• Sharebar

I am in the middle of building an LBO model and was hoping someone could suggest a free site where I might be able to get forward Libor rates for my debt schedule. If such a site does not exist, would someone mind pulling some rates through 2014 for me from Bloomberg?

Thanks, I would really appreciate it.

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Comments (24)

  • blackcleo's picture

    it's unlikely you will do an LBO with floating rate notes, so not sure why you need a Libor curve

  • giants92's picture

    ^???? Bank debt is priced as a spread over LIBOR........

  • jhoratio's picture

    Bootstrap it yourself, dude. Why is everyone on this forum so damn lazy? Why don't you figure it out, then post what you did and how you did it and, as a result of that process, actually add some value to people's lives, instead of just asking someone to give you the answer.

  • hockey's picture

    I was able to get some forward rates from a bank we work with. The only other thing I could think of was using a floor-rate.

    Thanks.

  • In reply to blackcleo
    thaTHRILLA's picture

    blackcleo:
    it's unlikely you will do an LBO with floating rate notes, so not sure why you need a Libor curve

    what are you talking about? term loans are off of LIBOR as everyone said.

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  • Frieds's picture

    Have you thought about consulting the almighty Bloomberg Terminal?

  • themonkeybandit's picture

    I just saw a really cool chart the other day. I'll see if I can find it again.

  • blackcleo's picture

    the bulk of your financing will be a term loan - fixed rate. Yes, the loan is initially priced as a spread above libor, but then it's fixed at funding. Why do you think bonds trade at a premium or discount to par, because they're fixed rate.

  • indenturedprimate's picture

    the bulk of your financing will be a term loan - fixed rate. Yes, the loan is initially priced as a spread above libor, but then it's fixed at funding. Why do you think bonds trade at a premium or discount to par, because they're fixed rate.

    Uh... no.

    Leveraged loans are not fixed at funding. If they were, then the LBO market would be a fraction of the size it is today, because CLOs -- which have to invest in floating rate loans -- wouldn't be able to invest in any of the debt that is issued to finance the transaction.

    I'm not sure why you start off talking about loans and then switch to bonds. Yes, high yield notes are priced at a fixed rate, but they're not financing the bulk of the LBO transactions. As for the premium or discount to par comment, that's something that happens with variable rate securities too.

  • Kenny_Powers_CFA's picture

    Wow some of the above statements about LBO financing and term debt are ridiculous and exactly why I would warn against from taking advice from anyone outside a select circle of proven posters.

    There have been many great comebacks throughout history. Jesus was dead but then came back as an all-powerful God-Zombie.

  • blackcleo's picture

    First, let me clarify my initial comment. I was questioning why a forward libor curve would be needed. My bad, I left out the word forward. There's a difference between a forward libor curve and a libor yield curve - that's all I was pointing out.

    Do LBOs use floating rates, sure. But, the majority are done using fixed rate term loans. And the majority of loans in a CLO are fixed rate. I supposed everyone sees different things, but that's what I saw and worked on while at GS and at my current gig.

  • indenturedprimate's picture

    blackcleo,

    What do you do what do you do where you see primarily fixed rate loans? I typically read anywhere from 5-20 CIMs a week that are marketing loans, and I don't think I've ever seen a fixed rate term loan. Many CLOs can only invest in floating rate securities. It makes sense because CLOs generate returns based on the spread of what they're invested in over the rates they're borrowing at (which are, for the most part, floating rate notes that the CLO issues).

  • Faustus's picture

    6-Month
    Date Spot Rate Forward Rate
    09/02/2010 0.3496
    10/04/2010 0.2579 0.3838
    11/02/2010 0.2794 0.4109
    12/02/2010 0.299 0.4355
    01/04/2011 0.3236 0.46
    02/02/2011 0.3409 0.4822
    03/02/2011 0.3515 0.5042
    04/04/2011 0.3684 0.532
    05/03/2011 0.3798 0.5625
    06/02/2011 0.3932 0.5936
    07/05/2011 0.4066 0.6335
    08/02/2011 0.4195 0.6721
    09/02/2011 0.4335 0.715
    10/03/2011 0.4471 0.7633
    11/02/2011 0.4628 0.8115
    12/02/2011 0.4773 0.8665
    01/03/2012 0.4952 0.9183
    02/02/2012 0.5139 0.9719
    03/02/2012 0.5299 1.0285
    04/02/2012 0.5501 1.0832
    05/02/2012 0.57 1.1394
    06/06/2012 0.5942 1.2041
    07/02/2012 0.6124 1.2546
    08/02/2012 0.6361 1.3153
    09/04/2012 0.6612 1.3739
    10/02/2012 0.6822 1.4278
    11/02/2012 0.7071 1.4841
    12/03/2012 0.7311 1.5427
    01/02/2013 0.7558 1.5966
    02/04/2013 0.7836 1.6567
    03/04/2013 0.8047 1.7089
    04/02/2013 0.8294 1.7626
    05/02/2013 0.8541 1.8255
    06/03/2013 0.8813 1.8862
    07/02/2013 0.9055 1.9438
    08/02/2013 0.9325 2.0032
    09/03/2013 0.9603 2.0599
    10/02/2013 0.9852 2.1124
    11/04/2013 1.015 2.1678
    12/02/2013 1.0394 2.2129
    01/02/2014 1.0673 2.2627
    02/03/2014 1.096 2.3156
    03/03/2014 1.1185 2.3626
    04/02/2014 1.1453 2.4127
    05/02/2014 1.1712 2.4654
    06/02/2014 1.1988 2.5158
    07/02/2014 1.2245 2.5672
    08/04/2014 1.2536 2.6224
    09/02/2014 1.2792 2.6681
    10/02/2014 1.305 2.716
    11/03/2014 1.3334 2.7666
    12/02/2014 1.3582 2.8105
    01/02/2015 1.3855 2.8572
    02/02/2015 1.4127 2.9052
    03/02/2015 1.4347 2.9493
    04/02/2015 1.4617 2.9783
    05/05/2015 1.4895 3.0092
    06/02/2015 1.5138 3.0337
    07/02/2015 1.5389 3.0616
    08/03/2015 1.5664 3.0873
    09/02/2015 1.5921 3.1101
    10/02/2015 1.6152 3.1527
    11/02/2015 1.6399 3.1923
    12/02/2015 1.6629 3.2318
    01/04/2016 1.6889 3.2749
    02/02/2016 1.7117 3.3116
    03/02/2016 1.7328 3.3504
    04/04/2016 1.7585 3.353
    05/03/2016 1.7802 3.3537
    06/02/2016 1.8035 3.3535
    07/05/2016 1.828 3.3523
    08/02/2016 1.8495 3.3501
    09/02/2016 1.8732 3.3446
    10/03/2016 1.8929 3.3778
    11/02/2016 1.9126 3.4084
    12/02/2016 1.9315 3.4399
    01/03/2017 1.9523 3.4719
    02/02/2017 1.9718 3.5023
    03/02/2017 1.9875 3.5343
    04/03/2017 2.008 3.535
    05/02/2017 2.0258 3.5335
    06/02/2017 2.0456 3.5314
    07/03/2017 2.0645 3.5282
    08/02/2017 2.0835 3.5245
    09/05/2017 2.1048 3.5175
    10/02/2017 2.119 3.5411
    11/02/2017 2.1361 3.5654
    12/04/2017 2.1528 3.592
    01/02/2018 2.1687 3.6147
    02/02/2018 2.1855 3.6394
    03/02/2018 2.1983 3.6643
    04/03/2018 2.2155 3.6552
    05/02/2018 2.2303 3.6446
    06/04/2018 2.2478 3.6322
    07/02/2018 2.262 3.6209
    08/02/2018 2.2783 3.6084
    09/04/2018 2.2956 3.5915
    10/02/2018 2.3076 3.6098
    11/02/2018 2.3215 3.6288
    12/03/2018 2.3346 3.6486
    01/02/2019 2.348 3.6666
    02/04/2019 2.3626 3.6872
    03/04/2019 2.3727 3.7043
    04/02/2019 2.3855 3.6998
    05/02/2019 2.3979 3.6943
    06/03/2019 2.4118 3.6882
    07/02/2019 2.4236 3.6823
    08/02/2019 2.4369 3.6757
    09/03/2019 2.4506 3.6669
    10/02/2019 2.461 3.6819
    11/04/2019 2.4735 3.6983
    12/02/2019 2.4835 3.7121
    01/02/2020 2.4952 3.7267
    02/03/2020 2.5072 3.742
    03/02/2020 2.5162 3.7562
    04/02/2020 2.5277 3.7304
    05/05/2020 2.5391 3.701
    06/02/2020 2.5495 3.6763
    07/02/2020 2.5597 3.6486
    08/03/2020 2.5713 3.619
    09/02/2020 2.5822 3.5896
    10/02/2020 2.5902 3.602
    11/02/2020 2.5993 3.6118
    12/02/2020 2.6073 3.6219
    01/04/2021 2.6167 3.6335
    02/02/2021 2.625 3.6426
    03/02/2021 2.631 3.653
    04/06/2021 2.6408 3.7191
    05/04/2021 2.648 3.7752
    06/02/2021 2.6562 3.8307
    07/02/2021 2.6639 3.8926
    08/02/2021 2.6725 3.9519
    09/02/2021 2.681 4.0122
    10/04/2021 2.6914 4.0249
    11/02/2021 2.7014 4.0359
    12/02/2021 2.7111 4.0472
    01/04/2022 2.7223 4.0594
    02/02/2022 2.7322 4.0695
    03/02/2022 2.7396 4.0808
    04/04/2022 2.7507 4.0255
    05/03/2022 2.7597 3.9739
    06/02/2022 2.7697 3.9219
    07/05/2022 2.7798 3.8627
    08/02/2022 2.789 3.8125
    09/02/2022 2.7991 3.7554
    10/03/2022 2.8058 3.7631
    11/02/2022 2.8128 3.7698
    12/02/2022 2.8192 3.777
    01/03/2023 2.8266 3.784
    02/02/2023 2.8335 3.7907
    03/02/2023 2.8381 3.7987
    04/03/2023 2.8454 3.8044
    05/02/2023 2.8513 3.8109
    06/02/2023 2.8583 3.8177
    07/03/2023 2.8646 3.8238
    08/02/2023 2.8713 3.8299
    09/05/2023 2.8788 3.8361
    10/02/2023 2.8841 3.8417
    11/02/2023 2.8909 3.8474
    12/04/2023 2.8972 3.8538
    01/02/2024 2.9035 3.859
    02/02/2024 2.9101 3.8647
    03/04/2024 2.9155 3.8709
    04/02/2024 2.9217 3.8758
    05/02/2024 2.9274 3.8819
    06/03/2024 2.934 3.8865
    07/02/2024 2.9395 3.8917
    08/02/2024 2.9459 3.8972
    09/03/2024 2.9524 3.9012
    10/02/2024 2.9577 3.9062
    11/04/2024 2.9644 3.9116
    12/02/2024 2.9695 3.9157
    01/02/2025 2.9756 3.9201
    02/03/2025 2.9819 3.9251
    03/03/2025 2.9858 3.9282
    04/02/2025 2.9917 3.8874
    05/02/2025 2.9969 3.8435
    06/02/2025 3.0029 3.801
    07/02/2025 3.0081 3.7578
    08/04/2025 3.0144 3.7105
    09/02/2025 3.0199 3.668
    10/02/2025 3.0234 3.6708
    11/03/2025 3.0277 3.6737
    12/02/2025 3.0311 3.6758
    01/02/2026 3.0352 3.678
    02/02/2026 3.0393 3.6806
    03/02/2026 3.0414 3.6832
    04/02/2026 3.0455 3.6853
    05/05/2026 3.0492 3.6878
    06/02/2026 3.0528 3.6896
    07/02/2026 3.0562 3.6923
    08/03/2026 3.0602 3.694
    09/02/2026 3.064 3.6952
    10/02/2026 3.0672 3.6973
    11/02/2026 3.0711 3.6995
    12/02/2026 3.0743 3.701
    01/04/2027 3.0783 3.7031
    02/02/2027 3.0819 3.7043
    03/02/2027 3.0837 3.7065
    04/02/2027 3.0874 3.7083

    fdba Emory Blaine and BBA or otherwise trying to find the perfect pseudonym.

  • Faustus's picture

    3-Month
    Date Spot Rate Forward Rate
    09/02/2010 0.2956
    10/04/2010 0.2579 0.3392
    11/02/2010 0.2794 0.3735
    12/02/2010 0.299 0.4038
    01/04/2011 0.3236 0.4289
    02/02/2011 0.3409 0.4487
    03/02/2011 0.3515 0.466
    04/04/2011 0.3684 0.4899
    05/03/2011 0.3798 0.5153
    06/02/2011 0.3932 0.5419
    07/05/2011 0.4066 0.5746
    08/02/2011 0.4195 0.6076
    09/02/2011 0.4335 0.645
    10/03/2011 0.4471 0.6883
    11/02/2011 0.4628 0.7355
    12/02/2011 0.4773 0.7838
    01/03/2012 0.4952 0.8376
    02/02/2012 0.5139 0.8877
    03/02/2012 0.5299 0.943
    04/02/2012 0.5501 0.995
    05/02/2012 0.57 1.0519
    06/06/2012 0.5942 1.1186
    07/02/2012 0.6124 1.1676
    08/02/2012 0.6361 1.2236
    09/04/2012 0.6612 1.2832
    10/02/2012 0.6822 1.3376
    11/02/2012 0.7071 1.4007
    12/03/2012 0.7311 1.4597
    01/02/2013 0.7558 1.5149
    02/04/2013 0.7836 1.5729
    03/04/2013 0.8047 1.6206
    04/02/2013 0.8294 1.6712
    05/02/2013 0.8541 1.728
    06/03/2013 0.8813 1.7879
    07/02/2013 0.9055 1.8457
    08/02/2013 0.9325 1.9135
    09/03/2013 0.9603 1.9785
    10/02/2013 0.9852 2.035
    11/04/2013 1.015 2.0898
    12/02/2013 1.0396 2.1351
    01/02/2014 1.0675 2.1852
    02/03/2014 1.0963 2.2392
    03/03/2014 1.1188 2.2846
    04/02/2014 1.1457 2.3322
    05/02/2014 1.1716 2.383
    06/02/2014 1.1992 2.4307
    07/02/2014 1.225 2.4869
    08/04/2014 1.2542 2.5488
    09/02/2014 1.2798 2.6022
    10/02/2014 1.3059 2.6507
    11/03/2014 1.3345 2.7011
    12/02/2014 1.3596 2.7447
    01/02/2015 1.3871 2.7929
    02/02/2015 1.4146 2.8424
    03/02/2015 1.4368 2.8853
    04/02/2015 1.4641 2.9315
    05/05/2015 1.4921 2.9821
    06/02/2015 1.5167 3.024
    07/02/2015 1.542 3.025
    08/03/2015 1.5697 3.0244
    09/02/2015 1.5957 3.0215
    10/02/2015 1.6185 3.0637
    11/02/2015 1.6429 3.103
    12/02/2015 1.6655 3.1414
    01/04/2016 1.6912 3.1841
    02/02/2016 1.7138 3.2214
    03/02/2016 1.7345 3.2591
    04/04/2016 1.7599 3.3007
    05/03/2016 1.7813 3.337
    06/02/2016 1.8043 3.3742
    07/05/2016 1.8285 3.3422
    08/02/2016 1.8498 3.3134
    09/02/2016 1.8732 3.2791
    10/03/2016 1.8927 3.3124
    11/02/2016 1.9124 3.3437
    12/02/2016 1.9312 3.3734
    01/03/2017 1.952 3.4061
    02/02/2017 1.9715 3.4358
    03/02/2017 1.987 3.466
    04/03/2017 2.0076 3.4971
    05/02/2017 2.0253 3.5264
    06/02/2017 2.045 3.5586
    07/03/2017 2.0638 3.528
    08/02/2017 2.0828 3.493
    09/05/2017 2.104 3.451
    10/02/2017 2.1181 3.4739
    11/02/2017 2.135 3.4993
    12/04/2017 2.1516 3.5247
    01/02/2018 2.1673 3.5479
    02/02/2018 2.184 3.5714
    03/02/2018 2.1966 3.5963
    04/03/2018 2.2137 3.6195
    05/02/2018 2.2283 3.6424
    06/04/2018 2.2457 3.6675
    07/02/2018 2.2597 3.6347
    08/02/2018 2.2759 3.5973
    09/04/2018 2.293 3.5558
    10/02/2018 2.3051 3.5744
    11/02/2018 2.3192 3.5952
    12/03/2018 2.3324 3.6133
    01/02/2019 2.3459 3.6316
    02/04/2019 2.3606 3.653
    03/04/2019 2.3708 3.6701
    04/02/2019 2.3837 3.6872
    05/02/2019 2.3962 3.7057
    06/03/2019 2.4102 3.7246
    07/02/2019 2.4221 3.7118
    08/02/2019 2.4356 3.6978
    09/03/2019 2.4494 3.6818
    10/02/2019 2.4603 3.6976
    11/04/2019 2.4734 3.7148
    12/02/2019 2.4838 3.7289
    01/02/2020 2.496 3.7447
    02/03/2020 2.5085 3.7613
    03/02/2020 2.518 3.7752
    04/02/2020 2.53 3.79
    05/05/2020 2.5419 3.8065
    06/02/2020 2.5527 3.82
    07/02/2020 2.5635 3.7609
    08/03/2020 2.5756 3.6969
    09/02/2020 2.5869 3.6356
    10/02/2020 2.5956 3.6482
    11/02/2020 2.6052 3.6592
    12/02/2020 2.6138 3.6696
    01/04/2021 2.6239 3.6826
    02/02/2021 2.6328 3.6927
    03/02/2021 2.6393 3.7032
    04/06/2021 2.6498 3.7153
    05/04/2021 2.6576 3.7254
    06/02/2021 2.6663 3.7355
    07/02/2021 2.6745 3.7787
    08/02/2021 2.6837 3.8193
    09/02/2021 2.6928 3.8617
    10/04/2021 2.7022 3.8734
    11/02/2021 2.7114 3.8836
    12/02/2021 2.7201 3.8932
    01/04/2022 2.7303 3.9044
    02/02/2022 2.7393 3.9142
    03/02/2022 2.7459 3.9242
    04/04/2022 2.7559 3.935
    05/03/2022 2.7641 3.9443
    06/02/2022 2.7732 3.9538
    07/05/2022 2.7824 3.8819
    08/02/2022 2.7908 3.8202
    09/02/2022 2.8 3.7509
    10/03/2022 2.8068 3.7588
    11/02/2022 2.814 3.7661
    12/02/2022 2.8205 3.7726
    01/03/2023 2.8281 3.7801
    02/02/2023 2.8352 3.7867
    03/02/2023 2.8399 3.794
    04/03/2023 2.8473 3.8009
    05/02/2023 2.8534 3.8076
    06/02/2023 2.8606 3.8153
    07/03/2023 2.867 3.821
    08/02/2023 2.8738 3.8274
    09/05/2023 2.8815 3.8341
    10/02/2023 2.887 3.8399
    11/02/2023 2.8939 3.8462
    12/04/2023 2.9003 3.8522
    01/02/2024 2.9068 3.8578
    02/02/2024 2.9135 3.8635
    03/04/2024 2.919 3.8699
    04/02/2024 2.9253 3.875
    05/02/2024 2.9312 3.8807
    06/03/2024 2.938 3.8864
    07/02/2024 2.9436 3.8915
    08/02/2024 2.9501 3.8975
    09/03/2024 2.9568 3.902
    10/02/2024 2.9623 3.9071
    11/04/2024 2.969 3.9125
    12/02/2024 2.9742 3.9167
    01/02/2025 2.9806 3.9213
    02/03/2025 2.987 3.9268
    03/03/2025 2.991 3.931
    04/02/2025 2.997 3.9352
    05/02/2025 3.0024 3.9404
    06/02/2025 3.0085 3.9443
    07/02/2025 3.0138 3.8406
    08/04/2025 3.0202 3.7258
    09/02/2025 3.0258 3.6243
    10/02/2025 3.0292 3.6269
    11/03/2025 3.0334 3.6295
    12/02/2025 3.0366 3.6313
    01/02/2026 3.0405 3.6337
    02/02/2026 3.0445 3.6364
    03/02/2026 3.0464 3.6385
    04/02/2026 3.0503 3.6405
    05/05/2026 3.0538 3.643
    06/02/2026 3.0573 3.6449
    07/02/2026 3.0605 3.6468
    08/03/2026 3.0644 3.6489
    09/02/2026 3.068 3.6505
    10/02/2026 3.0711 3.653
    11/02/2026 3.0748 3.6544
    12/02/2026 3.0779 3.6557
    01/04/2027 3.0817 3.6577
    02/02/2027 3.0851 3.6593
    03/02/2027 3.0869 3.661
    04/02/2027 3.0904 3.6623

    fdba Emory Blaine and BBA or otherwise trying to find the perfect pseudonym.

  • Faustus's picture

    1-Month
    Date Spot Rate Forward Rate
    09/02/2010 0.2578
    10/04/2010 0.2579 0.2949
    11/02/2010 0.2794 0.3381
    12/02/2010 0.299 0.3804
    01/04/2011 0.3236 0.4029
    02/02/2011 0.3409 0.433
    03/02/2011 0.3515 0.4489
    04/04/2011 0.3684 0.4635
    05/03/2011 0.3798 0.4874
    06/02/2011 0.3932 0.5156
    07/05/2011 0.4066 0.5444
    08/02/2011 0.4195 0.5679
    09/02/2011 0.4335 0.6048
    10/03/2011 0.4471 0.6511
    11/02/2011 0.4628 0.6799
    12/02/2011 0.4773 0.7305
    01/03/2012 0.4952 0.7955
    02/02/2012 0.5139 0.8295
    03/02/2012 0.5299 0.8819
    04/02/2012 0.5501 0.9478
    05/02/2012 0.57 0.9907
    06/06/2012 0.5942 1.0585
    07/02/2012 0.6124 1.1179
    08/02/2012 0.6361 1.1642
    09/04/2012 0.6612 1.2254
    10/02/2012 0.6822 1.2839
    11/02/2012 0.7071 1.3308
    12/03/2012 0.7311 1.397
    01/02/2013 0.7558 1.4665
    02/04/2013 0.7836 1.5147
    03/04/2013 0.8047 1.5664
    04/02/2013 0.8294 1.6169
    05/02/2013 0.8541 1.6663
    06/03/2013 0.8813 1.7265
    07/02/2013 0.9055 1.7869
    08/02/2013 0.9325 1.8377
    09/03/2013 0.9603 1.907
    10/02/2013 0.9851 1.977
    11/04/2013 1.0148 2.0289
    12/02/2013 1.0392 2.0759
    01/02/2014 1.067 2.1275
    02/03/2014 1.0956 2.1761
    03/03/2014 1.118 2.224
    04/02/2014 1.1448 2.2714
    05/02/2014 1.1705 2.3203
    06/02/2014 1.198 2.3687
    07/02/2014 1.2236 2.4187
    08/04/2014 1.2526 2.4711
    09/02/2014 1.2781 2.55
    10/02/2014 1.3043 2.5996
    11/03/2014 1.333 2.6485
    12/02/2014 1.3581 2.695
    01/02/2015 1.3857 2.7434
    02/02/2015 1.4133 2.7888
    03/02/2015 1.4355 2.8345
    04/02/2015 1.4629 2.8836
    05/05/2015 1.491 2.9319
    06/02/2015 1.5156 2.9731
    07/02/2015 1.541 3.0196
    08/03/2015 1.5688 3.0619
    09/02/2015 1.5949 2.9769
    10/02/2015 1.6178 3.0178
    11/02/2015 1.6422 3.0581
    12/02/2015 1.6649 3.0999
    01/04/2016 1.6907 3.1413
    02/02/2016 1.7133 3.1772
    03/02/2016 1.7341 3.2175
    04/04/2016 1.7596 3.2571
    05/03/2016 1.7811 3.2943
    06/02/2016 1.8041 3.3333
    07/05/2016 1.8284 3.3726
    08/02/2016 1.8497 3.4069
    09/02/2016 1.8732 3.2351
    10/03/2016 1.8927 3.2677
    11/02/2016 1.9124 3.2983
    12/02/2016 1.9311 3.3307
    01/03/2017 1.9518 3.3628
    02/02/2017 1.9712 3.3913
    03/02/2017 1.9868 3.4221
    04/03/2017 2.0072 3.4526
    05/02/2017 2.0249 3.4819
    06/02/2017 2.0446 3.5122
    07/03/2017 2.0634 3.5422
    08/02/2017 2.0822 3.5729
    09/05/2017 2.1034 3.4131
    10/02/2017 2.1175 3.4361
    11/02/2017 2.1344 3.4621
    12/04/2017 2.1509 3.4876
    01/02/2018 2.1667 3.5109
    02/02/2018 2.1833 3.5339
    03/02/2018 2.1959 3.5582
    04/03/2018 2.2129 3.5821
    05/02/2018 2.2276 3.6062
    06/04/2018 2.2449 3.6303
    07/02/2018 2.2589 3.6515
    08/02/2018 2.2751 3.6758
    09/04/2018 2.2922 3.5384
    10/02/2018 2.3044 3.5573
    11/02/2018 2.3186 3.5774
    12/03/2018 2.332 3.5973
    01/02/2019 2.3456 3.6174
    02/04/2019 2.3605 3.6356
    03/04/2019 2.3708 3.6545
    04/02/2019 2.3839 3.6718
    05/02/2019 2.3965 3.6911
    06/03/2019 2.4106 3.7093
    07/02/2019 2.4227 3.727
    08/02/2019 2.4363 3.7457
    09/03/2019 2.4502 3.6046
    10/02/2019 2.4607 3.6207
    11/04/2019 2.4732 3.6361
    12/02/2019 2.4832 3.6505
    01/02/2020 2.495 3.6663
    02/03/2020 2.507 3.6806
    03/02/2020 2.5161 3.6949
    04/02/2020 2.5276 3.7106
    05/05/2020 2.539 3.7253
    06/02/2020 2.5494 3.7379
    07/02/2020 2.5597 3.7525
    08/03/2020 2.5714 3.7592
    09/02/2020 2.5822 3.5481
    10/02/2020 2.5904 3.5595
    11/02/2020 2.5996 3.5703
    12/02/2020 2.6076 3.582
    01/04/2021 2.6172 3.5929
    02/02/2021 2.6256 3.6019
    03/02/2021 2.6316 3.614
    04/06/2021 2.6416 3.6241
    05/04/2021 2.6489 3.6339
    06/02/2021 2.6572 3.6431
    07/02/2021 2.665 3.6533
    08/02/2021 2.6736 3.6633
    09/02/2021 2.6823 3.9381
    10/04/2021 2.6925 3.9501
    11/02/2021 2.7025 3.9608
    12/02/2021 2.712 3.9734
    01/04/2022 2.7231 3.9848
    02/02/2022 2.7329 3.9943
    03/02/2022 2.7403 4.0065
    04/04/2022 2.7512 4.017
    05/03/2022 2.7601 4.0277
    06/02/2022 2.77 4.0389
    07/05/2022 2.78 4.0494
    08/02/2022 2.7892 4.0588
    09/02/2022 2.7992 3.7476
    10/03/2022 2.8061 3.7554
    11/02/2022 2.8134 3.7625
    12/02/2022 2.8201 3.7705
    01/03/2023 2.8278 3.7778
    02/02/2023 2.835 3.784
    03/02/2023 2.8398 3.7918
    04/03/2023 2.8473 3.7986
    05/02/2023 2.8535 3.8054
    06/02/2023 2.8608 3.8124
    07/03/2023 2.8673 3.8192
    08/02/2023 2.8743 3.8266
    09/05/2023 2.882 3.8326
    10/02/2023 2.8876 3.8386
    11/02/2023 2.8946 3.8453
    12/04/2023 2.9012 3.8515
    01/02/2024 2.9077 3.8573
    02/02/2024 2.9146 3.8633
    03/04/2024 2.9202 3.8693
    04/02/2024 2.9266 3.8745
    05/02/2024 2.9326 3.8807
    06/03/2024 2.9395 3.886
    07/02/2024 2.9452 3.8915
    08/02/2024 2.9518 3.8973
    09/03/2024 2.9586 3.9023
    10/02/2024 2.9642 3.9081
    11/04/2024 2.971 3.9128
    12/02/2024 2.9763 3.9177
    01/02/2025 2.9828 3.923
    02/03/2025 2.9893 3.9269
    03/03/2025 2.9934 3.9322
    04/02/2025 2.9995 3.9365
    05/02/2025 3.005 3.9412
    06/02/2025 3.0112 3.9455
    07/02/2025 3.0166 3.9507
    08/04/2025 3.0231 3.9332
    09/02/2025 3.0288 3.6228
    10/02/2025 3.0322 3.6258
    11/03/2025 3.0364 3.628
    12/02/2025 3.0397 3.6306
    01/02/2026 3.0437 3.633
    02/02/2026 3.0477 3.6347
    03/02/2026 3.0497 3.6375
    04/02/2026 3.0536 3.6402
    05/05/2026 3.0572 3.6422
    06/02/2026 3.0608 3.6439
    07/02/2026 3.064 3.6464
    08/03/2026 3.0679 3.6483
    09/02/2026 3.0716 3.65
    10/02/2026 3.0748 3.6521
    11/02/2026 3.0785 3.6538
    12/02/2026 3.0816 3.6562
    01/04/2027 3.0855 3.6577
    02/02/2027 3.089 3.6587
    03/02/2027 3.0907 3.6608
    04/02/2027 3.0944 3.6627

    fdba Emory Blaine and BBA or otherwise trying to find the perfect pseudonym.

  • In reply to blackcleo
    Car Ramrod's picture

    blackcleo:
    First, let me clarify my initial comment. I was questioning why a forward libor curve would be needed. My bad, I left out the word forward. There's a difference between a forward libor curve and a libor yield curve - that's all I was pointing out.

    Do LBOs use floating rates, sure. But, the majority are done using fixed rate term loans. And the majority of loans in a CLO are fixed rate. I supposed everyone sees different things, but that's what I saw and worked on while at GS and at my current gig.

    Were you a janitor at GS?

  • Faustus's picture

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    fdba Emory Blaine and BBA or otherwise trying to find the perfect pseudonym.

  • blackcleo's picture