Published November 26, 2020 | Version v1

Fuel up with OATmeals! Forward Rate Curves

  • 1. Division of Monetary Affairs, Federal Reserve Board, Washington, USA
  • 2. Université de Rennes, CNRS, CREM, France

Description

French forward rate curves from October 22, 1987, through April 10, 2018.

Files

SvenssonForwardRatesFrance.csv

Files (2.8 MB)

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Additional details

Related works

Is supplement to
Journal article: 10.1016/j.jfds.2020.07.001 (DOI)