Episode 3: Inter-Bank Offered Rate (IBOR) Transformation: ESTER, EURIBOR, LIBOR, EONIA yield curves

In the world of Yield Curve experts there is probably no one left who would not be aware of new Euro Short-Term Rate (€STR) curve appearance on the market. Besides, there are some plans regarding EURIBOR and LIBOR transformations also.

Many thanks to Gernot Schmidt, Erik-Jan van Dijk, Carl Balslev Clausen and Floris van de Loo for detailed and productive discussion regarding Inter-Bank Offered Rate transformation during SimCorp IUCM meeting .