DEFINITION of 'LIBOR Curve'
A graphical representation of various maturities of the London Interbank Offered Rate (LIBOR), which is the shortterm floating rate at which large banks with high credit ratings lend to each other. The LIBOR curve is usually depicted for shortterm periods of less than one year.
INVESTOPEDIA EXPLAINS 'LIBOR Curve'
The LIBOR curve and the Treasury yield curve are the most widelyused proxies for the riskfree interest rates. Although not theoretically riskfree, LIBOR is considered a good proxy against which to measure the risk/return tradeoff for other shortterm floating rate instruments. The LIBOR curve can be predictive of longerterm interest rates and is especially important in the pricing of interest rate swaps.
RELATED TERMS

LIBOR
LIBOR or ICE LIBOR (previously BBA LIBOR) is a benchmark rate ... 
LIBOR Flat
An interest rate benchmark used to establish the floating interest ... 
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The theoretical rate of return of an investment with zero risk. ... 
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A yield curve in which there is little difference between shortterm ... 
Yield Curve
A line that plots the interest rates, at a set point in time, ... 
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A credit score that falls into the range that is one step down ...
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