.137,7m,monthly 48 | 2002-11-01,3.109,7m,monthly 49 | 2002-12-02,2.979,7m,monthly 50 | 2003-01-02,2.78,7m,monthly 51 | 2003-02-03,2.708,7m,monthly 52 | 2003-03-03,2.409,7m,monthly 53 | 2003-04-01,2.408,7m,monthly 54 | 2003-05-02,2.392,7m,monthly 55 | 2003-06-02,2.188,7m,monthly 56 | 2003-07-01,2.053,7m,monthly 57 | 2003-08-01,2.158,7m,monthly 58 | 2003-09-01,2.212,7m,monthly 59 | 2003-10-01,2.092,7m,monthly 60 | 2003-11-03,2.245,7m,monthly 61 | 2003-12-01,2.286,7m,monthly 62 | 2004-01-02,2.167,7m,monthly 63 | 2004-02-02,2.148,7m,monthly 64 | 2004-03-01,2.041,7m,monthly 65 | 2004-04-01,1.936,7m,monthly 66 | 2004-05-03,2.119,7m,monthly 67 | 2004-06-01,2.18,7m,monthly 68 | 2004-07-01,2.206,7m,monthly 69 | 2004-08-02,2.2,7m,monthly 70 | 2004-09-01,2.177,7m,monthly 71 | 2004-10-01,2.235,7m,monthly 72 | 2004-11-01,2.211,7m,monthly 73 | 2004-12-01,2.21,7m,monthly 74 | 2005-01-03,2.231,7m,monthly 75 | 2005-02-01,2.195,7m,monthly 76 | 2005-03-01,2.218,7m,monthly 77 | 2005-04-01,2.222,7m,monthly 78 | 2005-05-02,2.153,7m,monthly 79 | 2005-06-01,2.129,7m,monthly 80 | 2005-07-01,2.096,7m,monthly 81 | 2005-08-01,2.166,7m,monthly 82 | 2005-09-01,2.158,7m,monthly 83 | 2005-10-03,2.235,7m,monthly 84 | 2005-11-01,2.41,7m,monthly 85 | 2005-12-01,2.625,7m,monthly 86 | 2006-01-02,2.684,7m,monthly 87 | 2006-02-01,2.735,7m,monthly 88 | 2006-03-01,2.824,7m,monthly 89 | 2006-04-03,3.046,7m,monthly 90 | 2006-05-02,3.081,7m,monthly 91 | 2006-06-01,3.176,7m,monthly 92 | 2006-07-03,3.294,7m,monthly 93 | 2006-08-01,3.372,7m,monthly 94 | 2006-09-01,3.502,7m,monthly 95 | 2006-10-02,3.621,7m,monthly 96 | 2006-11-01,3.723,7m,monthly 97 | 2006-12-01,3.77,7m,monthly 98 | 2007-01-02,3.896,7m,monthly 99 | 2007-02-01,3.955,7m,monthly 100 | 2007-03-01,3.984,7m,monthly 101 | 2007-04-02,4.086,7m,monthly 102 | 2007-05-01,4.163,7m,monthly 103 | 2007-06-01,4.304,7m,monthly 104 | 2007-07-02,4.358,7m,monthly 105 | 2007-08-01,4.405,7m,monthly 106 | 2007-09-03,4.764,7m,monthly 107 | 2007-10-01,4.743,7m,monthly 108 | 2007-11-01,4.62,7m,monthly 109 | 2007-12-03,4.758,7m,monthly 110 | 2008-01-02,4.709,7m,monthly 111 | 2008-02-01,4.347,7m,monthly 112 | 2008-03-03,4.379,7m,monthly 113 | 2008-04-01,4.735,7m,monthly 114 | 2008-05-02,4.886,7m,monthly 115 | 2008-06-02,4.958,7m,monthly 116 | 2008-07-01,5.184,7m,monthly 117 | 2008-08-01,5.182,7m,monthly 118 | 2008-09-01,5.185,7m,monthly 119 | 2008-10-01,5.408,7m,monthly 120 | 2008-11-03,4.804,7m,monthly 121 | 2008-12-01,3.873,7m,monthly 122 | 2009-01-02,2.962,7m,monthly 123 | 2009-02-02,2.184,7m,monthly 124 | 2009-03-02,1.942,7m,monthly 125 | 2009-04-01,1.689,7m,monthly 126 | 2009-05-04,1.589,7m,monthly 127 | 2009-06-01,1.491,7m,monthly 128 | 2009-07-01,1.341,7m,monthly 129 | 2009-08-03,1.178,7m,monthly 130 | 2009-09-01,1.119,7m,monthly 131 | 2009-10-01,1.064,7m,monthly 132 | 2009-11-02,1.049,7m,monthly 133 | 2009-12-01,1.039,7m,monthly 134 | 2010-01-04,1.036,7m,monthly 135 | 2010-02-01,1.002,7m,monthly 136 | 2010-03-01,0.994,7m,monthly 137 | 2010-04-01,0.987,7m,monthly 138 | 2010-05-03,1.009,7m,monthly 139 | 2010-06-01,1.034,7m,monthly 140 | 2010-07-01,1.097,7m,monthly 141 | 2010-08-02,1.191,7m,monthly 142 | 2010-09-01,1.186,7m,monthly 143 | 2010-10-01,1.237,7m,monthly 144 | 2010-11-01,1.317,7m,monthly 145 | 2010-12-01,1.301,7m,monthly 146 | 2011-01-03,1.274,7m,monthly 147 | 2011-02-01,1.386,7m,monthly 148 | 2011-03-01,1.443,7m,monthly 149 | 2011-04-01,1.631,7m,monthly 150 | 2011-05-02,1.757,7m,monthly 151 | 2011-06-01,1.777,7m,monthly 152 | 2011-07-01,1.853,7m,monthly 153 | 2011-08-01,1.874,7m,monthly 154 | 2011-09-01,1.806,7m,monthly 155 | 2011-10-03,1.814,7m,monthly 156 | 2011-11-01,1.839,7m,monthly 157 | 2011-12-01,1.752,7m,monthly 158 | 2012-01-02,1.667,7m,monthly 159 | 2012-02-01,1.477,7m,monthly 160 | 2012-03-01,1.331,7m,monthly 161 | 2012-04-02,1.145,7m,monthly 162 | 2012-05-02,1.049,7m,monthly 163 | 2012-06-01,0.994,7m,monthly 164 | 2012-07-02,0.979,7m,monthly 165 | 2012-08-01,0.711,7m,monthly 166 | 2012-09-03,0.584,7m,monthly 167 | 2012-10-01,0.485,7m,monthly 168 | 2012-11-01,0.429,7m,monthly 169 | 2012-12-03,0.383,7m,monthly 170 | 2013-01-02,0.36,7m,monthly 171 | 2013-02-01,0.421,7m,monthly 172 | 2013-03-01,0.365,7m,monthly 173 | 2013-04-02,0.368,7m,monthly 174 | 2013-05-01,0.346,7m,monthly 175 | 2013-06-03,0.329,7m,monthly 176 | 2013-07-01,0.373,7m,monthly 177 | 2013-08-01,0.373,7m,monthly 178 | 2013-09-02,0.378,7m,monthly 179 | 2013-10-01,0.371,7m,monthly 180 | 2013-11-01,,7m,monthly 181 | 2013-12-02,,7m,monthly 182 | -------------------------------------------------------------------------------- /data/euribor-8m-monthly.csv: -------------------------------------------------------------------------------- 1 | date,rate,maturity_level,granularity 2 | 1999-01-01,3.222,8m,monthly 3 | 1999-02-01,3.002,8m,monthly 4 | 1999-03-01,3.055,8m,monthly 5 | 1999-04-01,2.919,8m,monthly 6 | 1999-05-03,2.656,8m,monthly 7 | 1999-06-01,2.681,8m,monthly 8 | 1999-07-01,2.833,8m,monthly 9 | 1999-08-02,3.054,8m,monthly 10 | 1999-09-01,3.144,8m,monthly 11 | 1999-10-01,3.228,8m,monthly 12 | 1999-11-01,3.608,8m,monthly 13 | 1999-12-01,3.554,8m,monthly 14 | 2000-01-03,3.638,8m,monthly 15 | 2000-02-01,3.823,8m,monthly 16 | 2000-03-01,3.934,8m,monthly 17 | 2000-04-03,4.112,8m,monthly 18 | 2000-05-02,4.385,8m,monthly 19 | 2000-06-01,4.793,8m,monthly 20 | 2000-07-03,4.863,8m,monthly 21 | 2000-08-01,5.009,8m,monthly 22 | 2000-09-01,5.124,8m,monthly 23 | 2000-10-02,5.091,8m,monthly 24 | 2000-11-01,5.226,8m,monthly 25 | 2000-12-01,5.035,8m,monthly 26 | 2001-02-01,4.547,8m,monthly 27 | 2001-03-01,4.569,8m,monthly 28 | 2001-04-02,4.364,8m,monthly 29 | 2001-05-02,4.747,8m,monthly 30 | 2001-06-01,4.405,8m,monthly 31 | 2001-07-02,4.331,8m,monthly 32 | 2001-08-01,4.27,8m,monthly 33 | 2001-09-03,4.056,8m,monthly 34 | 2001-10-01,3.517,8m,monthly 35 | 2001-10-15,,8m,monthly 36 | 2001-11-01,3.267,8m,monthly 37 | 2001-12-03,3.176,8m,monthly 38 | 2002-01-02,3.225,8m,monthly 39 | 2002-02-01,3.469,8m,monthly 40 | 2002-03-01,3.471,8m,monthly 41 | 2002-04-02,3.733,8m,monthly 42 | 2002-05-02,3.585,8m,monthly 43 | 2002-06-03,3.769,8m,monthly 44 | 2002-07-01,3.579,8m,monthly 45 | 2002-08-01,3.413,8m,monthly 46 | 2002-09-02,3.334,8m,monthly 47 | 2002-10-01,3.105,8m,monthly 48 | 2002-11-01,3.097,8m,monthly 49 | 2002-12-02,2.978,8m,monthly 50 | 2003-01-02,2.765,8m,monthly 51 | 2003-02-03,2.695,8m,monthly 52 | 2003-03-03,2.397,8m,monthly 53 | 2003-04-01,2.397,8m,monthly 54 | 2003-05-02,2.381,8m,monthly 55 | 2003-06-02,2.178,8m,monthly 56 | 2003-07-01,2.041,8m,monthly 57 | 2003-08-01,2.17,8m,monthly 58 | 2003-09-01,2.226,8m,monthly 59 | 2003-10-01,2.092,8m,monthly 60 | 2003-11-03,2.273,8m,monthly 61 | 2003-12-01,2.329,8m,monthly 62 | 2004-01-02,2.184,8m,monthly 63 | 2004-02-02,2.165,8m,monthly 64 | 2004-03-01,2.045,8m,monthly 65 | 2004-04-01,1.939,8m,monthly 66 | 2004-05-03,2.139,8m,monthly 67 | 2004-06-01,2.211,8m,monthly 68 | 2004-07-01,2.233,8m,monthly 69 | 2004-08-02,2.225,8m,monthly 70 | 2004-09-01,2.191,8m,monthly 71 | 2004-10-01,2.259,8m,monthly 72 | 2004-11-01,2.227,8m,monthly 73 | 2004-12-01,2.22,8m,monthly 74 | 2005-01-03,2.249,8m,monthly 75 | 2005-02-01,2.213,8m,monthly 76 | 2005-03-01,2.242,8m,monthly 77 | 2005-04-01,2.242,8m,monthly 78 | 2005-05-02,2.163,8m,monthly 79 | 2005-06-01,2.133,8m,monthly 80 | 2005-07-01,2.095,8m,monthly 81 | 2005-08-01,2.177,8m,monthly 82 | 2005-09-01,2.163,8m,monthly 83 | 2005-10-03,2.251,8m,monthly 84 | 2005-11-01,2.438,8m,monthly 85 | 2005-12-01,2.659,8m,monthly 86 | 2006-01-02,2.723,8m,monthly 87 | 2006-02-01,2.768,8m,monthly 88 | 2006-03-01,2.863,8m,monthly 89 | 2006-04-03,3.089,8m,monthly 90 | 2006-05-02,3.134,8m,monthly 91 | 2006-06-01,3.222,8m,monthly 92 | 2006-07-03,3.337,8m,monthly 93 | 2006-08-01,3.41,8m,monthly 94 | 2006-09-01,3.539,8m,monthly 95 | 2006-10-02,3.655,8m,monthly 96 | 2006-11-01,3.754,8m,monthly 97 | 2006-12-01,3.795,8m,monthly 98 | 2007-01-02,3.924,8m,monthly 99 | 2007-02-01,3.985,8m,monthly 100 | 2007-03-01,4.006,8m,monthly 101 | 2007-04-02,4.114,8m,monthly 102 | 2007-05-01,4.195,8m,monthly 103 | 2007-06-01,4.343,8m,monthly 104 | 2007-07-02,4.395,8m,monthly 105 | 2007-08-01,4.43,8m,monthly 106 | 2007-09-03,4.766,8m,monthly 107 | 2007-10-01,4.735,8m,monthly 108 | 2007-11-01,4.624,8m,monthly 109 | 2007-12-03,4.747,8m,monthly 110 | 2008-01-02,4.712,8m,monthly 111 | 2008-02-01,4.341,8m,monthly 112 | 2008-03-03,4.378,8m,monthly 113 | 2008-04-01,4.734,8m,monthly 114 | 2008-05-02,4.897,8m,monthly 115 | 2008-06-02,4.983,8m,monthly 116 | 2008-07-01,5.224,8m,monthly 117 | 2008-08-01,5.21,8m,monthly 118 | 2008-09-01,5.21,8m,monthly 119 | 2008-10-01,5.424,8m,monthly 120 | 2008-11-03,4.812,8m,monthly 121 | 2008-12-01,3.886,8m,monthly 122 | 2009-01-02,2.976,8m,monthly 123 | 2009-02-02,2.2,8m,monthly 124 | 2009-03-02,1.954,8m,monthly 125 | 2009-04-01,1.711,8m,monthly 126 | 2009-05-04,1.618,8m,monthly 127 | 2009-06-01,1.528,8m,monthly 128 | 2009-07-01,1.378,8m,monthly 129 | 2009-08-03,1.216,8m,monthly 130 | 2009-09-01,1.162,8m,monthly 131 | 2009-10-01,1.104,8m,monthly 132 | 2009-11-02,1.091,8m,monthly 133 | 2009-12-01,1.082,8m,monthly 134 | 2010-01-04,1.079,8m,monthly 135 | 2010-02-01,1.049,8m,monthly 136 | 2010-03-01,1.043,8m,monthly 137 | 2010-04-01,1.033,8m,monthly 138 | 2010-05-03,1.058,8m,monthly 139 | 2010-06-01,1.079,8m,monthly 140 | 2010-07-01,1.14,8m,monthly 141 | 2010-08-02,1.233,8m,monthly 142 | 2010-09-01,1.231,8m,monthly 143 | 2010-10-01,1.282,8m,monthly 144 | 2010-11-01,1.358,8m,monthly 145 | 2010-12-01,1.345,8m,monthly 146 | 2011-01-03,1.32,8m,monthly 147 | 2011-02-01,1.444,8m,monthly 148 | 2011-03-01,1.512,8m,monthly 149 | 2011-04-01,1.715,8m,monthly 150 | 2011-05-02,1.829,8m,monthly 151 | 2011-06-01,1.842,8m,monthly 152 | 2011-07-01,1.91,8m,monthly 153 | 2011-08-01,1.93,8m,monthly 154 | 2011-09-01,1.854,8m,monthly 155 | 2011-10-03,1.86,8m,monthly 156 | 2011-11-01,1.889,8m,monthly 157 | 2011-12-01,1.815,8m,monthly 158 | 2012-01-02,1.727,8m,monthly 159 | 2012-02-01,1.535,8m,monthly 160 | 2012-03-01,1.393,8m,monthly 161 | 2012-04-02,1.203,8m,monthly 162 | 2012-05-02,1.103,8m,monthly 163 | 2012-06-01,1.043,8m,monthly 164 | 2012-07-02,1.028,8m,monthly 165 | 2012-08-01,0.756,8m,monthly 166 | 2012-09-03,0.629,8m,monthly 167 | 2012-10-01,0.527,8m,monthly 168 | 2012-11-01,0.47,8m,monthly 169 | 2012-12-03,0.424,8m,monthly 170 | 2013-01-02,0.399,8m,monthly 171 | 2013-02-01,0.464,8m,monthly 172 | 2013-03-01,0.404,8m,monthly 173 | 2013-04-02,0.404,8m,monthly 174 | 2013-05-01,0.376,8m,monthly 175 | 2013-06-03,0.358,8m,monthly 176 | 2013-07-01,0.404,8m,monthly 177 | 2013-08-01,0.405,8m,monthly 178 | 2013-09-02,0.413,8m,monthly 179 | 2013-10-01,0.408,8m,monthly 180 | 2013-11-01,,8m,monthly 181 | 2013-12-02,,8m,monthly 182 | -------------------------------------------------------------------------------- /data/euribor-4m-monthly.csv: -------------------------------------------------------------------------------- 1 | date,rate,maturity_level,granularity 2 | 1999-01-01,3.239,4m,monthly 3 | 1999-02-01,3.052,4m,monthly 4 | 1999-03-01,3.082,4m,monthly 5 | 1999-04-01,2.933,4m,monthly 6 | 1999-05-03,2.59,4m,monthly 7 | 1999-06-01,2.594,4m,monthly 8 | 1999-07-01,2.668,4m,monthly 9 | 1999-08-02,2.746,4m,monthly 10 | 1999-09-01,3.056,4m,monthly 11 | 1999-10-01,3.139,4m,monthly 12 | 1999-11-01,3.519,4m,monthly 13 | 1999-12-01,3.453,4m,monthly 14 | 2000-01-03,3.411,4m,monthly 15 | 2000-02-01,3.559,4m,monthly 16 | 2000-03-01,3.684,4m,monthly 17 | 2000-04-03,3.879,4m,monthly 18 | 2000-05-02,4.16,4m,monthly 19 | 2000-06-01,4.528,4m,monthly 20 | 2000-07-03,4.619,4m,monthly 21 | 2000-08-01,4.735,4m,monthly 22 | 2000-09-01,4.966,4m,monthly 23 | 2000-10-02,5.009,4m,monthly 24 | 2000-11-01,5.157,4m,monthly 25 | 2000-12-01,5.023,4m,monthly 26 | 2001-02-01,4.677,4m,monthly 27 | 2001-03-01,4.721,4m,monthly 28 | 2001-04-02,4.518,4m,monthly 29 | 2001-05-02,4.799,4m,monthly 30 | 2001-06-01,4.472,4m,monthly 31 | 2001-07-02,4.395,4m,monthly 32 | 2001-08-01,4.386,4m,monthly 33 | 2001-09-03,4.22,4m,monthly 34 | 2001-10-01,3.615,4m,monthly 35 | 2001-10-15,,4m,monthly 36 | 2001-11-01,3.441,4m,monthly 37 | 2001-12-03,3.294,4m,monthly 38 | 2002-01-02,3.259,4m,monthly 39 | 2002-02-01,3.386,4m,monthly 40 | 2002-03-01,3.381,4m,monthly 41 | 2002-04-02,3.493,4m,monthly 42 | 2002-05-02,3.416,4m,monthly 43 | 2002-06-03,3.533,4m,monthly 44 | 2002-07-01,3.455,4m,monthly 45 | 2002-08-01,3.381,4m,monthly 46 | 2002-09-02,3.354,4m,monthly 47 | 2002-10-01,3.241,4m,monthly 48 | 2002-11-01,3.199,4m,monthly 49 | 2002-12-02,3.004,4m,monthly 50 | 2003-01-02,2.833,4m,monthly 51 | 2003-02-03,2.785,4m,monthly 52 | 2003-03-03,2.465,4m,monthly 53 | 2003-04-01,2.471,4m,monthly 54 | 2003-05-02,2.463,4m,monthly 55 | 2003-06-02,2.232,4m,monthly 56 | 2003-07-01,2.116,4m,monthly 57 | 2003-08-01,2.139,4m,monthly 58 | 2003-09-01,2.169,4m,monthly 59 | 2003-10-01,2.112,4m,monthly 60 | 2003-11-03,2.178,4m,monthly 61 | 2003-12-01,2.188,4m,monthly 62 | 2004-01-02,2.129,4m,monthly 63 | 2004-02-02,2.108,4m,monthly 64 | 2004-03-01,2.045,4m,monthly 65 | 2004-04-01,1.949,4m,monthly 66 | 2004-05-03,2.081,4m,monthly 67 | 2004-06-01,2.113,4m,monthly 68 | 2004-07-01,2.133,4m,monthly 69 | 2004-08-02,2.134,4m,monthly 70 | 2004-09-01,2.133,4m,monthly 71 | 2004-10-01,2.166,4m,monthly 72 | 2004-11-01,2.162,4m,monthly 73 | 2004-12-01,2.181,4m,monthly 74 | 2005-01-03,2.174,4m,monthly 75 | 2005-02-01,2.154,4m,monthly 76 | 2005-03-01,2.159,4m,monthly 77 | 2005-04-01,2.166,4m,monthly 78 | 2005-05-02,2.131,4m,monthly 79 | 2005-06-01,2.126,4m,monthly 80 | 2005-07-01,2.106,4m,monthly 81 | 2005-08-01,2.136,4m,monthly 82 | 2005-09-01,2.142,4m,monthly 83 | 2005-10-03,2.188,4m,monthly 84 | 2005-11-01,2.304,4m,monthly 85 | 2005-12-01,2.524,4m,monthly 86 | 2006-01-02,2.55,4m,monthly 87 | 2006-02-01,2.609,4m,monthly 88 | 2006-03-01,2.706,4m,monthly 89 | 2006-04-03,2.882,4m,monthly 90 | 2006-05-02,2.907,4m,monthly 91 | 2006-06-01,3.022,4m,monthly 92 | 2006-07-03,3.128,4m,monthly 93 | 2006-08-01,3.22,4m,monthly 94 | 2006-09-01,3.343,4m,monthly 95 | 2006-10-02,3.485,4m,monthly 96 | 2006-11-01,3.605,4m,monthly 97 | 2006-12-01,3.676,4m,monthly 98 | 2007-01-02,3.77,4m,monthly 99 | 2007-02-01,3.829,4m,monthly 100 | 2007-03-01,3.895,4m,monthly 101 | 2007-04-02,3.979,4m,monthly 102 | 2007-05-01,4.057,4m,monthly 103 | 2007-06-01,4.173,4m,monthly 104 | 2007-07-02,4.226,4m,monthly 105 | 2007-08-01,4.295,4m,monthly 106 | 2007-09-03,4.763,4m,monthly 107 | 2007-10-01,4.761,4m,monthly 108 | 2007-11-01,4.606,4m,monthly 109 | 2007-12-03,4.821,4m,monthly 110 | 2008-01-02,4.682,4m,monthly 111 | 2008-02-01,4.365,4m,monthly 112 | 2008-03-03,4.38,4m,monthly 113 | 2008-04-01,4.73,4m,monthly 114 | 2008-05-02,4.861,4m,monthly 115 | 2008-06-02,4.888,4m,monthly 116 | 2008-07-01,5.003,4m,monthly 117 | 2008-08-01,5.02,4m,monthly 118 | 2008-09-01,5.087,4m,monthly 119 | 2008-10-01,5.341,4m,monthly 120 | 2008-11-03,4.761,4m,monthly 121 | 2008-12-01,3.835,4m,monthly 122 | 2009-01-02,2.893,4m,monthly 123 | 2009-02-02,2.111,4m,monthly 124 | 2009-03-02,1.856,4m,monthly 125 | 2009-04-01,1.571,4m,monthly 126 | 2009-05-04,1.424,4m,monthly 127 | 2009-06-01,1.334,4m,monthly 128 | 2009-07-01,1.169,4m,monthly 129 | 2009-08-03,0.971,4m,monthly 130 | 2009-09-01,0.919,4m,monthly 131 | 2009-10-01,0.843,4m,monthly 132 | 2009-11-02,0.816,4m,monthly 133 | 2009-12-01,0.809,4m,monthly 134 | 2010-01-04,0.793,4m,monthly 135 | 2010-02-01,0.763,4m,monthly 136 | 2010-03-01,0.757,4m,monthly 137 | 2010-04-01,0.743,4m,monthly 138 | 2010-05-03,0.767,4m,monthly 139 | 2010-06-01,0.792,4m,monthly 140 | 2010-07-01,0.857,4m,monthly 141 | 2010-08-02,0.961,4m,monthly 142 | 2010-09-01,0.956,4m,monthly 143 | 2010-10-01,1.008,4m,monthly 144 | 2010-11-01,1.098,4m,monthly 145 | 2010-12-01,1.082,4m,monthly 146 | 2011-01-03,1.057,4m,monthly 147 | 2011-02-01,1.147,4m,monthly 148 | 2011-03-01,1.185,4m,monthly 149 | 2011-04-01,1.343,4m,monthly 150 | 2011-05-02,1.485,4m,monthly 151 | 2011-06-01,1.513,4m,monthly 152 | 2011-07-01,1.618,4m,monthly 153 | 2011-08-01,1.662,4m,monthly 154 | 2011-09-01,1.603,4m,monthly 155 | 2011-10-03,1.612,4m,monthly 156 | 2011-11-01,1.637,4m,monthly 157 | 2011-12-01,1.537,4m,monthly 158 | 2012-01-02,1.425,4m,monthly 159 | 2012-02-01,1.213,4m,monthly 160 | 2012-03-01,1.069,4m,monthly 161 | 2012-04-02,0.882,4m,monthly 162 | 2012-05-02,0.809,4m,monthly 163 | 2012-06-01,0.765,4m,monthly 164 | 2012-07-02,0.749,4m,monthly 165 | 2012-08-01,0.481,4m,monthly 166 | 2012-09-03,0.36,4m,monthly 167 | 2012-10-01,0.287,4m,monthly 168 | 2012-11-01,0.258,4m,monthly 169 | 2012-12-03,0.236,4m,monthly 170 | 2013-01-02,0.229,4m,monthly 171 | 2013-02-01,0.286,4m,monthly 172 | 2013-03-01,0.247,4m,monthly 173 | 2013-04-02,0.25,4m,monthly 174 | 2013-05-01,0.242,4m,monthly 175 | 2013-06-03,0.233,4m,monthly 176 | 2013-07-01,0.261,4m,monthly 177 | 2013-08-01,0.264,4m,monthly 178 | 2013-09-02,0.258,4m,monthly 179 | 2013-10-01,0.258,4m,monthly 180 | 2013-11-01,,4m,monthly 181 | 2013-12-02,,4m,monthly 182 | -------------------------------------------------------------------------------- /data/euribor-5m-monthly.csv: -------------------------------------------------------------------------------- 1 | date,rate,maturity_level,granularity 2 | 1999-01-01,3.239,5m,monthly 3 | 1999-02-01,3.035,5m,monthly 4 | 1999-03-01,3.069,5m,monthly 5 | 1999-04-01,2.927,5m,monthly 6 | 1999-05-03,2.597,5m,monthly 7 | 1999-06-01,2.601,5m,monthly 8 | 1999-07-01,2.687,5m,monthly 9 | 1999-08-02,2.992,5m,monthly 10 | 1999-09-01,3.072,5m,monthly 11 | 1999-10-01,3.155,5m,monthly 12 | 1999-11-01,3.531,5m,monthly 13 | 1999-12-01,3.46,5m,monthly 14 | 2000-01-03,3.469,5m,monthly 15 | 2000-02-01,3.625,5m,monthly 16 | 2000-03-01,3.752,5m,monthly 17 | 2000-04-03,3.944,5m,monthly 18 | 2000-05-02,4.216,5m,monthly 19 | 2000-06-01,4.603,5m,monthly 20 | 2000-07-03,4.684,5m,monthly 21 | 2000-08-01,4.876,5m,monthly 22 | 2000-09-01,5.01,5m,monthly 23 | 2000-10-02,5.031,5m,monthly 24 | 2000-11-01,5.176,5m,monthly 25 | 2000-12-01,5.027,5m,monthly 26 | 2001-02-01,4.645,5m,monthly 27 | 2001-03-01,4.671,5m,monthly 28 | 2001-04-02,4.468,5m,monthly 29 | 2001-05-02,4.782,5m,monthly 30 | 2001-06-01,4.443,5m,monthly 31 | 2001-07-02,4.374,5m,monthly 32 | 2001-08-01,4.356,5m,monthly 33 | 2001-09-03,4.172,5m,monthly 34 | 2001-10-01,3.579,5m,monthly 35 | 2001-10-15,,5m,monthly 36 | 2001-11-01,3.387,5m,monthly 37 | 2001-12-03,3.25,5m,monthly 38 | 2002-01-02,3.241,5m,monthly 39 | 2002-02-01,3.399,5m,monthly 40 | 2002-03-01,3.398,5m,monthly 41 | 2002-04-02,3.544,5m,monthly 42 | 2002-05-02,3.453,5m,monthly 43 | 2002-06-03,3.587,5m,monthly 44 | 2002-07-01,3.476,5m,monthly 45 | 2002-08-01,3.392,5m,monthly 46 | 2002-09-02,3.344,5m,monthly 47 | 2002-10-01,3.199,5m,monthly 48 | 2002-11-01,3.161,5m,monthly 49 | 2002-12-02,2.988,5m,monthly 50 | 2003-01-02,2.811,5m,monthly 51 | 2003-02-03,2.75,5m,monthly 52 | 2003-03-03,2.443,5m,monthly 53 | 2003-04-01,2.446,5m,monthly 54 | 2003-05-02,2.434,5m,monthly 55 | 2003-06-02,2.214,5m,monthly 56 | 2003-07-01,2.092,5m,monthly 57 | 2003-08-01,2.149,5m,monthly 58 | 2003-09-01,2.185,5m,monthly 59 | 2003-10-01,2.102,5m,monthly 60 | 2003-11-03,2.197,5m,monthly 61 | 2003-12-01,2.217,5m,monthly 62 | 2004-01-02,2.139,5m,monthly 63 | 2004-02-02,2.118,5m,monthly 64 | 2004-03-01,2.044,5m,monthly 65 | 2004-04-01,1.939,5m,monthly 66 | 2004-05-03,2.091,5m,monthly 67 | 2004-06-01,2.136,5m,monthly 68 | 2004-07-01,2.149,5m,monthly 69 | 2004-08-02,2.158,5m,monthly 70 | 2004-09-01,2.146,5m,monthly 71 | 2004-10-01,2.182,5m,monthly 72 | 2004-11-01,2.175,5m,monthly 73 | 2004-12-01,2.189,5m,monthly 74 | 2005-01-03,2.189,5m,monthly 75 | 2005-02-01,2.172,5m,monthly 76 | 2005-03-01,2.179,5m,monthly 77 | 2005-04-01,2.182,5m,monthly 78 | 2005-05-02,2.139,5m,monthly 79 | 2005-06-01,2.126,5m,monthly 80 | 2005-07-01,2.106,5m,monthly 81 | 2005-08-01,2.143,5m,monthly 82 | 2005-09-01,2.151,5m,monthly 83 | 2005-10-03,2.199,5m,monthly 84 | 2005-11-01,2.343,5m,monthly 85 | 2005-12-01,2.564,5m,monthly 86 | 2006-01-02,2.595,5m,monthly 87 | 2006-02-01,2.649,5m,monthly 88 | 2006-03-01,2.751,5m,monthly 89 | 2006-04-03,2.933,5m,monthly 90 | 2006-05-02,2.963,5m,monthly 91 | 2006-06-01,3.084,5m,monthly 92 | 2006-07-03,3.175,5m,monthly 93 | 2006-08-01,3.283,5m,monthly 94 | 2006-09-01,3.411,5m,monthly 95 | 2006-10-02,3.528,5m,monthly 96 | 2006-11-01,3.649,5m,monthly 97 | 2006-12-01,3.716,5m,monthly 98 | 2007-01-02,3.808,5m,monthly 99 | 2007-02-01,3.875,5m,monthly 100 | 2007-03-01,3.932,5m,monthly 101 | 2007-04-02,4.015,5m,monthly 102 | 2007-05-01,4.096,5m,monthly 103 | 2007-06-01,4.223,5m,monthly 104 | 2007-07-02,4.265,5m,monthly 105 | 2007-08-01,4.337,5m,monthly 106 | 2007-09-03,4.764,5m,monthly 107 | 2007-10-01,4.758,5m,monthly 108 | 2007-11-01,4.614,5m,monthly 109 | 2007-12-03,4.795,5m,monthly 110 | 2008-01-02,4.695,5m,monthly 111 | 2008-02-01,4.36,5m,monthly 112 | 2008-03-03,4.379,5m,monthly 113 | 2008-04-01,4.731,5m,monthly 114 | 2008-05-02,4.868,5m,monthly 115 | 2008-06-02,4.908,5m,monthly 116 | 2008-07-01,5.061,5m,monthly 117 | 2008-08-01,5.107,5m,monthly 118 | 2008-09-01,5.126,5m,monthly 119 | 2008-10-01,5.387,5m,monthly 120 | 2008-11-03,4.774,5m,monthly 121 | 2008-12-01,3.847,5m,monthly 122 | 2009-01-02,2.908,5m,monthly 123 | 2009-02-02,2.138,5m,monthly 124 | 2009-03-02,1.881,5m,monthly 125 | 2009-04-01,1.608,5m,monthly 126 | 2009-05-04,1.48,5m,monthly 127 | 2009-06-01,1.401,5m,monthly 128 | 2009-07-01,1.239,5m,monthly 129 | 2009-08-03,1.057,5m,monthly 130 | 2009-09-01,0.996,5m,monthly 131 | 2009-10-01,0.925,5m,monthly 132 | 2009-11-02,0.904,5m,monthly 133 | 2009-12-01,0.9,5m,monthly 134 | 2010-01-04,0.886,5m,monthly 135 | 2010-02-01,0.852,5m,monthly 136 | 2010-03-01,0.847,5m,monthly 137 | 2010-04-01,0.838,5m,monthly 138 | 2010-05-03,0.864,5m,monthly 139 | 2010-06-01,0.888,5m,monthly 140 | 2010-07-01,0.952,5m,monthly 141 | 2010-08-02,1.048,5m,monthly 142 | 2010-09-01,1.038,5m,monthly 143 | 2010-10-01,1.085,5m,monthly 144 | 2010-11-01,1.177,5m,monthly 145 | 2010-12-01,1.162,5m,monthly 146 | 2011-01-03,1.137,5m,monthly 147 | 2011-02-01,1.229,5m,monthly 148 | 2011-03-01,1.275,5m,monthly 149 | 2011-04-01,1.441,5m,monthly 150 | 2011-05-02,1.579,5m,monthly 151 | 2011-06-01,1.613,5m,monthly 152 | 2011-07-01,1.705,5m,monthly 153 | 2011-08-01,1.737,5m,monthly 154 | 2011-09-01,1.668,5m,monthly 155 | 2011-10-03,1.678,5m,monthly 156 | 2011-11-01,1.703,5m,monthly 157 | 2011-12-01,1.612,5m,monthly 158 | 2012-01-02,1.507,5m,monthly 159 | 2012-02-01,1.306,5m,monthly 160 | 2012-03-01,1.167,5m,monthly 161 | 2012-04-02,0.977,5m,monthly 162 | 2012-05-02,0.902,5m,monthly 163 | 2012-06-01,0.853,5m,monthly 164 | 2012-07-02,0.839,5m,monthly 165 | 2012-08-01,0.572,5m,monthly 166 | 2012-09-03,0.453,5m,monthly 167 | 2012-10-01,0.37,5m,monthly 168 | 2012-11-01,0.325,5m,monthly 169 | 2012-12-03,0.291,5m,monthly 170 | 2013-01-02,0.277,5m,monthly 171 | 2013-02-01,0.335,5m,monthly 172 | 2013-03-01,0.289,5m,monthly 173 | 2013-04-02,0.29,5m,monthly 174 | 2013-05-01,0.281,5m,monthly 175 | 2013-06-03,0.263,5m,monthly 176 | 2013-07-01,0.295,5m,monthly 177 | 2013-08-01,0.297,5m,monthly 178 | 2013-09-02,0.298,5m,monthly 179 | 2013-10-01,0.297,5m,monthly 180 | 2013-11-01,,5m,monthly 181 | 2013-12-02,,5m,monthly 182 | -------------------------------------------------------------------------------- /scripts/scrap_euribor.py: -------------------------------------------------------------------------------- 1 | # -*- coding: utf8 -*- 2 | import os 3 | import csv 4 | import requests 5 | import pandas as pd 6 | from lxml import html 7 | from datetime import datetime as date 8 | 9 | base_url = 'http://www.euribor-rates.eu' 10 | url = 'euribor-{}.asp?i1={}&i2=1' 11 | 12 | granularity = 'monthly' 13 | 14 | current_year = date.now().year + 1 15 | 16 | # To get infos from 1999 to last year. Notice that end of range is not included 17 | years_available_in_history = [str(year) for year in range(1999, current_year)] 18 | 19 | # Pattern for file naming 20 | file_name = 'euribor-{}-{}.csv'.format 21 | 22 | # Data From 2019 to current year is available in a different format 1m, 3m, 6m, 12m 23 | # Data from 2001 to 2018 is available in a different format 1w, 2w, 1m,2m,3m,4m,5m,6m,7m,8m,9m,10m,11m,12m 24 | 25 | 26 | def initialize_csv_files(): 27 | """ 28 | Clear all existing CSV files in the 'data' directory. 29 | This ensures no old data remains before new data is written. 30 | """ 31 | data_dir = 'data' 32 | if not os.path.exists(data_dir): 33 | os.makedirs(data_dir) 34 | 35 | for granularity in ['1w', '2w', '3w', '1m','2m','3m', '4m','5m', '6m','7m','8m','9m','10m','11m', '12m']: 36 | if 'w' in granularity: 37 | level = 'weekly' 38 | elif 'm' in granularity: 39 | level = 'monthly' 40 | file_path = os.path.join(data_dir, file_name(granularity, level)) 41 | with open(file_path, 'w', newline='') as csvfile: 42 | writer = csv.writer(csvfile, delimiter=',') 43 | writer.writerow(['date', 'rate', 'maturity_level', 'granularity']) 44 | 45 | 46 | def get_available_maturity_levels(year, **kwargs): 47 | page = requests.get(base_url + '/' + url.format(year, "1")) 48 | return page.url 49 | 50 | def remove_percentages(value): 51 | return value.replace('%', '').replace(' ', '') 52 | 53 | def shorten_label(label): 54 | label = label.replace( 55 | ' ', '' 56 | ).replace( 57 | 'weeks', 58 | 'w' 59 | ).replace( 60 | 'week', 61 | 'w' 62 | ).replace( 63 | 'months', 64 | 'm' 65 | ).replace( 66 | 'month', 67 | 'm' 68 | ).replace( 69 | 'Euribor', 70 | '' 71 | ) 72 | return label 73 | 74 | 75 | def shorten_labels(labels): 76 | return list(map(lambda x: shorten_label(x), labels)) 77 | 78 | def get_data(): 79 | for year in years_available_in_history: 80 | page = requests.get(base_url + '/' + url.format(year, "1")) 81 | tree = html.fromstring(page.content) 82 | # Fetch all the rows 83 | dates = [] 84 | values = [] 85 | rows = tree.xpath("//table//tr") 86 | header = None 87 | if rows: 88 | for row in rows: 89 | cells = row.xpath(".//th//text() | .//td//text()") 90 | cells = [cell.strip() for cell in cells if cell.strip()] 91 | if header is None: 92 | if cells: 93 | header = cells 94 | for i, label in enumerate(header): 95 | header[i] = shorten_label(label) 96 | else: 97 | dates.append(cells[0]) 98 | values.append(cells[1:]) 99 | # Remove the percentage sign and the space 100 | for i, label in enumerate(values): 101 | for j, value in enumerate(label): 102 | values[i][j] = remove_percentages(value) 103 | df = pd.DataFrame(values, columns=header) 104 | 105 | # Format dates with leading zeros for single-digit months and days 106 | for i, dt in enumerate(dates): 107 | dates[i] = dt.replace(' ', '') 108 | dates[i] = dt.split('/') 109 | # Ensure month and day are two digits by formatting 110 | dates[i] = f"{dates[i][2]}-{int(dates[i][1]):02d}-{int(dates[i][0]):02d}" 111 | 112 | for granularity, level in zip(header, values): 113 | if 'm' in granularity: 114 | level = 'monthly' 115 | elif 'w' in granularity: 116 | level = 'weekly' 117 | 118 | # Open the CSV file in append mode ('a') to add more data 119 | with open(f'data/{file_name(granularity, level)}', 'a', newline='') as csvfile: 120 | writer = csv.writer(csvfile, delimiter=',') 121 | 122 | # Track the written dates to prevent duplicates 123 | written_dates = set() 124 | 125 | # Iterate over the values and write each row only if it's not a duplicate 126 | for i, dt in enumerate(dates): 127 | if dt not in written_dates: 128 | vals = df[granularity].values[i] 129 | if vals == '-' or not vals: 130 | vals = "" 131 | writer.writerow([dt, vals, granularity, level]) 132 | written_dates.add(dt) 133 | 134 | else: 135 | print(f"No rows found for year {year}") 136 | 137 | def order_by_date(): 138 | data = os.listdir('data') 139 | for file in data: 140 | file_path = f'data/{file}' 141 | df = pd.read_csv(file_path) 142 | df['date'] = pd.to_datetime(df['date'], format='%Y-%d-%m') 143 | df.sort_values(by='date', inplace=True) 144 | df.to_csv(file_path, index=False) 145 | 146 | def remove_duplicates(): 147 | data = os.listdir('data') 148 | for file in data: 149 | file_path = f'data/{file}' 150 | df = pd.read_csv(file_path) 151 | df.drop_duplicates(subset=['date'], keep='first', inplace=True) 152 | df.to_csv(file_path, index=False) 153 | 154 | if __name__ == '__main__': 155 | initialize_csv_files() 156 | get_data() 157 | remove_duplicates() 158 | order_by_date() 159 | -------------------------------------------------------------------------------- /data/euribor-2w-weekly.csv: -------------------------------------------------------------------------------- 1 | date,rate,maturity_level,granularity 2 | 2001-02-01,,2w,weekly 3 | 2001-03-01,,2w,weekly 4 | 2001-04-02,,2w,weekly 5 | 2001-05-02,,2w,weekly 6 | 2001-06-01,,2w,weekly 7 | 2001-07-02,,2w,weekly 8 | 2001-08-01,,2w,weekly 9 | 2001-09-03,,2w,weekly 10 | 2001-10-01,,2w,weekly 11 | 2001-10-15,3.828,2w,weekly 12 | 2001-11-01,3.734,2w,weekly 13 | 2001-12-03,3.321,2w,weekly 14 | 2002-01-02,3.32,2w,weekly 15 | 2002-02-01,3.348,2w,weekly 16 | 2002-03-01,3.333,2w,weekly 17 | 2002-04-02,3.341,2w,weekly 18 | 2002-05-02,3.324,2w,weekly 19 | 2002-06-03,3.365,2w,weekly 20 | 2002-07-01,3.367,2w,weekly 21 | 2002-08-01,3.336,2w,weekly 22 | 2002-09-02,3.316,2w,weekly 23 | 2002-10-01,3.314,2w,weekly 24 | 2002-11-01,3.302,2w,weekly 25 | 2002-12-02,3.216,2w,weekly 26 | 2003-01-02,2.905,2w,weekly 27 | 2003-02-03,2.829,2w,weekly 28 | 2003-03-03,2.749,2w,weekly 29 | 2003-04-01,2.571,2w,weekly 30 | 2003-05-02,2.574,2w,weekly 31 | 2003-06-02,2.495,2w,weekly 32 | 2003-07-01,2.149,2w,weekly 33 | 2003-08-01,2.103,2w,weekly 34 | 2003-09-01,2.119,2w,weekly 35 | 2003-10-01,2.088,2w,weekly 36 | 2003-11-03,2.08,2w,weekly 37 | 2003-12-01,2.087,2w,weekly 38 | 2004-01-02,2.09,2w,weekly 39 | 2004-02-02,2.065,2w,weekly 40 | 2004-03-01,2.056,2w,weekly 41 | 2004-04-01,2.029,2w,weekly 42 | 2004-05-03,2.054,2w,weekly 43 | 2004-06-01,2.055,2w,weekly 44 | 2004-07-01,2.07,2w,weekly 45 | 2004-08-02,2.065,2w,weekly 46 | 2004-09-01,2.067,2w,weekly 47 | 2004-10-01,2.071,2w,weekly 48 | 2004-11-01,2.084,2w,weekly 49 | 2004-12-01,2.083,2w,weekly 50 | 2005-01-03,2.112,2w,weekly 51 | 2005-02-01,2.098,2w,weekly 52 | 2005-03-01,2.092,2w,weekly 53 | 2005-04-01,2.093,2w,weekly 54 | 2005-05-02,2.093,2w,weekly 55 | 2005-06-01,2.1,2w,weekly 56 | 2005-07-01,2.1,2w,weekly 57 | 2005-08-01,2.101,2w,weekly 58 | 2005-09-01,2.102,2w,weekly 59 | 2005-10-03,2.107,2w,weekly 60 | 2005-11-01,2.099,2w,weekly 61 | 2005-12-01,2.335,2w,weekly 62 | 2006-01-02,2.363,2w,weekly 63 | 2006-02-01,2.363,2w,weekly 64 | 2006-03-01,2.54,2w,weekly 65 | 2006-04-03,2.626,2w,weekly 66 | 2006-05-02,2.643,2w,weekly 67 | 2006-06-01,2.666,2w,weekly 68 | 2006-07-03,2.851,2w,weekly 69 | 2006-08-01,2.951,2w,weekly 70 | 2006-09-01,3.077,2w,weekly 71 | 2006-10-02,3.214,2w,weekly 72 | 2006-11-01,3.347,2w,weekly 73 | 2006-12-01,3.451,2w,weekly 74 | 2007-01-02,3.615,2w,weekly 75 | 2007-02-01,3.593,2w,weekly 76 | 2007-03-01,3.672,2w,weekly 77 | 2007-04-02,3.853,2w,weekly 78 | 2007-05-01,3.848,2w,weekly 79 | 2007-06-01,3.925,2w,weekly 80 | 2007-07-02,4.086,2w,weekly 81 | 2007-08-01,4.084,2w,weekly 82 | 2007-09-03,4.262,2w,weekly 83 | 2007-10-01,4.196,2w,weekly 84 | 2007-11-01,4.114,2w,weekly 85 | 2007-12-03,4.122,2w,weekly 86 | 2008-01-02,4.158,2w,weekly 87 | 2008-02-01,4.166,2w,weekly 88 | 2008-03-03,4.132,2w,weekly 89 | 2008-04-01,4.254,2w,weekly 90 | 2008-05-02,4.298,2w,weekly 91 | 2008-06-02,4.257,2w,weekly 92 | 2008-07-01,4.243,2w,weekly 93 | 2008-08-01,4.42,2w,weekly 94 | 2008-09-01,4.424,2w,weekly 95 | 2008-10-01,4.887,2w,weekly 96 | 2008-11-03,3.934,2w,weekly 97 | 2008-12-01,3.16,2w,weekly 98 | 2009-01-02,2.429,2w,weekly 99 | 2009-02-02,1.527,2w,weekly 100 | 2009-03-02,1.39,2w,weekly 101 | 2009-04-01,1.008,2w,weekly 102 | 2009-05-04,0.825,2w,weekly 103 | 2009-06-01,0.897,2w,weekly 104 | 2009-07-01,0.56,2w,weekly 105 | 2009-08-03,0.392,2w,weekly 106 | 2009-09-01,0.37,2w,weekly 107 | 2009-10-01,0.368,2w,weekly 108 | 2009-11-02,0.369,2w,weekly 109 | 2009-12-01,0.394,2w,weekly 110 | 2010-01-04,0.393,2w,weekly 111 | 2010-02-01,0.361,2w,weekly 112 | 2010-03-01,0.361,2w,weekly 113 | 2010-04-01,0.358,2w,weekly 114 | 2010-05-03,0.367,2w,weekly 115 | 2010-06-01,0.375,2w,weekly 116 | 2010-07-01,0.46,2w,weekly 117 | 2010-08-02,0.6,2w,weekly 118 | 2010-09-01,0.544,2w,weekly 119 | 2010-10-01,0.665,2w,weekly 120 | 2010-11-01,0.795,2w,weekly 121 | 2010-12-01,0.668,2w,weekly 122 | 2011-01-03,0.641,2w,weekly 123 | 2011-02-01,0.931,2w,weekly 124 | 2011-03-01,0.779,2w,weekly 125 | 2011-04-01,0.856,2w,weekly 126 | 2011-05-02,1.236,2w,weekly 127 | 2011-06-01,1.102,2w,weekly 128 | 2011-07-01,1.236,2w,weekly 129 | 2011-08-01,1.299,2w,weekly 130 | 2011-09-01,1.202,2w,weekly 131 | 2011-10-03,1.246,2w,weekly 132 | 2011-11-01,1.212,2w,weekly 133 | 2011-12-01,0.986,2w,weekly 134 | 2012-01-02,0.738,2w,weekly 135 | 2012-02-01,0.48,2w,weekly 136 | 2012-03-01,0.392,2w,weekly 137 | 2012-04-02,0.337,2w,weekly 138 | 2012-05-02,0.334,2w,weekly 139 | 2012-06-01,0.333,2w,weekly 140 | 2012-07-02,0.333,2w,weekly 141 | 2012-08-01,0.109,2w,weekly 142 | 2012-09-03,0.098,2w,weekly 143 | 2012-10-01,0.09,2w,weekly 144 | 2012-11-01,0.087,2w,weekly 145 | 2012-12-03,0.083,2w,weekly 146 | 2013-01-02,0.088,2w,weekly 147 | 2013-02-01,0.094,2w,weekly 148 | 2013-03-01,0.089,2w,weekly 149 | 2013-04-02,0.092,2w,weekly 150 | 2013-05-01,0.092,2w,weekly 151 | 2013-06-03,0.093,2w,weekly 152 | 2013-07-01,0.1,2w,weekly 153 | 2013-08-01,0.111,2w,weekly 154 | 2013-09-02,0.106,2w,weekly 155 | 2013-10-01,0.107,2w,weekly 156 | 2013-11-01,0.11,2w,weekly 157 | 2013-12-02,0.129,2w,weekly 158 | 2014-01-02,0.194,2w,weekly 159 | 2014-02-03,0.197,2w,weekly 160 | 2014-03-03,0.194,2w,weekly 161 | 2014-04-01,0.205,2w,weekly 162 | 2014-05-02,0.234,2w,weekly 163 | 2014-06-02,0.241,2w,weekly 164 | 2014-07-01,0.061,2w,weekly 165 | 2014-08-01,0.058,2w,weekly 166 | 2014-09-01,0.038,2w,weekly 167 | 2014-10-01,-0.012,2w,weekly 168 | 2014-11-03,-0.005,2w,weekly 169 | 2014-12-01,-0.002,2w,weekly 170 | 2015-01-02,-0.011,2w,weekly 171 | 2015-02-02,-0.017,2w,weekly 172 | 2015-03-02,-0.028,2w,weekly 173 | 2015-04-01,-0.047,2w,weekly 174 | 2015-05-04,-0.083,2w,weekly 175 | 2015-06-01,-0.108,2w,weekly 176 | 2015-07-01,-0.112,2w,weekly 177 | 2015-08-03,-0.124,2w,weekly 178 | 2015-09-01,-0.139,2w,weekly 179 | 2015-10-01,-0.143,2w,weekly 180 | 2015-11-02,-0.148,2w,weekly 181 | 2015-12-01,-0.174,2w,weekly 182 | 2016-01-04,-0.241,2w,weekly 183 | 2016-02-01,-0.252,2w,weekly 184 | 2016-03-01,-0.263,2w,weekly 185 | 2016-04-01,-0.348,2w,weekly 186 | 2016-05-02,-0.352,2w,weekly 187 | 2016-06-01,-0.36,2w,weekly 188 | 2016-07-01,-0.369,2w,weekly 189 | 2016-08-01,-0.372,2w,weekly 190 | 2016-09-01,-0.377,2w,weekly 191 | 2016-10-03,-0.373,2w,weekly 192 | 2016-11-01,-0.376,2w,weekly 193 | 2016-12-01,-0.373,2w,weekly 194 | 2017-01-02,-0.374,2w,weekly 195 | 2017-02-01,-0.375,2w,weekly 196 | 2017-03-01,-0.372,2w,weekly 197 | 2017-04-03,-0.372,2w,weekly 198 | 2017-05-02,-0.374,2w,weekly 199 | 2017-06-01,-0.372,2w,weekly 200 | 2017-07-03,-0.373,2w,weekly 201 | 2017-08-01,-0.378,2w,weekly 202 | 2017-09-01,-0.377,2w,weekly 203 | 2017-10-02,-0.376,2w,weekly 204 | 2017-11-01,-0.376,2w,weekly 205 | 2017-12-01,-0.373,2w,weekly 206 | 2018-01-02,-0.373,2w,weekly 207 | 2018-02-01,-0.372,2w,weekly 208 | 2018-03-01,-0.372,2w,weekly 209 | 2018-04-03,-0.376,2w,weekly 210 | 2018-05-02,-0.378,2w,weekly 211 | 2018-06-01,-0.374,2w,weekly 212 | 2018-07-02,-0.374,2w,weekly 213 | 2018-08-01,-0.371,2w,weekly 214 | 2018-09-03,-0.371,2w,weekly 215 | 2018-10-01,-0.371,2w,weekly 216 | 2018-11-01,-0.371,2w,weekly 217 | 2018-12-03,,2w,weekly 218 | -------------------------------------------------------------------------------- /data/euribor-9m-monthly.csv: -------------------------------------------------------------------------------- 1 | date,rate,maturity_level,granularity 2 | 1999-01-01,3.22,9m,monthly 3 | 1999-02-01,2.994,9m,monthly 4 | 1999-03-01,3.055,9m,monthly 5 | 1999-04-01,2.937,9m,monthly 6 | 1999-05-03,2.665,9m,monthly 7 | 1999-06-01,2.692,9m,monthly 8 | 1999-07-01,2.845,9m,monthly 9 | 1999-08-02,3.092,9m,monthly 10 | 1999-09-01,3.178,9m,monthly 11 | 1999-10-01,3.276,9m,monthly 12 | 1999-11-01,3.641,9m,monthly 13 | 1999-12-01,3.601,9m,monthly 14 | 2000-01-03,3.697,9m,monthly 15 | 2000-02-01,3.896,9m,monthly 16 | 2000-03-01,4.004,9m,monthly 17 | 2000-04-03,4.189,9m,monthly 18 | 2000-05-02,4.446,9m,monthly 19 | 2000-06-01,4.863,9m,monthly 20 | 2000-07-03,4.903,9m,monthly 21 | 2000-08-01,5.054,9m,monthly 22 | 2000-09-01,5.166,9m,monthly 23 | 2000-10-02,5.112,9m,monthly 24 | 2000-11-01,5.235,9m,monthly 25 | 2000-12-01,5.038,9m,monthly 26 | 2001-02-01,4.528,9m,monthly 27 | 2001-03-01,4.541,9m,monthly 28 | 2001-04-02,4.349,9m,monthly 29 | 2001-05-02,4.742,9m,monthly 30 | 2001-06-01,4.403,9m,monthly 31 | 2001-07-02,4.321,9m,monthly 32 | 2001-08-01,4.25,9m,monthly 33 | 2001-09-03,4.022,9m,monthly 34 | 2001-10-01,3.504,9m,monthly 35 | 2001-10-15,,9m,monthly 36 | 2001-11-01,3.239,9m,monthly 37 | 2001-12-03,3.17,9m,monthly 38 | 2002-01-02,3.233,9m,monthly 39 | 2002-02-01,3.505,9m,monthly 40 | 2002-03-01,3.502,9m,monthly 41 | 2002-04-02,3.812,9m,monthly 42 | 2002-05-02,3.632,9m,monthly 43 | 2002-06-03,3.823,9m,monthly 44 | 2002-07-01,3.617,9m,monthly 45 | 2002-08-01,3.426,9m,monthly 46 | 2002-09-02,3.335,9m,monthly 47 | 2002-10-01,3.083,9m,monthly 48 | 2002-11-01,3.082,9m,monthly 49 | 2002-12-02,2.98,9m,monthly 50 | 2003-01-02,2.752,9m,monthly 51 | 2003-02-03,2.68,9m,monthly 52 | 2003-03-03,2.381,9m,monthly 53 | 2003-04-01,2.388,9m,monthly 54 | 2003-05-02,2.371,9m,monthly 55 | 2003-06-02,2.168,9m,monthly 56 | 2003-07-01,2.032,9m,monthly 57 | 2003-08-01,2.181,9m,monthly 58 | 2003-09-01,2.246,9m,monthly 59 | 2003-10-01,2.094,9m,monthly 60 | 2003-11-03,2.304,9m,monthly 61 | 2003-12-01,2.373,9m,monthly 62 | 2004-01-02,2.196,9m,monthly 63 | 2004-02-02,2.187,9m,monthly 64 | 2004-03-01,2.052,9m,monthly 65 | 2004-04-01,1.946,9m,monthly 66 | 2004-05-03,2.162,9m,monthly 67 | 2004-06-01,2.237,9m,monthly 68 | 2004-07-01,2.268,9m,monthly 69 | 2004-08-02,2.253,9m,monthly 70 | 2004-09-01,2.205,9m,monthly 71 | 2004-10-01,2.288,9m,monthly 72 | 2004-11-01,2.245,9m,monthly 73 | 2004-12-01,2.231,9m,monthly 74 | 2005-01-03,2.273,9m,monthly 75 | 2005-02-01,2.231,9m,monthly 76 | 2005-03-01,2.264,9m,monthly 77 | 2005-04-01,2.263,9m,monthly 78 | 2005-05-02,2.172,9m,monthly 79 | 2005-06-01,2.133,9m,monthly 80 | 2005-07-01,2.092,9m,monthly 81 | 2005-08-01,2.187,9m,monthly 82 | 2005-09-01,2.168,9m,monthly 83 | 2005-10-03,2.272,9m,monthly 84 | 2005-11-01,2.471,9m,monthly 85 | 2005-12-01,2.685,9m,monthly 86 | 2006-01-02,2.759,9m,monthly 87 | 2006-02-01,2.808,9m,monthly 88 | 2006-03-01,2.896,9m,monthly 89 | 2006-04-03,3.135,9m,monthly 90 | 2006-05-02,3.193,9m,monthly 91 | 2006-06-01,3.259,9m,monthly 92 | 2006-07-03,3.386,9m,monthly 93 | 2006-08-01,3.445,9m,monthly 94 | 2006-09-01,3.568,9m,monthly 95 | 2006-10-02,3.687,9m,monthly 96 | 2006-11-01,3.776,9m,monthly 97 | 2006-12-01,3.812,9m,monthly 98 | 2007-01-02,3.958,9m,monthly 99 | 2007-02-01,4.016,9m,monthly 100 | 2007-03-01,4.028,9m,monthly 101 | 2007-04-02,4.138,9m,monthly 102 | 2007-05-01,4.229,9m,monthly 103 | 2007-06-01,4.374,9m,monthly 104 | 2007-07-02,4.433,9m,monthly 105 | 2007-08-01,4.458,9m,monthly 106 | 2007-09-03,4.77,9m,monthly 107 | 2007-10-01,4.73,9m,monthly 108 | 2007-11-01,4.626,9m,monthly 109 | 2007-12-03,4.736,9m,monthly 110 | 2008-01-02,4.719,9m,monthly 111 | 2008-02-01,4.338,9m,monthly 112 | 2008-03-03,4.378,9m,monthly 113 | 2008-04-01,4.735,9m,monthly 114 | 2008-05-02,4.91,9m,monthly 115 | 2008-06-02,5.014,9m,monthly 116 | 2008-07-01,5.273,9m,monthly 117 | 2008-08-01,5.242,9m,monthly 118 | 2008-09-01,5.239,9m,monthly 119 | 2008-10-01,5.437,9m,monthly 120 | 2008-11-03,4.825,9m,monthly 121 | 2008-12-01,3.9,9m,monthly 122 | 2009-01-02,2.991,9m,monthly 123 | 2009-02-02,2.213,9m,monthly 124 | 2009-03-02,1.974,9m,monthly 125 | 2009-04-01,1.73,9m,monthly 126 | 2009-05-04,1.643,9m,monthly 127 | 2009-06-01,1.556,9m,monthly 128 | 2009-07-01,1.419,9m,monthly 129 | 2009-08-03,1.259,9m,monthly 130 | 2009-09-01,1.2,9m,monthly 131 | 2009-10-01,1.147,9m,monthly 132 | 2009-11-02,1.132,9m,monthly 133 | 2009-12-01,1.124,9m,monthly 134 | 2010-01-04,1.129,9m,monthly 135 | 2010-02-01,1.097,9m,monthly 136 | 2010-03-01,1.092,9m,monthly 137 | 2010-04-01,1.088,9m,monthly 138 | 2010-05-03,1.111,9m,monthly 139 | 2010-06-01,1.132,9m,monthly 140 | 2010-07-01,1.191,9m,monthly 141 | 2010-08-02,1.289,9m,monthly 142 | 2010-09-01,1.28,9m,monthly 143 | 2010-10-01,1.332,9m,monthly 144 | 2010-11-01,1.41,9m,monthly 145 | 2010-12-01,1.398,9m,monthly 146 | 2011-01-03,1.369,9m,monthly 147 | 2011-02-01,1.496,9m,monthly 148 | 2011-03-01,1.582,9m,monthly 149 | 2011-04-01,1.797,9m,monthly 150 | 2011-05-02,1.914,9m,monthly 151 | 2011-06-01,1.93,9m,monthly 152 | 2011-07-01,1.98,9m,monthly 153 | 2011-08-01,1.992,9m,monthly 154 | 2011-09-01,1.91,9m,monthly 155 | 2011-10-03,1.919,9m,monthly 156 | 2011-11-01,1.947,9m,monthly 157 | 2011-12-01,1.867,9m,monthly 158 | 2012-01-02,1.782,9m,monthly 159 | 2012-02-01,1.595,9m,monthly 160 | 2012-03-01,1.448,9m,monthly 161 | 2012-04-02,1.255,9m,monthly 162 | 2012-05-02,1.154,9m,monthly 163 | 2012-06-01,1.09,9m,monthly 164 | 2012-07-02,1.077,9m,monthly 165 | 2012-08-01,0.805,9m,monthly 166 | 2012-09-03,0.673,9m,monthly 167 | 2012-10-01,0.567,9m,monthly 168 | 2012-11-01,0.506,9m,monthly 169 | 2012-12-03,0.456,9m,monthly 170 | 2013-01-02,0.433,9m,monthly 171 | 2013-02-01,0.504,9m,monthly 172 | 2013-03-01,0.441,9m,monthly 173 | 2013-04-02,0.438,9m,monthly 174 | 2013-05-01,0.411,9m,monthly 175 | 2013-06-03,0.389,9m,monthly 176 | 2013-07-01,0.44,9m,monthly 177 | 2013-08-01,0.441,9m,monthly 178 | 2013-09-02,0.454,9m,monthly 179 | 2013-10-01,0.447,9m,monthly 180 | 2013-11-01,0.445,9m,monthly 181 | 2013-12-02,0.422,9m,monthly 182 | 2014-01-02,0.478,9m,monthly 183 | 2014-02-03,0.472,9m,monthly 184 | 2014-03-03,0.471,9m,monthly 185 | 2014-04-01,0.5,9m,monthly 186 | 2014-05-02,0.522,9m,monthly 187 | 2014-06-02,0.477,9m,monthly 188 | 2014-07-01,0.395,9m,monthly 189 | 2014-08-01,0.399,9m,monthly 190 | 2014-09-01,0.341,9m,monthly 191 | 2014-10-01,0.251,9m,monthly 192 | 2014-11-03,0.262,9m,monthly 193 | 2014-12-01,0.257,9m,monthly 194 | 2015-01-02,0.243,9m,monthly 195 | 2015-02-02,0.202,9m,monthly 196 | 2015-03-02,0.161,9m,monthly 197 | 2015-04-01,0.136,9m,monthly 198 | 2015-05-04,0.109,9m,monthly 199 | 2015-06-01,0.099,9m,monthly 200 | 2015-07-01,0.101,9m,monthly 201 | 2015-08-03,0.098,9m,monthly 202 | 2015-09-01,0.091,9m,monthly 203 | 2015-10-01,0.077,9m,monthly 204 | 2015-11-02,0.047,9m,monthly 205 | 2015-12-01,-0.006,9m,monthly 206 | 2016-01-04,0.002,9m,monthly 207 | 2016-02-01,-0.044,9m,monthly 208 | 2016-03-01,-0.08,9m,monthly 209 | 2016-04-01,-0.068,9m,monthly 210 | 2016-05-02,-0.077,9m,monthly 211 | 2016-06-01,-0.086,9m,monthly 212 | 2016-07-01,-0.119,9m,monthly 213 | 2016-08-01,-0.119,9m,monthly 214 | 2016-09-01,-0.122,9m,monthly 215 | 2016-10-03,-0.131,9m,monthly 216 | 2016-11-01,-0.131,9m,monthly 217 | 2016-12-01,-0.135,9m,monthly 218 | 2017-01-02,-0.14,9m,monthly 219 | 2017-02-01,-0.159,9m,monthly 220 | 2017-03-01,-0.172,9m,monthly 221 | 2017-04-03,-0.173,9m,monthly 222 | 2017-05-02,-0.179,9m,monthly 223 | 2017-06-01,-0.181,9m,monthly 224 | 2017-07-03,-0.198,9m,monthly 225 | 2017-08-01,-0.209,9m,monthly 226 | 2017-09-01,-0.213,9m,monthly 227 | 2017-10-02,-0.219,9m,monthly 228 | 2017-11-01,-0.222,9m,monthly 229 | 2017-12-01,-0.218,9m,monthly 230 | 2018-01-02,-0.217,9m,monthly 231 | 2018-02-01,-0.222,9m,monthly 232 | 2018-03-01,-0.221,9m,monthly 233 | 2018-04-03,-0.22,9m,monthly 234 | 2018-05-02,-0.219,9m,monthly 235 | 2018-06-01,-0.213,9m,monthly 236 | 2018-07-02,-0.216,9m,monthly 237 | 2018-08-01,-0.217,9m,monthly 238 | 2018-09-03,-0.207,9m,monthly 239 | 2018-10-01,-0.207,9m,monthly 240 | 2018-11-01,-0.197,9m,monthly 241 | 2018-12-03,,9m,monthly 242 | -------------------------------------------------------------------------------- /data/euribor-2m-monthly.csv: -------------------------------------------------------------------------------- 1 | date,rate,maturity_level,granularity 2 | 1999-01-01,3.249,2m,monthly 3 | 1999-02-01,3.102,2m,monthly 4 | 1999-03-01,3.111,2m,monthly 5 | 1999-04-01,2.951,2m,monthly 6 | 1999-05-03,2.577,2m,monthly 7 | 1999-06-01,2.577,2m,monthly 8 | 1999-07-01,2.643,2m,monthly 9 | 1999-08-02,2.668,2m,monthly 10 | 1999-09-01,2.653,2m,monthly 11 | 1999-10-01,2.718,2m,monthly 12 | 1999-11-01,3.485,2m,monthly 13 | 1999-12-01,3.451,2m,monthly 14 | 2000-01-03,3.263,2m,monthly 15 | 2000-02-01,3.414,2m,monthly 16 | 2000-03-01,3.539,2m,monthly 17 | 2000-04-03,3.761,2m,monthly 18 | 2000-05-02,4.051,2m,monthly 19 | 2000-06-01,4.366,2m,monthly 20 | 2000-07-03,4.466,2m,monthly 21 | 2000-08-01,4.526,2m,monthly 22 | 2000-09-01,4.745,2m,monthly 23 | 2000-10-02,4.844,2m,monthly 24 | 2000-11-01,5.116,2m,monthly 25 | 2000-12-01,5.019,2m,monthly 26 | 2001-02-01,4.743,2m,monthly 27 | 2001-03-01,4.783,2m,monthly 28 | 2001-04-02,4.612,2m,monthly 29 | 2001-05-02,4.834,2m,monthly 30 | 2001-06-01,4.538,2m,monthly 31 | 2001-07-02,4.467,2m,monthly 32 | 2001-08-01,4.472,2m,monthly 33 | 2001-09-03,4.289,2m,monthly 34 | 2001-10-01,3.679,2m,monthly 35 | 2001-10-15,,2m,monthly 36 | 2001-11-01,3.569,2m,monthly 37 | 2001-12-03,3.383,2m,monthly 38 | 2002-01-02,3.298,2m,monthly 39 | 2002-02-01,3.365,2m,monthly 40 | 2002-03-01,3.355,2m,monthly 41 | 2002-04-02,3.399,2m,monthly 42 | 2002-05-02,3.359,2m,monthly 43 | 2002-06-03,3.437,2m,monthly 44 | 2002-07-01,3.413,2m,monthly 45 | 2002-08-01,3.358,2m,monthly 46 | 2002-09-02,3.344,2m,monthly 47 | 2002-10-01,3.295,2m,monthly 48 | 2002-11-01,3.267,2m,monthly 49 | 2002-12-02,3.078,2m,monthly 50 | 2003-01-02,2.88,2m,monthly 51 | 2003-02-03,2.82,2m,monthly 52 | 2003-03-03,2.539,2m,monthly 53 | 2003-04-01,2.546,2m,monthly 54 | 2003-05-02,2.533,2m,monthly 55 | 2003-06-02,2.284,2m,monthly 56 | 2003-07-01,2.154,2m,monthly 57 | 2003-08-01,2.121,2m,monthly 58 | 2003-09-01,2.142,2m,monthly 59 | 2003-10-01,2.11,2m,monthly 60 | 2003-11-03,2.159,2m,monthly 61 | 2003-12-01,2.154,2m,monthly 62 | 2004-01-02,2.111,2m,monthly 63 | 2004-02-02,2.083,2m,monthly 64 | 2004-03-01,2.051,2m,monthly 65 | 2004-04-01,1.986,2m,monthly 66 | 2004-05-03,2.064,2m,monthly 67 | 2004-06-01,2.075,2m,monthly 68 | 2004-07-01,2.094,2m,monthly 69 | 2004-08-02,2.101,2m,monthly 70 | 2004-09-01,2.095,2m,monthly 71 | 2004-10-01,2.096,2m,monthly 72 | 2004-11-01,2.144,2m,monthly 73 | 2004-12-01,2.169,2m,monthly 74 | 2005-01-03,2.14,2m,monthly 75 | 2005-02-01,2.128,2m,monthly 76 | 2005-03-01,2.119,2m,monthly 77 | 2005-04-01,2.127,2m,monthly 78 | 2005-05-02,2.115,2m,monthly 79 | 2005-06-01,2.114,2m,monthly 80 | 2005-07-01,2.105,2m,monthly 81 | 2005-08-01,2.117,2m,monthly 82 | 2005-09-01,2.122,2m,monthly 83 | 2005-10-03,2.136,2m,monthly 84 | 2005-11-01,2.224,2m,monthly 85 | 2005-12-01,2.431,2m,monthly 86 | 2006-01-02,2.434,2m,monthly 87 | 2006-02-01,2.493,2m,monthly 88 | 2006-03-01,2.63,2m,monthly 89 | 2006-04-03,2.742,2m,monthly 90 | 2006-05-02,2.771,2m,monthly 91 | 2006-06-01,2.901,2m,monthly 92 | 2006-07-03,2.966,2m,monthly 93 | 2006-08-01,3.096,2m,monthly 94 | 2006-09-01,3.203,2m,monthly 95 | 2006-10-02,3.335,2m,monthly 96 | 2006-11-01,3.495,2m,monthly 97 | 2006-12-01,3.616,2m,monthly 98 | 2007-01-02,3.663,2m,monthly 99 | 2007-02-01,3.711,2m,monthly 100 | 2007-03-01,3.833,2m,monthly 101 | 2007-04-02,3.876,2m,monthly 102 | 2007-05-01,3.94,2m,monthly 103 | 2007-06-01,4.093,2m,monthly 104 | 2007-07-02,4.126,2m,monthly 105 | 2007-08-01,4.184,2m,monthly 106 | 2007-09-03,4.587,2m,monthly 107 | 2007-10-01,4.55,2m,monthly 108 | 2007-11-01,4.583,2m,monthly 109 | 2007-12-03,4.84,2m,monthly 110 | 2008-01-02,4.471,2m,monthly 111 | 2008-02-01,4.289,2m,monthly 112 | 2008-03-03,4.291,2m,monthly 113 | 2008-04-01,4.54,2m,monthly 114 | 2008-05-02,4.676,2m,monthly 115 | 2008-06-02,4.69,2m,monthly 116 | 2008-07-01,4.739,2m,monthly 117 | 2008-08-01,4.759,2m,monthly 118 | 2008-09-01,4.763,2m,monthly 119 | 2008-10-01,5.151,2m,monthly 120 | 2008-11-03,4.655,2m,monthly 121 | 2008-12-01,3.734,2m,monthly 122 | 2009-01-02,2.754,2m,monthly 123 | 2009-02-02,1.909,2m,monthly 124 | 2009-03-02,1.669,2m,monthly 125 | 2009-04-01,1.308,2m,monthly 126 | 2009-05-04,1.157,2m,monthly 127 | 2009-06-01,1.082,2m,monthly 128 | 2009-07-01,0.899,2m,monthly 129 | 2009-08-03,0.712,2m,monthly 130 | 2009-09-01,0.663,2m,monthly 131 | 2009-10-01,0.592,2m,monthly 132 | 2009-11-02,0.578,2m,monthly 133 | 2009-12-01,0.579,2m,monthly 134 | 2010-01-04,0.553,2m,monthly 135 | 2010-02-01,0.526,2m,monthly 136 | 2010-03-01,0.516,2m,monthly 137 | 2010-04-01,0.501,2m,monthly 138 | 2010-05-03,0.515,2m,monthly 139 | 2010-06-01,0.531,2m,monthly 140 | 2010-07-01,0.6,2m,monthly 141 | 2010-08-02,0.727,2m,monthly 142 | 2010-09-01,0.713,2m,monthly 143 | 2010-10-01,0.774,2m,monthly 144 | 2010-11-01,0.917,2m,monthly 145 | 2010-12-01,0.915,2m,monthly 146 | 2011-01-03,0.876,2m,monthly 147 | 2011-02-01,0.972,2m,monthly 148 | 2011-03-01,0.96,2m,monthly 149 | 2011-04-01,1.101,2m,monthly 150 | 2011-05-02,1.279,2m,monthly 151 | 2011-06-01,1.293,2m,monthly 152 | 2011-07-01,1.42,2m,monthly 153 | 2011-08-01,1.495,2m,monthly 154 | 2011-09-01,1.42,2m,monthly 155 | 2011-10-03,1.426,2m,monthly 156 | 2011-11-01,1.449,2m,monthly 157 | 2011-12-01,1.304,2m,monthly 158 | 2012-01-02,1.165,2m,monthly 159 | 2012-02-01,0.907,2m,monthly 160 | 2012-03-01,0.75,2m,monthly 161 | 2012-04-02,0.578,2m,monthly 162 | 2012-05-02,0.514,2m,monthly 163 | 2012-06-01,0.486,2m,monthly 164 | 2012-07-02,0.473,2m,monthly 165 | 2012-08-01,0.233,2m,monthly 166 | 2012-09-03,0.179,2m,monthly 167 | 2012-10-01,0.159,2m,monthly 168 | 2012-11-01,0.148,2m,monthly 169 | 2012-12-03,0.148,2m,monthly 170 | 2013-01-02,0.15,2m,monthly 171 | 2013-02-01,0.181,2m,monthly 172 | 2013-03-01,0.166,2m,monthly 173 | 2013-04-02,0.17,2m,monthly 174 | 2013-05-01,0.165,2m,monthly 175 | 2013-06-03,0.16,2m,monthly 176 | 2013-07-01,0.178,2m,monthly 177 | 2013-08-01,0.181,2m,monthly 178 | 2013-09-02,0.176,2m,monthly 179 | 2013-10-01,0.172,2m,monthly 180 | 2013-11-01,0.178,2m,monthly 181 | 2013-12-02,0.199,2m,monthly 182 | 2014-01-02,0.251,2m,monthly 183 | 2014-02-03,0.254,2m,monthly 184 | 2014-03-03,0.252,2m,monthly 185 | 2014-04-01,0.277,2m,monthly 186 | 2014-05-02,0.297,2m,monthly 187 | 2014-06-02,0.281,2m,monthly 188 | 2014-07-01,0.156,2m,monthly 189 | 2014-08-01,0.158,2m,monthly 190 | 2014-09-01,0.114,2m,monthly 191 | 2014-10-01,0.042,2m,monthly 192 | 2014-11-03,0.051,2m,monthly 193 | 2014-12-01,0.044,2m,monthly 194 | 2015-01-02,0.044,2m,monthly 195 | 2015-02-02,0.024,2m,monthly 196 | 2015-03-02,0.019,2m,monthly 197 | 2015-04-01,0.002,2m,monthly 198 | 2015-05-04,-0.023,2m,monthly 199 | 2015-06-01,-0.032,2m,monthly 200 | 2015-07-01,-0.038,2m,monthly 201 | 2015-08-03,-0.046,2m,monthly 202 | 2015-09-01,-0.059,2m,monthly 203 | 2015-10-01,-0.071,2m,monthly 204 | 2015-11-02,-0.084,2m,monthly 205 | 2015-12-01,-0.133,2m,monthly 206 | 2016-01-04,-0.168,2m,monthly 207 | 2016-02-01,-0.198,2m,monthly 208 | 2016-03-01,-0.241,2m,monthly 209 | 2016-04-01,-0.279,2m,monthly 210 | 2016-05-02,-0.289,2m,monthly 211 | 2016-06-01,-0.301,2m,monthly 212 | 2016-07-01,-0.321,2m,monthly 213 | 2016-08-01,-0.331,2m,monthly 214 | 2016-09-01,-0.337,2m,monthly 215 | 2016-10-03,-0.338,2m,monthly 216 | 2016-11-01,-0.339,2m,monthly 217 | 2016-12-01,-0.336,2m,monthly 218 | 2017-01-02,-0.336,2m,monthly 219 | 2017-02-01,-0.34,2m,monthly 220 | 2017-03-01,-0.341,2m,monthly 221 | 2017-04-03,-0.339,2m,monthly 222 | 2017-05-02,-0.34,2m,monthly 223 | 2017-06-01,-0.343,2m,monthly 224 | 2017-07-03,-0.343,2m,monthly 225 | 2017-08-01,-0.34,2m,monthly 226 | 2017-09-01,-0.339,2m,monthly 227 | 2017-10-02,-0.34,2m,monthly 228 | 2017-11-01,-0.341,2m,monthly 229 | 2017-12-01,-0.336,2m,monthly 230 | 2018-01-02,-0.34,2m,monthly 231 | 2018-02-01,-0.341,2m,monthly 232 | 2018-03-01,-0.341,2m,monthly 233 | 2018-04-03,-0.341,2m,monthly 234 | 2018-05-02,-0.341,2m,monthly 235 | 2018-06-01,-0.339,2m,monthly 236 | 2018-07-02,-0.337,2m,monthly 237 | 2018-08-01,-0.337,2m,monthly 238 | 2018-09-03,-0.339,2m,monthly 239 | 2018-10-01,-0.338,2m,monthly 240 | 2018-11-01,-0.336,2m,monthly 241 | 2018-12-03,,2m,monthly 242 | -------------------------------------------------------------------------------- /data/euribor-1w-weekly.csv: -------------------------------------------------------------------------------- 1 | date,rate,maturity_level,granularity 2 | 1999-01-01,3.245,1w,weekly 3 | 1999-02-01,3.145,1w,weekly 4 | 1999-03-01,3.129,1w,weekly 5 | 1999-04-01,3.001,1w,weekly 6 | 1999-05-03,2.556,1w,weekly 7 | 1999-06-01,2.557,1w,weekly 8 | 1999-07-01,2.621,1w,weekly 9 | 1999-08-02,2.604,1w,weekly 10 | 1999-09-01,2.584,1w,weekly 11 | 1999-10-01,2.586,1w,weekly 12 | 1999-11-01,2.795,1w,weekly 13 | 1999-12-01,3.074,1w,weekly 14 | 2000-01-03,3.1,1w,weekly 15 | 2000-02-01,3.3,1w,weekly 16 | 2000-03-01,3.394,1w,weekly 17 | 2000-04-03,3.63,1w,weekly 18 | 2000-05-02,3.926,1w,weekly 19 | 2000-06-01,4.158,1w,weekly 20 | 2000-07-03,4.375,1w,weekly 21 | 2000-08-01,4.373,1w,weekly 22 | 2000-09-01,4.621,1w,weekly 23 | 2000-10-02,4.727,1w,weekly 24 | 2000-11-01,4.887,1w,weekly 25 | 2000-12-01,4.863,1w,weekly 26 | 2001-02-01,4.782,1w,weekly 27 | 2001-03-01,4.825,1w,weekly 28 | 2001-04-02,4.804,1w,weekly 29 | 2001-05-02,4.842,1w,weekly 30 | 2001-06-01,4.566,1w,weekly 31 | 2001-07-02,4.553,1w,weekly 32 | 2001-08-01,4.528,1w,weekly 33 | 2001-09-03,4.314,1w,weekly 34 | 2001-10-01,3.788,1w,weekly 35 | 2001-10-15,,1w,weekly 36 | 2001-11-01,3.764,1w,weekly 37 | 2001-12-03,3.32,1w,weekly 38 | 2002-01-02,3.317,1w,weekly 39 | 2002-02-01,3.347,1w,weekly 40 | 2002-03-01,3.333,1w,weekly 41 | 2002-04-02,3.338,1w,weekly 42 | 2002-05-02,3.324,1w,weekly 43 | 2002-06-03,3.364,1w,weekly 44 | 2002-07-01,3.363,1w,weekly 45 | 2002-08-01,3.334,1w,weekly 46 | 2002-09-02,3.316,1w,weekly 47 | 2002-10-01,3.315,1w,weekly 48 | 2002-11-01,3.307,1w,weekly 49 | 2002-12-02,3.381,1w,weekly 50 | 2003-01-02,2.908,1w,weekly 51 | 2003-02-03,2.83,1w,weekly 52 | 2003-03-03,2.851,1w,weekly 53 | 2003-04-01,2.572,1w,weekly 54 | 2003-05-02,2.575,1w,weekly 55 | 2003-06-02,2.685,1w,weekly 56 | 2003-07-01,2.148,1w,weekly 57 | 2003-08-01,2.102,1w,weekly 58 | 2003-09-01,2.119,1w,weekly 59 | 2003-10-01,2.088,1w,weekly 60 | 2003-11-03,2.08,1w,weekly 61 | 2003-12-01,2.083,1w,weekly 62 | 2004-01-02,2.087,1w,weekly 63 | 2004-02-02,2.064,1w,weekly 64 | 2004-03-01,2.058,1w,weekly 65 | 2004-04-01,2.033,1w,weekly 66 | 2004-05-03,2.054,1w,weekly 67 | 2004-06-01,2.055,1w,weekly 68 | 2004-07-01,2.069,1w,weekly 69 | 2004-08-02,2.065,1w,weekly 70 | 2004-09-01,2.066,1w,weekly 71 | 2004-10-01,2.072,1w,weekly 72 | 2004-11-01,2.084,1w,weekly 73 | 2004-12-01,2.076,1w,weekly 74 | 2005-01-03,2.112,1w,weekly 75 | 2005-02-01,2.095,1w,weekly 76 | 2005-03-01,2.091,1w,weekly 77 | 2005-04-01,2.092,1w,weekly 78 | 2005-05-02,2.092,1w,weekly 79 | 2005-06-01,2.099,1w,weekly 80 | 2005-07-01,2.099,1w,weekly 81 | 2005-08-01,2.098,1w,weekly 82 | 2005-09-01,2.101,1w,weekly 83 | 2005-10-03,2.104,1w,weekly 84 | 2005-11-01,2.092,1w,weekly 85 | 2005-12-01,2.304,1w,weekly 86 | 2006-01-02,2.361,1w,weekly 87 | 2006-02-01,2.355,1w,weekly 88 | 2006-03-01,2.452,1w,weekly 89 | 2006-04-03,2.614,1w,weekly 90 | 2006-05-02,2.636,1w,weekly 91 | 2006-06-01,2.621,1w,weekly 92 | 2006-07-03,2.84,1w,weekly 93 | 2006-08-01,2.835,1w,weekly 94 | 2006-09-01,3.071,1w,weekly 95 | 2006-10-02,3.082,1w,weekly 96 | 2006-11-01,3.346,1w,weekly 97 | 2006-12-01,3.335,1w,weekly 98 | 2007-01-02,3.614,1w,weekly 99 | 2007-02-01,3.587,1w,weekly 100 | 2007-03-01,3.583,1w,weekly 101 | 2007-04-02,3.855,1w,weekly 102 | 2007-05-01,3.848,1w,weekly 103 | 2007-06-01,3.806,1w,weekly 104 | 2007-07-02,4.076,1w,weekly 105 | 2007-08-01,4.074,1w,weekly 106 | 2007-09-03,4.208,1w,weekly 107 | 2007-10-01,4.101,1w,weekly 108 | 2007-11-01,4.109,1w,weekly 109 | 2007-12-03,4.108,1w,weekly 110 | 2008-01-02,4.124,1w,weekly 111 | 2008-02-01,4.152,1w,weekly 112 | 2008-03-03,4.111,1w,weekly 113 | 2008-04-01,4.247,1w,weekly 114 | 2008-05-02,4.264,1w,weekly 115 | 2008-06-02,4.209,1w,weekly 116 | 2008-07-01,4.13,1w,weekly 117 | 2008-08-01,4.394,1w,weekly 118 | 2008-09-01,4.397,1w,weekly 119 | 2008-10-01,4.846,1w,weekly 120 | 2008-11-03,3.811,1w,weekly 121 | 2008-12-01,3.132,1w,weekly 122 | 2009-01-02,2.357,1w,weekly 123 | 2009-02-02,1.421,1w,weekly 124 | 2009-03-02,1.324,1w,weekly 125 | 2009-04-01,0.981,1w,weekly 126 | 2009-05-04,0.773,1w,weekly 127 | 2009-06-01,0.882,1w,weekly 128 | 2009-07-01,0.47,1w,weekly 129 | 2009-08-03,0.354,1w,weekly 130 | 2009-09-01,0.341,1w,weekly 131 | 2009-10-01,0.35,1w,weekly 132 | 2009-11-02,0.357,1w,weekly 133 | 2009-12-01,0.379,1w,weekly 134 | 2010-01-04,0.369,1w,weekly 135 | 2010-02-01,0.347,1w,weekly 136 | 2010-03-01,0.344,1w,weekly 137 | 2010-04-01,0.344,1w,weekly 138 | 2010-05-03,0.354,1w,weekly 139 | 2010-06-01,0.361,1w,weekly 140 | 2010-07-01,0.446,1w,weekly 141 | 2010-08-02,0.577,1w,weekly 142 | 2010-09-01,0.512,1w,weekly 143 | 2010-10-01,0.64,1w,weekly 144 | 2010-11-01,0.77,1w,weekly 145 | 2010-12-01,0.606,1w,weekly 146 | 2011-01-03,0.59,1w,weekly 147 | 2011-02-01,0.951,1w,weekly 148 | 2011-03-01,0.706,1w,weekly 149 | 2011-04-01,0.777,1w,weekly 150 | 2011-05-02,1.231,1w,weekly 151 | 2011-06-01,1.058,1w,weekly 152 | 2011-07-01,1.177,1w,weekly 153 | 2011-08-01,1.194,1w,weekly 154 | 2011-09-01,1.098,1w,weekly 155 | 2011-10-03,1.197,1w,weekly 156 | 2011-11-01,1.134,1w,weekly 157 | 2011-12-01,0.894,1w,weekly 158 | 2012-01-02,0.652,1w,weekly 159 | 2012-02-01,0.396,1w,weekly 160 | 2012-03-01,0.347,1w,weekly 161 | 2012-04-02,0.318,1w,weekly 162 | 2012-05-02,0.316,1w,weekly 163 | 2012-06-01,0.317,1w,weekly 164 | 2012-07-02,0.321,1w,weekly 165 | 2012-08-01,0.099,1w,weekly 166 | 2012-09-03,0.091,1w,weekly 167 | 2012-10-01,0.084,1w,weekly 168 | 2012-11-01,0.079,1w,weekly 169 | 2012-12-03,0.076,1w,weekly 170 | 2013-01-02,0.08,1w,weekly 171 | 2013-02-01,0.084,1w,weekly 172 | 2013-03-01,0.08,1w,weekly 173 | 2013-04-02,0.084,1w,weekly 174 | 2013-05-01,0.083,1w,weekly 175 | 2013-06-03,0.087,1w,weekly 176 | 2013-07-01,0.091,1w,weekly 177 | 2013-08-01,0.106,1w,weekly 178 | 2013-09-02,0.097,1w,weekly 179 | 2013-10-01,0.098,1w,weekly 180 | 2013-11-01,0.102,1w,weekly 181 | 2013-12-02,0.124,1w,weekly 182 | 2014-01-02,0.183,1w,weekly 183 | 2014-02-03,0.184,1w,weekly 184 | 2014-03-03,0.184,1w,weekly 185 | 2014-04-01,0.196,1w,weekly 186 | 2014-05-02,0.225,1w,weekly 187 | 2014-06-02,0.244,1w,weekly 188 | 2014-07-01,0.051,1w,weekly 189 | 2014-08-01,0.049,1w,weekly 190 | 2014-09-01,0.031,1w,weekly 191 | 2014-10-01,-0.014,1w,weekly 192 | 2014-11-03,-0.012,1w,weekly 193 | 2014-12-01,-0.004,1w,weekly 194 | 2015-01-02,-0.02,1w,weekly 195 | 2015-02-02,-0.022,1w,weekly 196 | 2015-03-02,-0.031,1w,weekly 197 | 2015-04-01,-0.054,1w,weekly 198 | 2015-05-04,-0.095,1w,weekly 199 | 2015-06-01,-0.122,1w,weekly 200 | 2015-07-01,-0.123,1w,weekly 201 | 2015-08-03,-0.133,1w,weekly 202 | 2015-09-01,-0.143,1w,weekly 203 | 2015-10-01,-0.146,1w,weekly 204 | 2015-11-02,-0.148,1w,weekly 205 | 2015-12-01,-0.171,1w,weekly 206 | 2016-01-04,-0.251,1w,weekly 207 | 2016-02-01,-0.262,1w,weekly 208 | 2016-03-01,-0.268,1w,weekly 209 | 2016-04-01,-0.356,1w,weekly 210 | 2016-05-02,-0.359,1w,weekly 211 | 2016-06-01,-0.364,1w,weekly 212 | 2016-07-01,-0.369,1w,weekly 213 | 2016-08-01,-0.375,1w,weekly 214 | 2016-09-01,-0.381,1w,weekly 215 | 2016-10-03,-0.381,1w,weekly 216 | 2016-11-01,-0.379,1w,weekly 217 | 2016-12-01,-0.381,1w,weekly 218 | 2017-01-02,-0.371,1w,weekly 219 | 2017-02-01,-0.38,1w,weekly 220 | 2017-03-01,-0.378,1w,weekly 221 | 2017-04-03,-0.379,1w,weekly 222 | 2017-05-02,-0.378,1w,weekly 223 | 2017-06-01,-0.379,1w,weekly 224 | 2017-07-03,-0.379,1w,weekly 225 | 2017-08-01,-0.379,1w,weekly 226 | 2017-09-01,-0.379,1w,weekly 227 | 2017-10-02,-0.38,1w,weekly 228 | 2017-11-01,-0.379,1w,weekly 229 | 2017-12-01,-0.376,1w,weekly 230 | 2018-01-02,-0.379,1w,weekly 231 | 2018-02-01,-0.379,1w,weekly 232 | 2018-03-01,-0.378,1w,weekly 233 | 2018-04-03,-0.379,1w,weekly 234 | 2018-05-02,-0.38,1w,weekly 235 | 2018-06-01,-0.378,1w,weekly 236 | 2018-07-02,-0.38,1w,weekly 237 | 2018-08-01,-0.377,1w,weekly 238 | 2018-09-03,-0.377,1w,weekly 239 | 2018-10-01,-0.378,1w,weekly 240 | 2018-11-01,-0.376,1w,weekly 241 | 2018-12-03,-0.376,1w,weekly 242 | 2019-01-02,-0.372,1w,weekly 243 | 2019-02-01,-0.375,1w,weekly 244 | 2019-03-01,-0.373,1w,weekly 245 | 2019-04-01,-0.379,1w,weekly 246 | 2019-05-02,-0.377,1w,weekly 247 | 2019-06-03,-0.391,1w,weekly 248 | 2019-07-01,-0.398,1w,weekly 249 | 2019-08-01,-0.414,1w,weekly 250 | 2019-09-02,-0.413,1w,weekly 251 | 2019-10-01,-0.497,1w,weekly 252 | 2019-11-01,-0.488,1w,weekly 253 | 2019-12-02,-0.472,1w,weekly 254 | 2020-01-02,-0.491,1w,weekly 255 | 2020-02-03,-0.51,1w,weekly 256 | 2020-03-02,-0.52,1w,weekly 257 | 2020-04-01,-0.516,1w,weekly 258 | 2020-05-04,-0.5,1w,weekly 259 | 2020-06-01,-0.52,1w,weekly 260 | 2020-07-01,-0.524,1w,weekly 261 | 2020-08-03,-0.537,1w,weekly 262 | 2020-09-01,-0.529,1w,weekly 263 | 2020-10-01,-0.555,1w,weekly 264 | 2020-11-02,-0.538,1w,weekly 265 | 2020-12-01,-0.552,1w,weekly 266 | 2021-01-04,-0.579,1w,weekly 267 | 2021-02-01,-0.56,1w,weekly 268 | 2021-03-01,-0.566,1w,weekly 269 | 2021-04-01,-0.555,1w,weekly 270 | 2021-05-03,-0.568,1w,weekly 271 | 2021-06-01,-0.57,1w,weekly 272 | 2021-07-01,-0.567,1w,weekly 273 | 2021-08-02,-0.571,1w,weekly 274 | 2021-09-01,-0.573,1w,weekly 275 | 2021-10-01,-0.562,1w,weekly 276 | 2021-11-01,-0.562,1w,weekly 277 | 2021-12-01,-0.576,1w,weekly 278 | 2022-01-03,-0.587,1w,weekly 279 | 2022-02-01,-0.567,1w,weekly 280 | 2022-03-01,-0.565,1w,weekly 281 | 2022-04-01,-0.564,1w,weekly 282 | 2022-05-02,-0.568,1w,weekly 283 | 2022-06-01,-0.577,1w,weekly 284 | 2022-07-01,-0.565,1w,weekly 285 | 2022-08-01,-0.071,1w,weekly 286 | 2022-09-01,-0.073,1w,weekly 287 | 2022-10-03,0.659,1w,weekly 288 | 2022-11-01,1.159,1w,weekly 289 | 2022-12-01,1.398,1w,weekly 290 | 2023-01-02,1.876,1w,weekly 291 | 2023-02-01,1.907,1w,weekly 292 | 2023-03-01,2.368,1w,weekly 293 | 2023-04-03,2.895,1w,weekly 294 | 2023-05-02,2.91,1w,weekly 295 | 2023-06-01,3.154,1w,weekly 296 | 2023-07-03,3.388,1w,weekly 297 | 2023-08-01,3.532,1w,weekly 298 | 2023-09-01,3.642,1w,weekly 299 | 2023-10-02,3.858,1w,weekly 300 | 2023-11-01,3.868,1w,weekly 301 | 2023-12-01,3.839,1w,weekly 302 | 2024-01-02,3.848,1w,weekly 303 | 2024-02-01,3.843,1w,weekly 304 | 2024-03-01,3.872,1w,weekly 305 | 2024-04-02,3.87,1w,weekly 306 | 2024-05-02,3.858,1w,weekly 307 | 2024-06-03,3.828,1w,weekly 308 | 2024-07-01,3.641,1w,weekly 309 | 2024-08-01,3.642,1w,weekly 310 | 2024-09-02,3.608,1w,weekly 311 | 2024-10-01,3.328,1w,weekly 312 | 2024-11-01,3.131,1w,weekly 313 | 2024-12-02,3.16,1w,weekly 314 | 2025-01-02,2.911,1w,weekly 315 | 2025-02-03,2.787,1w,weekly 316 | 2025-03-03,2.622,1w,weekly 317 | 2025-04-01,2.39,1w,weekly 318 | 2025-05-02,2.144,1w,weekly 319 | 2025-06-02,2.181,1w,weekly 320 | 2025-07-01,1.902,1w,weekly 321 | 2025-08-01,1.866,1w,weekly 322 | 2025-09-01,1.852,1w,weekly 323 | 2025-10-01,1.914,1w,weekly 324 | 2025-11-03,1.921,1w,weekly 325 | -------------------------------------------------------------------------------- /data/euribor-6m-monthly.csv: -------------------------------------------------------------------------------- 1 | date,rate,maturity_level,granularity 2 | 1999-01-01,3.233,6m,monthly 3 | 1999-02-01,3.017,6m,monthly 4 | 1999-03-01,3.059,6m,monthly 5 | 1999-04-01,2.92,6m,monthly 6 | 1999-05-03,2.604,6m,monthly 7 | 1999-06-01,2.615,6m,monthly 8 | 1999-07-01,2.811,6m,monthly 9 | 1999-08-02,3.012,6m,monthly 10 | 1999-09-01,3.089,6m,monthly 11 | 1999-10-01,3.178,6m,monthly 12 | 1999-11-01,3.546,6m,monthly 13 | 1999-12-01,3.473,6m,monthly 14 | 2000-01-03,3.523,6m,monthly 15 | 2000-02-01,3.697,6m,monthly 16 | 2000-03-01,3.822,6m,monthly 17 | 2000-04-03,4.002,6m,monthly 18 | 2000-05-02,4.277,6m,monthly 19 | 2000-06-01,4.672,6m,monthly 20 | 2000-07-03,4.782,6m,monthly 21 | 2000-08-01,4.916,6m,monthly 22 | 2000-09-01,5.044,6m,monthly 23 | 2000-10-02,5.047,6m,monthly 24 | 2000-11-01,5.195,6m,monthly 25 | 2000-12-01,5.03,6m,monthly 26 | 2001-02-01,4.606,6m,monthly 27 | 2001-03-01,4.629,6m,monthly 28 | 2001-04-02,4.431,6m,monthly 29 | 2001-05-02,4.764,6m,monthly 30 | 2001-06-01,4.416,6m,monthly 31 | 2001-07-02,4.361,6m,monthly 32 | 2001-08-01,4.323,6m,monthly 33 | 2001-09-03,4.13,6m,monthly 34 | 2001-10-01,3.546,6m,monthly 35 | 2001-10-15,,6m,monthly 36 | 2001-11-01,3.342,6m,monthly 37 | 2001-12-03,3.22,6m,monthly 38 | 2002-01-02,3.228,6m,monthly 39 | 2002-02-01,3.415,6m,monthly 40 | 2002-03-01,3.413,6m,monthly 41 | 2002-04-02,3.602,6m,monthly 42 | 2002-05-02,3.498,6m,monthly 43 | 2002-06-03,3.643,6m,monthly 44 | 2002-07-01,3.524,6m,monthly 45 | 2002-08-01,3.399,6m,monthly 46 | 2002-09-02,3.339,6m,monthly 47 | 2002-10-01,3.164,6m,monthly 48 | 2002-11-01,3.133,6m,monthly 49 | 2002-12-02,2.977,6m,monthly 50 | 2003-01-02,2.794,6m,monthly 51 | 2003-02-03,2.725,6m,monthly 52 | 2003-03-03,2.418,6m,monthly 53 | 2003-04-01,2.423,6m,monthly 54 | 2003-05-02,2.406,6m,monthly 55 | 2003-06-02,2.2,6m,monthly 56 | 2003-07-01,2.071,6m,monthly 57 | 2003-08-01,2.155,6m,monthly 58 | 2003-09-01,2.196,6m,monthly 59 | 2003-10-01,2.093,6m,monthly 60 | 2003-11-03,2.219,6m,monthly 61 | 2003-12-01,2.243,6m,monthly 62 | 2004-01-02,2.151,6m,monthly 63 | 2004-02-02,2.13,6m,monthly 64 | 2004-03-01,2.041,6m,monthly 65 | 2004-04-01,1.936,6m,monthly 66 | 2004-05-03,2.105,6m,monthly 67 | 2004-06-01,2.151,6m,monthly 68 | 2004-07-01,2.184,6m,monthly 69 | 2004-08-02,2.185,6m,monthly 70 | 2004-09-01,2.162,6m,monthly 71 | 2004-10-01,2.208,6m,monthly 72 | 2004-11-01,2.195,6m,monthly 73 | 2004-12-01,2.2,6m,monthly 74 | 2005-01-03,2.209,6m,monthly 75 | 2005-02-01,2.183,6m,monthly 76 | 2005-03-01,2.199,6m,monthly 77 | 2005-04-01,2.201,6m,monthly 78 | 2005-05-02,2.147,6m,monthly 79 | 2005-06-01,2.127,6m,monthly 80 | 2005-07-01,2.104,6m,monthly 81 | 2005-08-01,2.156,6m,monthly 82 | 2005-09-01,2.155,6m,monthly 83 | 2005-10-03,2.216,6m,monthly 84 | 2005-11-01,2.38,6m,monthly 85 | 2005-12-01,2.597,6m,monthly 86 | 2006-01-02,2.643,6m,monthly 87 | 2006-02-01,2.699,6m,monthly 88 | 2006-03-01,2.79,6m,monthly 89 | 2006-04-03,2.992,6m,monthly 90 | 2006-05-02,3.03,6m,monthly 91 | 2006-06-01,3.126,6m,monthly 92 | 2006-07-03,3.239,6m,monthly 93 | 2006-08-01,3.335,6m,monthly 94 | 2006-09-01,3.46,6m,monthly 95 | 2006-10-02,3.582,6m,monthly 96 | 2006-11-01,3.696,6m,monthly 97 | 2006-12-01,3.743,6m,monthly 98 | 2007-01-02,3.857,6m,monthly 99 | 2007-02-01,3.923,6m,monthly 100 | 2007-03-01,3.96,6m,monthly 101 | 2007-04-02,4.048,6m,monthly 102 | 2007-05-01,4.135,6m,monthly 103 | 2007-06-01,4.258,6m,monthly 104 | 2007-07-02,4.316,6m,monthly 105 | 2007-08-01,4.371,6m,monthly 106 | 2007-09-03,4.765,6m,monthly 107 | 2007-10-01,4.753,6m,monthly 108 | 2007-11-01,4.618,6m,monthly 109 | 2007-12-03,4.775,6m,monthly 110 | 2008-01-02,4.703,6m,monthly 111 | 2008-02-01,4.356,6m,monthly 112 | 2008-03-03,4.379,6m,monthly 113 | 2008-04-01,4.732,6m,monthly 114 | 2008-05-02,4.878,6m,monthly 115 | 2008-06-02,4.928,6m,monthly 116 | 2008-07-01,5.145,6m,monthly 117 | 2008-08-01,5.16,6m,monthly 118 | 2008-09-01,5.165,6m,monthly 119 | 2008-10-01,5.405,6m,monthly 120 | 2008-11-03,4.786,6m,monthly 121 | 2008-12-01,3.859,6m,monthly 122 | 2009-01-02,2.945,6m,monthly 123 | 2009-02-02,2.162,6m,monthly 124 | 2009-03-02,1.919,6m,monthly 125 | 2009-04-01,1.656,6m,monthly 126 | 2009-05-04,1.553,6m,monthly 127 | 2009-06-01,1.464,6m,monthly 128 | 2009-07-01,1.303,6m,monthly 129 | 2009-08-03,1.137,6m,monthly 130 | 2009-09-01,1.08,6m,monthly 131 | 2009-10-01,1.017,6m,monthly 132 | 2009-11-02,1.004,6m,monthly 133 | 2009-12-01,0.997,6m,monthly 134 | 2010-01-04,0.996,6m,monthly 135 | 2010-02-01,0.966,6m,monthly 136 | 2010-03-01,0.959,6m,monthly 137 | 2010-04-01,0.945,6m,monthly 138 | 2010-05-03,0.971,6m,monthly 139 | 2010-06-01,0.991,6m,monthly 140 | 2010-07-01,1.056,6m,monthly 141 | 2010-08-02,1.145,6m,monthly 142 | 2010-09-01,1.134,6m,monthly 143 | 2010-10-01,1.184,6m,monthly 144 | 2010-11-01,1.269,6m,monthly 145 | 2010-12-01,1.258,6m,monthly 146 | 2011-01-03,1.224,6m,monthly 147 | 2011-02-01,1.331,6m,monthly 148 | 2011-03-01,1.382,6m,monthly 149 | 2011-04-01,1.556,6m,monthly 150 | 2011-05-02,1.682,6m,monthly 151 | 2011-06-01,1.714,6m,monthly 152 | 2011-07-01,1.797,6m,monthly 153 | 2011-08-01,1.82,6m,monthly 154 | 2011-09-01,1.748,6m,monthly 155 | 2011-10-03,1.757,6m,monthly 156 | 2011-11-01,1.782,6m,monthly 157 | 2011-12-01,1.697,6m,monthly 158 | 2012-01-02,1.606,6m,monthly 159 | 2012-02-01,1.409,6m,monthly 160 | 2012-03-01,1.267,6m,monthly 161 | 2012-04-02,1.072,6m,monthly 162 | 2012-05-02,0.992,6m,monthly 163 | 2012-06-01,0.943,6m,monthly 164 | 2012-07-02,0.928,6m,monthly 165 | 2012-08-01,0.664,6m,monthly 166 | 2012-09-03,0.533,6m,monthly 167 | 2012-10-01,0.438,6m,monthly 168 | 2012-11-01,0.387,6m,monthly 169 | 2012-12-03,0.342,6m,monthly 170 | 2013-01-02,0.319,6m,monthly 171 | 2013-02-01,0.38,6m,monthly 172 | 2013-03-01,0.328,6m,monthly 173 | 2013-04-02,0.332,6m,monthly 174 | 2013-05-01,0.315,6m,monthly 175 | 2013-06-03,0.299,6m,monthly 176 | 2013-07-01,0.34,6m,monthly 177 | 2013-08-01,0.34,6m,monthly 178 | 2013-09-02,0.344,6m,monthly 179 | 2013-10-01,0.338,6m,monthly 180 | 2013-11-01,0.341,6m,monthly 181 | 2013-12-02,0.331,6m,monthly 182 | 2014-01-02,0.387,6m,monthly 183 | 2014-02-03,0.387,6m,monthly 184 | 2014-03-03,0.387,6m,monthly 185 | 2014-04-01,0.418,6m,monthly 186 | 2014-05-02,0.437,6m,monthly 187 | 2014-06-02,0.394,6m,monthly 188 | 2014-07-01,0.302,6m,monthly 189 | 2014-08-01,0.308,6m,monthly 190 | 2014-09-01,0.259,6m,monthly 191 | 2014-10-01,0.181,6m,monthly 192 | 2014-11-03,0.189,6m,monthly 193 | 2014-12-01,0.179,6m,monthly 194 | 2015-01-02,0.169,6m,monthly 195 | 2015-02-02,0.134,6m,monthly 196 | 2015-03-02,0.11,6m,monthly 197 | 2015-04-01,0.088,6m,monthly 198 | 2015-05-04,0.064,6m,monthly 199 | 2015-06-01,0.049,6m,monthly 200 | 2015-07-01,0.049,6m,monthly 201 | 2015-08-03,0.049,6m,monthly 202 | 2015-09-01,0.039,6m,monthly 203 | 2015-10-01,0.027,6m,monthly 204 | 2015-11-02,0.007,6m,monthly 205 | 2015-12-01,-0.045,6m,monthly 206 | 2016-01-04,-0.041,6m,monthly 207 | 2016-02-01,-0.094,6m,monthly 208 | 2016-03-01,-0.135,6m,monthly 209 | 2016-04-01,-0.131,6m,monthly 210 | 2016-05-02,-0.141,6m,monthly 211 | 2016-06-01,-0.153,6m,monthly 212 | 2016-07-01,-0.182,6m,monthly 213 | 2016-08-01,-0.186,6m,monthly 214 | 2016-09-01,-0.193,6m,monthly 215 | 2016-10-03,-0.203,6m,monthly 216 | 2016-11-01,-0.211,6m,monthly 217 | 2016-12-01,-0.219,6m,monthly 218 | 2017-01-02,-0.22,6m,monthly 219 | 2017-02-01,-0.244,6m,monthly 220 | 2017-03-01,-0.237,6m,monthly 221 | 2017-04-03,-0.243,6m,monthly 222 | 2017-05-02,-0.249,6m,monthly 223 | 2017-06-01,-0.254,6m,monthly 224 | 2017-07-03,-0.271,6m,monthly 225 | 2017-08-01,-0.272,6m,monthly 226 | 2017-09-01,-0.273,6m,monthly 227 | 2017-10-02,-0.272,6m,monthly 228 | 2017-11-01,-0.276,6m,monthly 229 | 2017-12-01,-0.271,6m,monthly 230 | 2018-01-02,-0.271,6m,monthly 231 | 2018-02-01,-0.278,6m,monthly 232 | 2018-03-01,-0.271,6m,monthly 233 | 2018-04-03,-0.27,6m,monthly 234 | 2018-05-02,-0.269,6m,monthly 235 | 2018-06-01,-0.269,6m,monthly 236 | 2018-07-02,-0.269,6m,monthly 237 | 2018-08-01,-0.269,6m,monthly 238 | 2018-09-03,-0.268,6m,monthly 239 | 2018-10-01,-0.268,6m,monthly 240 | 2018-11-01,-0.258,6m,monthly 241 | 2018-12-03,-0.248,6m,monthly 242 | 2019-01-02,-0.238,6m,monthly 243 | 2019-02-01,-0.235,6m,monthly 244 | 2019-03-01,-0.23,6m,monthly 245 | 2019-04-01,-0.228,6m,monthly 246 | 2019-05-02,-0.232,6m,monthly 247 | 2019-06-03,-0.254,6m,monthly 248 | 2019-07-01,-0.313,6m,monthly 249 | 2019-08-01,-0.363,6m,monthly 250 | 2019-09-02,-0.439,6m,monthly 251 | 2019-10-01,-0.387,6m,monthly 252 | 2019-11-01,-0.348,6m,monthly 253 | 2019-12-02,-0.345,6m,monthly 254 | 2020-01-02,-0.323,6m,monthly 255 | 2020-02-03,-0.338,6m,monthly 256 | 2020-03-02,-0.4,6m,monthly 257 | 2020-04-01,-0.276,6m,monthly 258 | 2020-05-04,-0.157,6m,monthly 259 | 2020-06-01,-0.163,6m,monthly 260 | 2020-07-01,-0.295,6m,monthly 261 | 2020-08-03,-0.417,6m,monthly 262 | 2020-09-01,-0.441,6m,monthly 263 | 2020-10-01,-0.481,6m,monthly 264 | 2020-11-02,-0.513,6m,monthly 265 | 2020-12-01,-0.508,6m,monthly 266 | 2021-01-04,-0.532,6m,monthly 267 | 2021-02-01,-0.528,6m,monthly 268 | 2021-03-01,-0.508,6m,monthly 269 | 2021-04-01,-0.512,6m,monthly 270 | 2021-05-03,-0.518,6m,monthly 271 | 2021-06-01,-0.517,6m,monthly 272 | 2021-07-01,-0.513,6m,monthly 273 | 2021-08-02,-0.523,6m,monthly 274 | 2021-09-01,-0.521,6m,monthly 275 | 2021-10-01,-0.526,6m,monthly 276 | 2021-11-01,-0.529,6m,monthly 277 | 2021-12-01,-0.541,6m,monthly 278 | 2022-01-03,-0.539,6m,monthly 279 | 2022-02-01,-0.503,6m,monthly 280 | 2022-03-01,-0.496,6m,monthly 281 | 2022-04-01,-0.362,6m,monthly 282 | 2022-05-02,-0.204,6m,monthly 283 | 2022-06-01,-0.034,6m,monthly 284 | 2022-07-01,0.238,6m,monthly 285 | 2022-08-01,0.654,6m,monthly 286 | 2022-09-01,1.24,6m,monthly 287 | 2022-10-03,1.775,6m,monthly 288 | 2022-11-01,2.168,6m,monthly 289 | 2022-12-01,2.405,6m,monthly 290 | 2023-01-02,2.732,6m,monthly 291 | 2023-02-01,3.009,6m,monthly 292 | 2023-03-01,3.311,6m,monthly 293 | 2023-04-03,3.335,6m,monthly 294 | 2023-05-02,3.622,6m,monthly 295 | 2023-06-01,3.721,6m,monthly 296 | 2023-07-03,3.913,6m,monthly 297 | 2023-08-01,3.948,6m,monthly 298 | 2023-09-01,3.934,6m,monthly 299 | 2023-10-02,4.138,6m,monthly 300 | 2023-11-01,4.081,6m,monthly 301 | 2023-12-01,4.004,6m,monthly 302 | 2024-01-02,3.861,6m,monthly 303 | 2024-02-01,3.832,6m,monthly 304 | 2024-03-01,3.912,6m,monthly 305 | 2024-04-02,3.842,6m,monthly 306 | 2024-05-02,3.828,6m,monthly 307 | 2024-06-03,3.755,6m,monthly 308 | 2024-07-01,3.678,6m,monthly 309 | 2024-08-01,3.563,6m,monthly 310 | 2024-09-02,3.351,6m,monthly 311 | 2024-10-01,3.092,6m,monthly 312 | 2024-11-01,2.912,6m,monthly 313 | 2024-12-02,2.675,6m,monthly 314 | 2025-01-02,2.562,6m,monthly 315 | 2025-02-03,2.536,6m,monthly 316 | 2025-03-03,2.331,6m,monthly 317 | 2025-04-01,2.309,6m,monthly 318 | 2025-05-02,2.143,6m,monthly 319 | 2025-06-02,2.063,6m,monthly 320 | 2025-07-01,2.051,6m,monthly 321 | 2025-08-01,2.07,6m,monthly 322 | 2025-09-01,2.086,6m,monthly 323 | 2025-10-01,2.079,6m,monthly 324 | 2025-11-03,2.142,6m,monthly 325 | -------------------------------------------------------------------------------- /data/euribor-3m-monthly.csv: -------------------------------------------------------------------------------- 1 | date,rate,maturity_level,granularity 2 | 1999-01-01,3.245,3m,monthly 3 | 1999-02-01,3.078,3m,monthly 4 | 1999-03-01,3.099,3m,monthly 5 | 1999-04-01,2.942,3m,monthly 6 | 1999-05-03,2.583,3m,monthly 7 | 1999-06-01,2.585,3m,monthly 8 | 1999-07-01,2.655,3m,monthly 9 | 1999-08-02,2.697,3m,monthly 10 | 1999-09-01,2.699,3m,monthly 11 | 1999-10-01,3.126,3m,monthly 12 | 1999-11-01,3.501,3m,monthly 13 | 1999-12-01,3.45,3m,monthly 14 | 2000-01-03,3.338,3m,monthly 15 | 2000-02-01,3.496,3m,monthly 16 | 2000-03-01,3.633,3m,monthly 17 | 2000-04-03,3.833,3m,monthly 18 | 2000-05-02,4.104,3m,monthly 19 | 2000-06-01,4.467,3m,monthly 20 | 2000-07-03,4.551,3m,monthly 21 | 2000-08-01,4.636,3m,monthly 22 | 2000-09-01,4.829,3m,monthly 23 | 2000-10-02,4.991,3m,monthly 24 | 2000-11-01,5.137,3m,monthly 25 | 2000-12-01,5.021,3m,monthly 26 | 2001-02-01,4.714,3m,monthly 27 | 2001-03-01,4.756,3m,monthly 28 | 2001-04-02,4.571,3m,monthly 29 | 2001-05-02,4.817,3m,monthly 30 | 2001-06-01,4.513,3m,monthly 31 | 2001-07-02,4.435,3m,monthly 32 | 2001-08-01,4.429,3m,monthly 33 | 2001-09-03,4.254,3m,monthly 34 | 2001-10-01,3.656,3m,monthly 35 | 2001-10-15,,3m,monthly 36 | 2001-11-01,3.512,3m,monthly 37 | 2001-12-03,3.346,3m,monthly 38 | 2002-01-02,3.279,3m,monthly 39 | 2002-02-01,3.375,3m,monthly 40 | 2002-03-01,3.367,3m,monthly 41 | 2002-04-02,3.446,3m,monthly 42 | 2002-05-02,3.383,3m,monthly 43 | 2002-06-03,3.483,3m,monthly 44 | 2002-07-01,3.438,3m,monthly 45 | 2002-08-01,3.371,3m,monthly 46 | 2002-09-02,3.351,3m,monthly 47 | 2002-10-01,3.279,3m,monthly 48 | 2002-11-01,3.236,3m,monthly 49 | 2002-12-02,3.036,3m,monthly 50 | 2003-01-02,2.861,3m,monthly 51 | 2003-02-03,2.807,3m,monthly 52 | 2003-03-03,2.503,3m,monthly 53 | 2003-04-01,2.514,3m,monthly 54 | 2003-05-02,2.504,3m,monthly 55 | 2003-06-02,2.258,3m,monthly 56 | 2003-07-01,2.145,3m,monthly 57 | 2003-08-01,2.129,3m,monthly 58 | 2003-09-01,2.151,3m,monthly 59 | 2003-10-01,2.121,3m,monthly 60 | 2003-11-03,2.163,3m,monthly 61 | 2003-12-01,2.16,3m,monthly 62 | 2004-01-02,2.12,3m,monthly 63 | 2004-02-02,2.091,3m,monthly 64 | 2004-03-01,2.047,3m,monthly 65 | 2004-04-01,1.96,3m,monthly 66 | 2004-05-03,2.072,3m,monthly 67 | 2004-06-01,2.087,3m,monthly 68 | 2004-07-01,2.116,3m,monthly 69 | 2004-08-02,2.115,3m,monthly 70 | 2004-09-01,2.115,3m,monthly 71 | 2004-10-01,2.148,3m,monthly 72 | 2004-11-01,2.152,3m,monthly 73 | 2004-12-01,2.174,3m,monthly 74 | 2005-01-03,2.154,3m,monthly 75 | 2005-02-01,2.142,3m,monthly 76 | 2005-03-01,2.136,3m,monthly 77 | 2005-04-01,2.147,3m,monthly 78 | 2005-05-02,2.126,3m,monthly 79 | 2005-06-01,2.124,3m,monthly 80 | 2005-07-01,2.107,3m,monthly 81 | 2005-08-01,2.126,3m,monthly 82 | 2005-09-01,2.133,3m,monthly 83 | 2005-10-03,2.178,3m,monthly 84 | 2005-11-01,2.264,3m,monthly 85 | 2005-12-01,2.474,3m,monthly 86 | 2006-01-02,2.488,3m,monthly 87 | 2006-02-01,2.554,3m,monthly 88 | 2006-03-01,2.666,3m,monthly 89 | 2006-04-03,2.818,3m,monthly 90 | 2006-05-02,2.86,3m,monthly 91 | 2006-06-01,2.944,3m,monthly 92 | 2006-07-03,3.055,3m,monthly 93 | 2006-08-01,3.17,3m,monthly 94 | 2006-09-01,3.267,3m,monthly 95 | 2006-10-02,3.424,3m,monthly 96 | 2006-11-01,3.563,3m,monthly 97 | 2006-12-01,3.638,3m,monthly 98 | 2007-01-02,3.725,3m,monthly 99 | 2007-02-01,3.785,3m,monthly 100 | 2007-03-01,3.856,3m,monthly 101 | 2007-04-02,3.927,3m,monthly 102 | 2007-05-01,4.017,3m,monthly 103 | 2007-06-01,4.124,3m,monthly 104 | 2007-07-02,4.176,3m,monthly 105 | 2007-08-01,4.264,3m,monthly 106 | 2007-09-03,4.741,3m,monthly 107 | 2007-10-01,4.791,3m,monthly 108 | 2007-11-01,4.598,3m,monthly 109 | 2007-12-03,4.839,3m,monthly 110 | 2008-01-02,4.665,3m,monthly 111 | 2008-02-01,4.367,3m,monthly 112 | 2008-03-03,4.383,3m,monthly 113 | 2008-04-01,4.731,3m,monthly 114 | 2008-05-02,4.855,3m,monthly 115 | 2008-06-02,4.865,3m,monthly 116 | 2008-07-01,4.955,3m,monthly 117 | 2008-08-01,4.968,3m,monthly 118 | 2008-09-01,4.961,3m,monthly 119 | 2008-10-01,5.291,3m,monthly 120 | 2008-11-03,4.733,3m,monthly 121 | 2008-12-01,3.816,3m,monthly 122 | 2009-01-02,2.859,3m,monthly 123 | 2009-02-02,2.077,3m,monthly 124 | 2009-03-02,1.811,3m,monthly 125 | 2009-04-01,1.498,3m,monthly 126 | 2009-05-04,1.354,3m,monthly 127 | 2009-06-01,1.266,3m,monthly 128 | 2009-07-01,1.085,3m,monthly 129 | 2009-08-03,0.886,3m,monthly 130 | 2009-09-01,0.819,3m,monthly 131 | 2009-10-01,0.754,3m,monthly 132 | 2009-11-02,0.722,3m,monthly 133 | 2009-12-01,0.72,3m,monthly 134 | 2010-01-04,0.7,3m,monthly 135 | 2010-02-01,0.665,3m,monthly 136 | 2010-03-01,0.655,3m,monthly 137 | 2010-04-01,0.635,3m,monthly 138 | 2010-05-03,0.665,3m,monthly 139 | 2010-06-01,0.702,3m,monthly 140 | 2010-07-01,0.782,3m,monthly 141 | 2010-08-02,0.898,3m,monthly 142 | 2010-09-01,0.886,3m,monthly 143 | 2010-10-01,0.942,3m,monthly 144 | 2010-11-01,1.046,3m,monthly 145 | 2010-12-01,1.026,3m,monthly 146 | 2011-01-03,1.001,3m,monthly 147 | 2011-02-01,1.082,3m,monthly 148 | 2011-03-01,1.096,3m,monthly 149 | 2011-04-01,1.249,3m,monthly 150 | 2011-05-02,1.395,3m,monthly 151 | 2011-06-01,1.434,3m,monthly 152 | 2011-07-01,1.556,3m,monthly 153 | 2011-08-01,1.609,3m,monthly 154 | 2011-09-01,1.543,3m,monthly 155 | 2011-10-03,1.557,3m,monthly 156 | 2011-11-01,1.585,3m,monthly 157 | 2011-12-01,1.469,3m,monthly 158 | 2012-01-02,1.343,3m,monthly 159 | 2012-02-01,1.115,3m,monthly 160 | 2012-03-01,0.967,3m,monthly 161 | 2012-04-02,0.771,3m,monthly 162 | 2012-05-02,0.704,3m,monthly 163 | 2012-06-01,0.665,3m,monthly 164 | 2012-07-02,0.652,3m,monthly 165 | 2012-08-01,0.381,3m,monthly 166 | 2012-09-03,0.276,3m,monthly 167 | 2012-10-01,0.223,3m,monthly 168 | 2012-11-01,0.197,3m,monthly 169 | 2012-12-03,0.19,3m,monthly 170 | 2013-01-02,0.188,3m,monthly 171 | 2013-02-01,0.234,3m,monthly 172 | 2013-03-01,0.206,3m,monthly 173 | 2013-04-02,0.21,3m,monthly 174 | 2013-05-01,0.207,3m,monthly 175 | 2013-06-03,0.2,3m,monthly 176 | 2013-07-01,0.222,3m,monthly 177 | 2013-08-01,0.228,3m,monthly 178 | 2013-09-02,0.225,3m,monthly 179 | 2013-10-01,0.225,3m,monthly 180 | 2013-11-01,0.226,3m,monthly 181 | 2013-12-02,0.236,3m,monthly 182 | 2014-01-02,0.284,3m,monthly 183 | 2014-02-03,0.29,3m,monthly 184 | 2014-03-03,0.288,3m,monthly 185 | 2014-04-01,0.313,3m,monthly 186 | 2014-05-02,0.336,3m,monthly 187 | 2014-06-02,0.309,3m,monthly 188 | 2014-07-01,0.206,3m,monthly 189 | 2014-08-01,0.208,3m,monthly 190 | 2014-09-01,0.159,3m,monthly 191 | 2014-10-01,0.082,3m,monthly 192 | 2014-11-03,0.085,3m,monthly 193 | 2014-12-01,0.082,3m,monthly 194 | 2015-01-02,0.076,3m,monthly 195 | 2015-02-02,0.055,3m,monthly 196 | 2015-03-02,0.039,3m,monthly 197 | 2015-04-01,0.018,3m,monthly 198 | 2015-05-04,-0.007,3m,monthly 199 | 2015-06-01,-0.013,3m,monthly 200 | 2015-07-01,-0.014,3m,monthly 201 | 2015-08-03,-0.023,3m,monthly 202 | 2015-09-01,-0.033,3m,monthly 203 | 2015-10-01,-0.043,3m,monthly 204 | 2015-11-02,-0.066,3m,monthly 205 | 2015-12-01,-0.116,3m,monthly 206 | 2016-01-04,-0.132,3m,monthly 207 | 2016-02-01,-0.162,3m,monthly 208 | 2016-03-01,-0.207,3m,monthly 209 | 2016-04-01,-0.245,3m,monthly 210 | 2016-05-02,-0.25,3m,monthly 211 | 2016-06-01,-0.261,3m,monthly 212 | 2016-07-01,-0.29,3m,monthly 213 | 2016-08-01,-0.297,3m,monthly 214 | 2016-09-01,-0.299,3m,monthly 215 | 2016-10-03,-0.301,3m,monthly 216 | 2016-11-01,-0.313,3m,monthly 217 | 2016-12-01,-0.313,3m,monthly 218 | 2017-01-02,-0.318,3m,monthly 219 | 2017-02-01,-0.328,3m,monthly 220 | 2017-03-01,-0.329,3m,monthly 221 | 2017-04-03,-0.33,3m,monthly 222 | 2017-05-02,-0.329,3m,monthly 223 | 2017-06-01,-0.329,3m,monthly 224 | 2017-07-03,-0.331,3m,monthly 225 | 2017-08-01,-0.331,3m,monthly 226 | 2017-09-01,-0.329,3m,monthly 227 | 2017-10-02,-0.329,3m,monthly 228 | 2017-11-01,-0.329,3m,monthly 229 | 2017-12-01,-0.326,3m,monthly 230 | 2018-01-02,-0.329,3m,monthly 231 | 2018-02-01,-0.328,3m,monthly 232 | 2018-03-01,-0.327,3m,monthly 233 | 2018-04-03,-0.328,3m,monthly 234 | 2018-05-02,-0.329,3m,monthly 235 | 2018-06-01,-0.321,3m,monthly 236 | 2018-07-02,-0.321,3m,monthly 237 | 2018-08-01,-0.319,3m,monthly 238 | 2018-09-03,-0.319,3m,monthly 239 | 2018-10-01,-0.317,3m,monthly 240 | 2018-11-01,-0.318,3m,monthly 241 | 2018-12-03,-0.316,3m,monthly 242 | 2019-01-02,-0.31,3m,monthly 243 | 2019-02-01,-0.308,3m,monthly 244 | 2019-03-01,-0.31,3m,monthly 245 | 2019-04-01,-0.31,3m,monthly 246 | 2019-05-02,-0.309,3m,monthly 247 | 2019-06-03,-0.323,3m,monthly 248 | 2019-07-01,-0.346,3m,monthly 249 | 2019-08-01,-0.377,3m,monthly 250 | 2019-09-02,-0.436,3m,monthly 251 | 2019-10-01,-0.428,3m,monthly 252 | 2019-11-01,-0.399,3m,monthly 253 | 2019-12-02,-0.4,3m,monthly 254 | 2020-01-02,-0.379,3m,monthly 255 | 2020-02-03,-0.393,3m,monthly 256 | 2020-03-02,-0.434,3m,monthly 257 | 2020-04-01,-0.343,3m,monthly 258 | 2020-05-04,-0.286,3m,monthly 259 | 2020-06-01,-0.325,3m,monthly 260 | 2020-07-01,-0.417,3m,monthly 261 | 2020-08-03,-0.469,3m,monthly 262 | 2020-09-01,-0.478,3m,monthly 263 | 2020-10-01,-0.498,3m,monthly 264 | 2020-11-02,-0.52,3m,monthly 265 | 2020-12-01,-0.526,3m,monthly 266 | 2021-01-04,-0.546,3m,monthly 267 | 2021-02-01,-0.543,3m,monthly 268 | 2021-03-01,-0.533,3m,monthly 269 | 2021-04-01,-0.538,3m,monthly 270 | 2021-05-03,-0.535,3m,monthly 271 | 2021-06-01,-0.545,3m,monthly 272 | 2021-07-01,-0.54,3m,monthly 273 | 2021-08-02,-0.543,3m,monthly 274 | 2021-09-01,-0.55,3m,monthly 275 | 2021-10-01,-0.547,3m,monthly 276 | 2021-11-01,-0.558,3m,monthly 277 | 2021-12-01,-0.572,3m,monthly 278 | 2022-01-03,-0.57,3m,monthly 279 | 2022-02-01,-0.547,3m,monthly 280 | 2022-03-01,-0.534,3m,monthly 281 | 2022-04-01,-0.461,3m,monthly 282 | 2022-05-02,-0.416,3m,monthly 283 | 2022-06-01,-0.335,3m,monthly 284 | 2022-07-01,-0.176,3m,monthly 285 | 2022-08-01,0.246,3m,monthly 286 | 2022-09-01,0.712,3m,monthly 287 | 2022-10-03,1.185,3m,monthly 288 | 2022-11-01,1.737,3m,monthly 289 | 2022-12-01,1.972,3m,monthly 290 | 2023-01-02,2.162,3m,monthly 291 | 2023-02-01,2.483,3m,monthly 292 | 2023-03-01,2.783,3m,monthly 293 | 2023-04-03,3.053,3m,monthly 294 | 2023-05-02,3.274,3m,monthly 295 | 2023-06-01,3.462,3m,monthly 296 | 2023-07-03,3.597,3m,monthly 297 | 2023-08-01,3.723,3m,monthly 298 | 2023-09-01,3.77,3m,monthly 299 | 2023-10-02,3.951,3m,monthly 300 | 2023-11-01,3.953,3m,monthly 301 | 2023-12-01,3.96,3m,monthly 302 | 2024-01-02,3.905,3m,monthly 303 | 2024-02-01,3.884,3m,monthly 304 | 2024-03-01,3.938,3m,monthly 305 | 2024-04-02,3.883,3m,monthly 306 | 2024-05-02,3.853,3m,monthly 307 | 2024-06-03,3.782,3m,monthly 308 | 2024-07-01,3.709,3m,monthly 309 | 2024-08-01,3.638,3m,monthly 310 | 2024-09-02,3.469,3m,monthly 311 | 2024-10-01,3.252,3m,monthly 312 | 2024-11-01,3.085,3m,monthly 313 | 2024-12-02,2.924,3m,monthly 314 | 2025-01-02,2.736,3m,monthly 315 | 2025-02-03,2.562,3m,monthly 316 | 2025-03-03,2.464,3m,monthly 317 | 2025-04-01,2.324,3m,monthly 318 | 2025-05-02,2.142,3m,monthly 319 | 2025-06-02,1.979,3m,monthly 320 | 2025-07-01,1.961,3m,monthly 321 | 2025-08-01,1.994,3m,monthly 322 | 2025-09-01,2.074,3m,monthly 323 | 2025-10-01,2.017,3m,monthly 324 | 2025-11-03,2.023,3m,monthly 325 | -------------------------------------------------------------------------------- /data/euribor-1m-monthly.csv: -------------------------------------------------------------------------------- 1 | date,rate,maturity_level,granularity 2 | 1999-01-01,3.254,1m,monthly 3 | 1999-02-01,3.126,1m,monthly 4 | 1999-03-01,3.122,1m,monthly 5 | 1999-04-01,2.963,1m,monthly 6 | 1999-05-03,2.568,1m,monthly 7 | 1999-06-01,2.571,1m,monthly 8 | 1999-07-01,2.631,1m,monthly 9 | 1999-08-02,2.636,1m,monthly 10 | 1999-09-01,2.605,1m,monthly 11 | 1999-10-01,2.637,1m,monthly 12 | 1999-11-01,2.892,1m,monthly 13 | 1999-12-01,3.512,1m,monthly 14 | 2000-01-03,3.171,1m,monthly 15 | 2000-02-01,3.313,1m,monthly 16 | 2000-03-01,3.443,1m,monthly 17 | 2000-04-03,3.694,1m,monthly 18 | 2000-05-02,3.944,1m,monthly 19 | 2000-06-01,4.294,1m,monthly 20 | 2000-07-03,4.423,1m,monthly 21 | 2000-08-01,4.416,1m,monthly 22 | 2000-09-01,4.664,1m,monthly 23 | 2000-10-02,4.787,1m,monthly 24 | 2000-11-01,4.956,1m,monthly 25 | 2000-12-01,5.017,1m,monthly 26 | 2001-02-01,4.776,1m,monthly 27 | 2001-03-01,4.806,1m,monthly 28 | 2001-04-02,4.722,1m,monthly 29 | 2001-05-02,4.845,1m,monthly 30 | 2001-06-01,4.562,1m,monthly 31 | 2001-07-02,4.517,1m,monthly 32 | 2001-08-01,4.505,1m,monthly 33 | 2001-09-03,4.314,1m,monthly 34 | 2001-10-01,3.727,1m,monthly 35 | 2001-10-15,,1m,monthly 36 | 2001-11-01,3.623,1m,monthly 37 | 2001-12-03,3.422,1m,monthly 38 | 2002-01-02,3.312,1m,monthly 39 | 2002-02-01,3.351,1m,monthly 40 | 2002-03-01,3.342,1m,monthly 41 | 2002-04-02,3.361,1m,monthly 42 | 2002-05-02,3.333,1m,monthly 43 | 2002-06-03,3.387,1m,monthly 44 | 2002-07-01,3.389,1m,monthly 45 | 2002-08-01,3.345,1m,monthly 46 | 2002-09-02,3.335,1m,monthly 47 | 2002-10-01,3.313,1m,monthly 48 | 2002-11-01,3.284,1m,monthly 49 | 2002-12-02,3.138,1m,monthly 50 | 2003-01-02,2.899,1m,monthly 51 | 2003-02-03,2.832,1m,monthly 52 | 2003-03-03,2.609,1m,monthly 53 | 2003-04-01,2.568,1m,monthly 54 | 2003-05-02,2.572,1m,monthly 55 | 2003-06-02,2.352,1m,monthly 56 | 2003-07-01,2.155,1m,monthly 57 | 2003-08-01,2.12,1m,monthly 58 | 2003-09-01,2.132,1m,monthly 59 | 2003-10-01,2.103,1m,monthly 60 | 2003-11-03,2.094,1m,monthly 61 | 2003-12-01,2.155,1m,monthly 62 | 2004-01-02,2.099,1m,monthly 63 | 2004-02-02,2.073,1m,monthly 64 | 2004-03-01,2.052,1m,monthly 65 | 2004-04-01,2.022,1m,monthly 66 | 2004-05-03,2.056,1m,monthly 67 | 2004-06-01,2.064,1m,monthly 68 | 2004-07-01,2.074,1m,monthly 69 | 2004-08-02,2.075,1m,monthly 70 | 2004-09-01,2.076,1m,monthly 71 | 2004-10-01,2.079,1m,monthly 72 | 2004-11-01,2.093,1m,monthly 73 | 2004-12-01,2.169,1m,monthly 74 | 2005-01-03,2.125,1m,monthly 75 | 2005-02-01,2.106,1m,monthly 76 | 2005-03-01,2.103,1m,monthly 77 | 2005-04-01,2.104,1m,monthly 78 | 2005-05-02,2.105,1m,monthly 79 | 2005-06-01,2.104,1m,monthly 80 | 2005-07-01,2.104,1m,monthly 81 | 2005-08-01,2.111,1m,monthly 82 | 2005-09-01,2.112,1m,monthly 83 | 2005-10-03,2.122,1m,monthly 84 | 2005-11-01,2.125,1m,monthly 85 | 2005-12-01,2.406,1m,monthly 86 | 2006-01-02,2.399,1m,monthly 87 | 2006-02-01,2.39,1m,monthly 88 | 2006-03-01,2.601,1m,monthly 89 | 2006-04-03,2.647,1m,monthly 90 | 2006-05-02,2.667,1m,monthly 91 | 2006-06-01,2.821,1m,monthly 92 | 2006-07-03,2.898,1m,monthly 93 | 2006-08-01,3.033,1m,monthly 94 | 2006-09-01,3.096,1m,monthly 95 | 2006-10-02,3.291,1m,monthly 96 | 2006-11-01,3.365,1m,monthly 97 | 2006-12-01,3.588,1m,monthly 98 | 2007-01-02,3.629,1m,monthly 99 | 2007-02-01,3.609,1m,monthly 100 | 2007-03-01,3.771,1m,monthly 101 | 2007-04-02,3.864,1m,monthly 102 | 2007-05-01,3.861,1m,monthly 103 | 2007-06-01,4.034,1m,monthly 104 | 2007-07-02,4.113,1m,monthly 105 | 2007-08-01,4.105,1m,monthly 106 | 2007-09-03,4.455,1m,monthly 107 | 2007-10-01,4.389,1m,monthly 108 | 2007-11-01,4.15,1m,monthly 109 | 2007-12-03,4.834,1m,monthly 110 | 2008-01-02,4.239,1m,monthly 111 | 2008-02-01,4.19,1m,monthly 112 | 2008-03-03,4.199,1m,monthly 113 | 2008-04-01,4.357,1m,monthly 114 | 2008-05-02,4.386,1m,monthly 115 | 2008-06-02,4.464,1m,monthly 116 | 2008-07-01,4.448,1m,monthly 117 | 2008-08-01,4.483,1m,monthly 118 | 2008-09-01,4.513,1m,monthly 119 | 2008-10-01,5.088,1m,monthly 120 | 2008-11-03,4.412,1m,monthly 121 | 2008-12-01,3.523,1m,monthly 122 | 2009-01-02,2.57,1m,monthly 123 | 2009-02-02,1.735,1m,monthly 124 | 2009-03-02,1.518,1m,monthly 125 | 2009-04-01,1.105,1m,monthly 126 | 2009-05-04,0.931,1m,monthly 127 | 2009-06-01,0.933,1m,monthly 128 | 2009-07-01,0.74,1m,monthly 129 | 2009-08-03,0.526,1m,monthly 130 | 2009-09-01,0.481,1m,monthly 131 | 2009-10-01,0.439,1m,monthly 132 | 2009-11-02,0.424,1m,monthly 133 | 2009-12-01,0.476,1m,monthly 134 | 2010-01-04,0.453,1m,monthly 135 | 2010-02-01,0.425,1m,monthly 136 | 2010-03-01,0.415,1m,monthly 137 | 2010-04-01,0.4,1m,monthly 138 | 2010-05-03,0.414,1m,monthly 139 | 2010-06-01,0.428,1m,monthly 140 | 2010-07-01,0.505,1m,monthly 141 | 2010-08-02,0.646,1m,monthly 142 | 2010-09-01,0.619,1m,monthly 143 | 2010-10-01,0.704,1m,monthly 144 | 2010-11-01,0.848,1m,monthly 145 | 2010-12-01,0.812,1m,monthly 146 | 2011-01-03,0.774,1m,monthly 147 | 2011-02-01,0.915,1m,monthly 148 | 2011-03-01,0.867,1m,monthly 149 | 2011-04-01,0.984,1m,monthly 150 | 2011-05-02,1.244,1m,monthly 151 | 2011-06-01,1.223,1m,monthly 152 | 2011-07-01,1.332,1m,monthly 153 | 2011-08-01,1.434,1m,monthly 154 | 2011-09-01,1.351,1m,monthly 155 | 2011-10-03,1.355,1m,monthly 156 | 2011-11-01,1.362,1m,monthly 157 | 2011-12-01,1.205,1m,monthly 158 | 2012-01-02,1.005,1m,monthly 159 | 2012-02-01,0.701,1m,monthly 160 | 2012-03-01,0.549,1m,monthly 161 | 2012-04-02,0.417,1m,monthly 162 | 2012-05-02,0.401,1m,monthly 163 | 2012-06-01,0.384,1m,monthly 164 | 2012-07-02,0.372,1m,monthly 165 | 2012-08-01,0.144,1m,monthly 166 | 2012-09-03,0.122,1m,monthly 167 | 2012-10-01,0.116,1m,monthly 168 | 2012-11-01,0.11,1m,monthly 169 | 2012-12-03,0.113,1m,monthly 170 | 2013-01-02,0.109,1m,monthly 171 | 2013-02-01,0.122,1m,monthly 172 | 2013-03-01,0.117,1m,monthly 173 | 2013-04-02,0.117,1m,monthly 174 | 2013-05-01,0.116,1m,monthly 175 | 2013-06-03,0.113,1m,monthly 176 | 2013-07-01,0.121,1m,monthly 177 | 2013-08-01,0.13,1m,monthly 178 | 2013-09-02,0.129,1m,monthly 179 | 2013-10-01,0.128,1m,monthly 180 | 2013-11-01,0.129,1m,monthly 181 | 2013-12-02,0.17,1m,monthly 182 | 2014-01-02,0.214,1m,monthly 183 | 2014-02-03,0.225,1m,monthly 184 | 2014-03-03,0.22,1m,monthly 185 | 2014-04-01,0.235,1m,monthly 186 | 2014-05-02,0.258,1m,monthly 187 | 2014-06-02,0.25,1m,monthly 188 | 2014-07-01,0.098,1m,monthly 189 | 2014-08-01,0.097,1m,monthly 190 | 2014-09-01,0.066,1m,monthly 191 | 2014-10-01,0.006,1m,monthly 192 | 2014-11-03,0.01,1m,monthly 193 | 2014-12-01,0.021,1m,monthly 194 | 2015-01-02,0.016,1m,monthly 195 | 2015-02-02,0.003,1m,monthly 196 | 2015-03-02,-0.005,1m,monthly 197 | 2015-04-01,-0.017,1m,monthly 198 | 2015-05-04,-0.042,1m,monthly 199 | 2015-06-01,-0.057,1m,monthly 200 | 2015-07-01,-0.064,1m,monthly 201 | 2015-08-03,-0.078,1m,monthly 202 | 2015-09-01,-0.099,1m,monthly 203 | 2015-10-01,-0.113,1m,monthly 204 | 2015-11-02,-0.119,1m,monthly 205 | 2015-12-01,-0.161,1m,monthly 206 | 2016-01-04,-0.21,1m,monthly 207 | 2016-02-01,-0.232,1m,monthly 208 | 2016-03-01,-0.27,1m,monthly 209 | 2016-04-01,-0.335,1m,monthly 210 | 2016-05-02,-0.343,1m,monthly 211 | 2016-06-01,-0.349,1m,monthly 212 | 2016-07-01,-0.363,1m,monthly 213 | 2016-08-01,-0.371,1m,monthly 214 | 2016-09-01,-0.372,1m,monthly 215 | 2016-10-03,-0.371,1m,monthly 216 | 2016-11-01,-0.374,1m,monthly 217 | 2016-12-01,-0.372,1m,monthly 218 | 2017-01-02,-0.368,1m,monthly 219 | 2017-02-01,-0.372,1m,monthly 220 | 2017-03-01,-0.372,1m,monthly 221 | 2017-04-03,-0.372,1m,monthly 222 | 2017-05-02,-0.374,1m,monthly 223 | 2017-06-01,-0.374,1m,monthly 224 | 2017-07-03,-0.373,1m,monthly 225 | 2017-08-01,-0.371,1m,monthly 226 | 2017-09-01,-0.373,1m,monthly 227 | 2017-10-02,-0.373,1m,monthly 228 | 2017-11-01,-0.371,1m,monthly 229 | 2017-12-01,-0.369,1m,monthly 230 | 2018-01-02,-0.368,1m,monthly 231 | 2018-02-01,-0.369,1m,monthly 232 | 2018-03-01,-0.371,1m,monthly 233 | 2018-04-03,-0.372,1m,monthly 234 | 2018-05-02,-0.371,1m,monthly 235 | 2018-06-01,-0.371,1m,monthly 236 | 2018-07-02,-0.369,1m,monthly 237 | 2018-08-01,-0.369,1m,monthly 238 | 2018-09-03,-0.37,1m,monthly 239 | 2018-10-01,-0.371,1m,monthly 240 | 2018-11-01,-0.368,1m,monthly 241 | 2018-12-03,-0.368,1m,monthly 242 | 2019-01-02,-0.362,1m,monthly 243 | 2019-02-01,-0.369,1m,monthly 244 | 2019-03-01,-0.368,1m,monthly 245 | 2019-04-01,-0.367,1m,monthly 246 | 2019-05-02,-0.366,1m,monthly 247 | 2019-06-03,-0.378,1m,monthly 248 | 2019-07-01,-0.392,1m,monthly 249 | 2019-08-01,-0.393,1m,monthly 250 | 2019-09-02,-0.427,1m,monthly 251 | 2019-10-01,-0.467,1m,monthly 252 | 2019-11-01,-0.443,1m,monthly 253 | 2019-12-02,-0.439,1m,monthly 254 | 2020-01-02,-0.436,1m,monthly 255 | 2020-02-03,-0.455,1m,monthly 256 | 2020-03-02,-0.488,1m,monthly 257 | 2020-04-01,-0.468,1m,monthly 258 | 2020-05-04,-0.476,1m,monthly 259 | 2020-06-01,-0.498,1m,monthly 260 | 2020-07-01,-0.512,1m,monthly 261 | 2020-08-03,-0.516,1m,monthly 262 | 2020-09-01,-0.51,1m,monthly 263 | 2020-10-01,-0.526,1m,monthly 264 | 2020-11-02,-0.54,1m,monthly 265 | 2020-12-01,-0.548,1m,monthly 266 | 2021-01-04,-0.57,1m,monthly 267 | 2021-02-01,-0.56,1m,monthly 268 | 2021-03-01,-0.553,1m,monthly 269 | 2021-04-01,-0.551,1m,monthly 270 | 2021-05-03,-0.559,1m,monthly 271 | 2021-06-01,-0.56,1m,monthly 272 | 2021-07-01,-0.561,1m,monthly 273 | 2021-08-02,-0.556,1m,monthly 274 | 2021-09-01,-0.554,1m,monthly 275 | 2021-10-01,-0.557,1m,monthly 276 | 2021-11-01,-0.557,1m,monthly 277 | 2021-12-01,-0.573,1m,monthly 278 | 2022-01-03,-0.576,1m,monthly 279 | 2022-02-01,-0.56,1m,monthly 280 | 2022-03-01,-0.553,1m,monthly 281 | 2022-04-01,-0.541,1m,monthly 282 | 2022-05-02,-0.527,1m,monthly 283 | 2022-06-01,-0.541,1m,monthly 284 | 2022-07-01,-0.506,1m,monthly 285 | 2022-08-01,-0.062,1m,monthly 286 | 2022-09-01,0.228,1m,monthly 287 | 2022-10-03,0.674,1m,monthly 288 | 2022-11-01,1.376,1m,monthly 289 | 2022-12-01,1.526,1m,monthly 290 | 2023-01-02,1.883,1m,monthly 291 | 2023-02-01,2.19,1m,monthly 292 | 2023-03-01,2.487,1m,monthly 293 | 2023-04-03,2.928,1m,monthly 294 | 2023-05-02,3.093,1m,monthly 295 | 2023-06-01,3.21,1m,monthly 296 | 2023-07-03,3.385,1m,monthly 297 | 2023-08-01,3.58,1m,monthly 298 | 2023-09-01,3.639,1m,monthly 299 | 2023-10-02,3.858,1m,monthly 300 | 2023-11-01,3.893,1m,monthly 301 | 2023-12-01,3.869,1m,monthly 302 | 2024-01-02,3.856,1m,monthly 303 | 2024-02-01,3.873,1m,monthly 304 | 2024-03-01,3.817,1m,monthly 305 | 2024-04-02,3.855,1m,monthly 306 | 2024-05-02,3.877,1m,monthly 307 | 2024-06-03,3.69,1m,monthly 308 | 2024-07-01,3.655,1m,monthly 309 | 2024-08-01,3.606,1m,monthly 310 | 2024-09-02,3.588,1m,monthly 311 | 2024-10-01,3.33,1m,monthly 312 | 2024-11-01,3.119,1m,monthly 313 | 2024-12-02,2.987,1m,monthly 314 | 2025-01-02,2.785,1m,monthly 315 | 2025-02-03,2.644,1m,monthly 316 | 2025-03-03,2.466,1m,monthly 317 | 2025-04-01,2.349,1m,monthly 318 | 2025-05-02,2.149,1m,monthly 319 | 2025-06-02,1.984,1m,monthly 320 | 2025-07-01,1.906,1m,monthly 321 | 2025-08-01,1.893,1m,monthly 322 | 2025-09-01,1.875,1m,monthly 323 | 2025-10-01,1.909,1m,monthly 324 | 2025-11-03,1.914,1m,monthly 325 | -------------------------------------------------------------------------------- /datapackage.json: -------------------------------------------------------------------------------- 1 | { 2 | "name": "euribor", 3 | "title": "The Euribor Benchmark Rates", 4 | "version": "0.1.0", 5 | "licenses": [ 6 | { 7 | "name": "ODC-PDDL-1.0", 8 | "path": "http://opendatacommons.org/licenses/pddl/", 9 | "title": "Open Data Commons Public Domain Dedication and License v1.0" 10 | } 11 | ], 12 | "resources": [ 13 | { 14 | "name": "euribor-10m-monthly", 15 | "path": "data/euribor-10m-monthly.csv", 16 | "format": "csv", 17 | "mediatype": "text/csv", 18 | "bytes": 3941, 19 | "schema": { 20 | "fields": [ 21 | { 22 | "name": "date", 23 | "type": "date", 24 | "description": "The date for the rate value. It follows by convention ISO 8601 formatting and is for the first day of the month" 25 | }, 26 | { 27 | "name": "rate", 28 | "type": "number", 29 | "description": "The Euribor Benchmark rate. It uses pourcentage (%)" 30 | }, 31 | { 32 | "name": "maturity_level", 33 | "type": "string", 34 | "description": "The maturity level. Before nov 2013, there was 15 rates and now only 8 are available due to EU banking regulations" 35 | }, 36 | { 37 | "name": "granularity", 38 | "type": "string" 39 | } 40 | ] 41 | } 42 | }, 43 | { 44 | "name": "euribor-11m-monthly", 45 | "path": "data/euribor-11m-monthly.csv", 46 | "format": "csv", 47 | "mediatype": "text/csv", 48 | "bytes": 3941, 49 | "schema": { 50 | "fields": [ 51 | { 52 | "name": "date", 53 | "type": "date", 54 | "description": "The date for the rate value. It follows by convention ISO 8601 formatting and is for the first day of the month" 55 | }, 56 | { 57 | "name": "rate", 58 | "type": "number", 59 | "description": "The Euribor Benchmark rate. It uses pourcentage (%)" 60 | }, 61 | { 62 | "name": "maturity_level", 63 | "type": "string", 64 | "description": "The maturity level. Before nov 2013, there was 15 rates and now only 8 are available due to EU banking regulations" 65 | }, 66 | { 67 | "name": "granularity", 68 | "type": "string" 69 | } 70 | ] 71 | } 72 | }, 73 | { 74 | "name": "euribor-12m-monthly", 75 | "path": "data/euribor-12m-monthly.csv", 76 | "format": "csv", 77 | "mediatype": "text/csv", 78 | "bytes": 4249, 79 | "schema": { 80 | "fields": [ 81 | { 82 | "name": "date", 83 | "type": "date", 84 | "description": "The date for the rate value. It follows by convention ISO 8601 formatting and is for the first day of the month" 85 | }, 86 | { 87 | "name": "rate", 88 | "type": "number", 89 | "description": "The Euribor Benchmark rate. It uses pourcentage (%)" 90 | }, 91 | { 92 | "name": "maturity_level", 93 | "type": "string", 94 | "description": "The maturity level. Before nov 2013, there was 15 rates and now only 8 are available due to EU banking regulations" 95 | }, 96 | { 97 | "name": "granularity", 98 | "type": "string" 99 | } 100 | ] 101 | } 102 | }, 103 | { 104 | "name": "euribor-1m-monthly", 105 | "path": "data/euribor-1m-monthly.csv", 106 | "format": "csv", 107 | "mediatype": "text/csv", 108 | "bytes": 4057, 109 | "schema": { 110 | "fields": [ 111 | { 112 | "name": "date", 113 | "type": "date", 114 | "description": "The date for the rate value. It follows by convention ISO 8601 formatting and is for the first day of the month" 115 | }, 116 | { 117 | "name": "rate", 118 | "type": "number", 119 | "description": "The Euribor Benchmark rate. It uses pourcentage (%)" 120 | }, 121 | { 122 | "name": "maturity_level", 123 | "type": "string", 124 | "description": "The maturity level. Before nov 2013, there was 15 rates and now only 8 are available due to EU banking regulations" 125 | }, 126 | { 127 | "name": "granularity", 128 | "type": "string" 129 | } 130 | ] 131 | } 132 | }, 133 | { 134 | "name": "euribor-1w-weekly", 135 | "path": "data/euribor-1w-weekly.csv", 136 | "format": "csv", 137 | "mediatype": "text/csv", 138 | "bytes": 3994, 139 | "schema": { 140 | "fields": [ 141 | { 142 | "name": "date", 143 | "type": "date", 144 | "description": "The date for the rate value. It follows by convention ISO 8601 formatting and is for the first day of the month" 145 | }, 146 | { 147 | "name": "rate", 148 | "type": "number", 149 | "description": "The Euribor Benchmark rate. It uses pourcentage (%)" 150 | }, 151 | { 152 | "name": "maturity_level", 153 | "type": "string", 154 | "description": "The maturity level. Before nov 2013, there was 15 rates and now only 8 are available due to EU banking regulations" 155 | }, 156 | { 157 | "name": "granularity", 158 | "type": "string" 159 | } 160 | ] 161 | } 162 | }, 163 | { 164 | "name": "euribor-2m-monthly", 165 | "path": "data/euribor-2m-monthly.csv", 166 | "format": "csv", 167 | "mediatype": "text/csv", 168 | "bytes": 4057, 169 | "schema": { 170 | "fields": [ 171 | { 172 | "name": "date", 173 | "type": "date", 174 | "description": "The date for the rate value. It follows by convention ISO 8601 formatting and is for the first day of the month" 175 | }, 176 | { 177 | "name": "rate", 178 | "type": "number", 179 | "description": "The Euribor Benchmark rate. It uses pourcentage (%)" 180 | }, 181 | { 182 | "name": "maturity_level", 183 | "type": "string", 184 | "description": "The maturity level. Before nov 2013, there was 15 rates and now only 8 are available due to EU banking regulations" 185 | }, 186 | { 187 | "name": "granularity", 188 | "type": "string" 189 | } 190 | ] 191 | } 192 | }, 193 | { 194 | "name": "euribor-2w-weekly", 195 | "path": "data/euribor-2w-weekly.csv", 196 | "format": "csv", 197 | "mediatype": "text/csv", 198 | "bytes": 3301, 199 | "schema": { 200 | "fields": [ 201 | { 202 | "name": "date", 203 | "type": "date", 204 | "description": "The date for the rate value. It follows by convention ISO 8601 formatting and is for the first day of the month" 205 | }, 206 | { 207 | "name": "rate", 208 | "type": "number", 209 | "description": "The Euribor Benchmark rate. It uses pourcentage (%)" 210 | }, 211 | { 212 | "name": "maturity_level", 213 | "type": "string", 214 | "description": "The maturity level. Before nov 2013, there was 15 rates and now only 8 are available due to EU banking regulations" 215 | }, 216 | { 217 | "name": "granularity", 218 | "type": "string" 219 | } 220 | ] 221 | } 222 | }, 223 | { 224 | "name": "euribor-3m-monthly", 225 | "path": "data/euribor-3m-monthly.csv", 226 | "format": "csv", 227 | "mediatype": "text/csv", 228 | "bytes": 4057, 229 | "schema": { 230 | "fields": [ 231 | { 232 | "name": "date", 233 | "type": "date", 234 | "description": "The date for the rate value. It follows by convention ISO 8601 formatting and is for the first day of the month" 235 | }, 236 | { 237 | "name": "rate", 238 | "type": "number", 239 | "description": "The Euribor Benchmark rate. It uses pourcentage (%)" 240 | }, 241 | { 242 | "name": "maturity_level", 243 | "type": "string", 244 | "description": "The maturity level. Before nov 2013, there was 15 rates and now only 8 are available due to EU banking regulations" 245 | }, 246 | { 247 | "name": "granularity", 248 | "type": "string" 249 | } 250 | ] 251 | } 252 | }, 253 | { 254 | "name": "euribor-3w-weekly", 255 | "path": "data/euribor-3w-weekly.csv", 256 | "format": "csv", 257 | "mediatype": "text/csv", 258 | "bytes": 3070, 259 | "schema": { 260 | "fields": [ 261 | { 262 | "name": "date", 263 | "type": "date", 264 | "description": "The date for the rate value. It follows by convention ISO 8601 formatting and is for the first day of the month" 265 | }, 266 | { 267 | "name": "rate", 268 | "type": "number", 269 | "description": "The Euribor Benchmark rate. It uses pourcentage (%)" 270 | }, 271 | { 272 | "name": "maturity_level", 273 | "type": "string", 274 | "description": "The maturity level. Before nov 2013, there was 15 rates and now only 8 are available due to EU banking regulations" 275 | }, 276 | { 277 | "name": "granularity", 278 | "type": "string" 279 | } 280 | ] 281 | } 282 | }, 283 | { 284 | "name": "euribor-4m-monthly", 285 | "path": "data/euribor-4m-monthly.csv", 286 | "format": "csv", 287 | "mediatype": "text/csv", 288 | "bytes": 3763, 289 | "schema": { 290 | "fields": [ 291 | { 292 | "name": "date", 293 | "type": "date", 294 | "description": "The date for the rate value. It follows by convention ISO 8601 formatting and is for the first day of the month" 295 | }, 296 | { 297 | "name": "rate", 298 | "type": "number", 299 | "description": "The Euribor Benchmark rate. It uses pourcentage (%)" 300 | }, 301 | { 302 | "name": "maturity_level", 303 | "type": "string", 304 | "description": "The maturity level. Before nov 2013, there was 15 rates and now only 8 are available due to EU banking regulations" 305 | }, 306 | { 307 | "name": "granularity", 308 | "type": "string" 309 | } 310 | ] 311 | } 312 | }, 313 | { 314 | "name": "euribor-5m-monthly", 315 | "path": "data/euribor-5m-monthly.csv", 316 | "format": "csv", 317 | "mediatype": "text/csv", 318 | "bytes": 3763, 319 | "schema": { 320 | "fields": [ 321 | { 322 | "name": "date", 323 | "type": "date", 324 | "description": "The date for the rate value. It follows by convention ISO 8601 formatting and is for the first day of the month" 325 | }, 326 | { 327 | "name": "rate", 328 | "type": "number", 329 | "description": "The Euribor Benchmark rate. It uses pourcentage (%)" 330 | }, 331 | { 332 | "name": "maturity_level", 333 | "type": "string", 334 | "description": "The maturity level. Before nov 2013, there was 15 rates and now only 8 are available due to EU banking regulations" 335 | }, 336 | { 337 | "name": "granularity", 338 | "type": "string" 339 | } 340 | ] 341 | } 342 | }, 343 | { 344 | "name": "euribor-6m-monthly", 345 | "path": "data/euribor-6m-monthly.csv", 346 | "format": "csv", 347 | "mediatype": "text/csv", 348 | "bytes": 4057, 349 | "schema": { 350 | "fields": [ 351 | { 352 | "name": "date", 353 | "type": "date", 354 | "description": "The date for the rate value. It follows by convention ISO 8601 formatting and is for the first day of the month" 355 | }, 356 | { 357 | "name": "rate", 358 | "type": "number", 359 | "description": "The Euribor Benchmark rate. It uses pourcentage (%)" 360 | }, 361 | { 362 | "name": "maturity_level", 363 | "type": "string", 364 | "description": "The maturity level. Before nov 2013, there was 15 rates and now only 8 are available due to EU banking regulations" 365 | }, 366 | { 367 | "name": "granularity", 368 | "type": "string" 369 | } 370 | ] 371 | } 372 | }, 373 | { 374 | "name": "euribor-7m-monthly", 375 | "path": "data/euribor-7m-monthly.csv", 376 | "format": "csv", 377 | "mediatype": "text/csv", 378 | "bytes": 3763, 379 | "schema": { 380 | "fields": [ 381 | { 382 | "name": "date", 383 | "type": "date", 384 | "description": "The date for the rate value. It follows by convention ISO 8601 formatting and is for the first day of the month" 385 | }, 386 | { 387 | "name": "rate", 388 | "type": "number", 389 | "description": "The Euribor Benchmark rate. It uses pourcentage (%)" 390 | }, 391 | { 392 | "name": "maturity_level", 393 | "type": "string", 394 | "description": "The maturity level. Before nov 2013, there was 15 rates and now only 8 are available due to EU banking regulations" 395 | }, 396 | { 397 | "name": "granularity", 398 | "type": "string" 399 | } 400 | ] 401 | } 402 | }, 403 | { 404 | "name": "euribor-8m-monthly", 405 | "path": "data/euribor-8m-monthly.csv", 406 | "format": "csv", 407 | "mediatype": "text/csv", 408 | "bytes": 3763, 409 | "schema": { 410 | "fields": [ 411 | { 412 | "name": "date", 413 | "type": "date", 414 | "description": "The date for the rate value. It follows by convention ISO 8601 formatting and is for the first day of the month" 415 | }, 416 | { 417 | "name": "rate", 418 | "type": "number", 419 | "description": "The Euribor Benchmark rate. It uses pourcentage (%)" 420 | }, 421 | { 422 | "name": "maturity_level", 423 | "type": "string", 424 | "description": "The maturity level. Before nov 2013, there was 15 rates and now only 8 are available due to EU banking regulations" 425 | }, 426 | { 427 | "name": "granularity", 428 | "type": "string" 429 | } 430 | ] 431 | } 432 | }, 433 | { 434 | "name": "euribor-9m-monthly", 435 | "path": "data/euribor-9m-monthly.csv", 436 | "format": "csv", 437 | "mediatype": "text/csv", 438 | "bytes": 4057, 439 | "schema": { 440 | "fields": [ 441 | { 442 | "name": "date", 443 | "type": "date", 444 | "description": "The date for the rate value. It follows by convention ISO 8601 formatting and is for the first day of the month" 445 | }, 446 | { 447 | "name": "rate", 448 | "type": "number", 449 | "description": "The Euribor Benchmark rate. It uses pourcentage (%)" 450 | }, 451 | { 452 | "name": "maturity_level", 453 | "type": "string", 454 | "description": "The maturity level. Before nov 2013, there was 15 rates and now only 8 are available due to EU banking regulations" 455 | }, 456 | { 457 | "name": "granularity", 458 | "type": "string" 459 | } 460 | ] 461 | } 462 | } 463 | ], 464 | "description": "The Euribor Benchmark rates by year and granularity", 465 | "repository": "git://github.com/ThomasG77/euribor.git", 466 | "collection": "economic-data" 467 | } --------------------------------------------------------------------------------