美元,英镑利率libor

日期USD r GBP r*GBP/USD S 02012-7-300.446600.74750 1.571 -12012-7-270.446600.75150 1.574 -22012-7-260.447100.75400 1.568 -32012-7-250.448100.75900 1.549 -42012-7-240.448100.76900 1.550 -52012-7-230.451100.77525 1.551 -62012-7-200.452100.78338 1.562 -72012-7-190.453100.79338 1.572 -82012-7-180.455100.80775 1.565 -92012-7-170.455100.82338 1.565 -102012-7-160.455100.82838 1.563 -112012-7-130.455100.83213 1.557 -122012-7-120.455100.84088 1.542 -132012-7-110.456100.85213 1.551 -142012-7-100.457600.85963 1.551 -152012-7-90.457600.86463 1.553 -162012-7-60.457600.86775 1.548 -172012-7-50.459600.87713 1.553 -182012-7-40.459600.87900 1.558 -192012-7-30.460600.88338 1.569 -202012-7-20.460600.88875 1.569 -212012-6-290.460600.89500 1.570 -222012-6-280.460600.89688 1.551 -232012-6-270.460600.89813 1.556 -242012-6-260.460600.90188 1.564 -252012-6-250.460600.90438 1.557 -262012-6-210.467600.91525 1.559 -272012-6-200.467600.91775 1.571 -282012-6-190.467850.92150 1.572 -292012-6-180.467850.93063 1.567 -302012-6-150.467850.95088 1.571 -312012-6-140.467850.99000 1.555 -322012-6-130.467850.99000 1.551 -332012-6-120.467850.99063 1.557 -342012-6-110.467850.99063 1.548 -352012-6-80.467850.99063 1.547 -362012-6-70.467850.99063 1.553 -372012-6-60.467850.99063 1.549 -382012-6-10.467850.99063 1.536 -392012-5-310.466850.99313 1.540 -402012-5-300.466850.99438 1.547 -412012-5-290.466850.99500 1.564 -422012-5-280.466850.99625 1.568 -432012-5-250.466850.99750 1.566 -442012-5-240.466850.99938 1.567 -452012-5-230.46685 1.00125 1.569 -462012-5-220.46685 1.00313 1.575 -472012-5-210.46685 1.00500 1.582 -482012-5-180.46685 1.00625 1.581 -492012-5-170.46685 1.00750 1.579 -502012-5-160.46685 1.00750 1.591 -512012-5-150.46585 1.00750 1.600

-522012-5-140.46585 1.00750 1.609 -532012-5-110.46685 1.00875 1.607 -542012-5-100.46685 1.00875 1.614 -552012-5-90.46685 1.01000 1.613 -562012-5-80.46585 1.01000 1.615 -572012-5-40.46585 1.01063 1.615 -582012-5-30.46585 1.01125 1.618 -592012-5-20.46585 1.01125 1.620 -602012-5-10.46585 1.01250 1.622 -612012-4-300.46585 1.01250 1.623 -622012-4-270.46585 1.01250 1.627 -632012-4-260.46585 1.01313 1.617 -642012-4-250.46585 1.01313 1.616 -652012-4-240.46585 1.01438 1.614 -662012-4-230.46565 1.01438 1.612 -672012-4-200.46565 1.01313 1.612 -682012-4-190.46565 1.01313 1.605 -692012-4-180.46565 1.01438 1.602 -702012-4-170.46565 1.01563 1.592 -712012-4-160.46565 1.01750 1.589 -722012-4-130.46615 1.01875 1.585 -732012-4-120.46665 1.02063 1.596 -742012-4-110.46865 1.02125 1.590 -752012-4-100.46915 1.02250 1.586 -762012-4-50.46915 1.02250 1.582 -772012-4-40.46915 1.02250 1.589 -782012-4-30.46915 1.02375 1.598 -792012-3-300.46815 1.02688 1.601 -802012-3-290.46815 1.02813 1.595 -812012-3-280.46965 1.02963 1.589 -822012-3-270.47065 1.03150 1.595 -832012-3-260.47265 1.03213 1.597 -842012-3-230.47315 1.03244 1.587 -852012-3-220.47365 1.03244 1.582 -862012-3-210.47415 1.03431 1.587 -872012-3-200.47415 1.03556 1.585 -882012-3-190.47365 1.03681 1.589 -892012-3-160.47365 1.03619 1.584 -902012-3-150.47365 1.03869 1.571 -912012-3-140.47365 1.03869 1.567 -922012-3-130.47365 1.03900 1.571 -932012-3-120.47355 1.03963 1.564 -942012-3-90.47355 1.04088 1.567 -952012-3-80.47355 1.04088 1.583 -962012-3-70.47455 1.04088 1.574 -972012-3-60.47455 1.04338 1.571 -982012-3-50.47455 1.04588 1.586 -992012-3-20.47575 1.04744 1.583 -1002012-3-10.4797 1.05525 1.595