LIBOR / SOFR API
4 Tenors
History + Spread
SOFR-First

SOFR & LIBOR. One benchmark API.

Latest values, historical windows, and tenor spread analytics for SOFR and archival LIBOR — with basis-point change computed on every response.

1m–12m · tenorsbps · change trackingCustom · date rangesSpread · analytics

Switch benchmarks, instantly.

This calls the live LIBOR/SOFR API. Pick a benchmark and tenor to see the latest value and its basis-point change.

Request builder
Benchmark and tenor in, latest value out.
GET /libor
Spread between tenors
GET /spread with shortTenor and longTenor returns the spread series and latestSpreadBps between any two maturities.
Output preview
Live response from the API, plus the exact request to reproduce it.

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Why LIBOR / SOFR API

Every benchmark, every tenor.

SOFR-first, LIBOR archival

benchmark=sofr returns the live replacement rate; benchmark=libor returns the last published legacy series.

Basis-point change built in

changeBps is computed on the latest endpoint so you never need to diff observations manually.

Historical windows

GET /history returns a time series with configurable period, plus custom startDate/endDate filtering.

Tenor spread analytics

GET /spread computes the gap between any two tenors, ideal for curve-steepness monitoring.

Flexible sorting

History and spread series support sort=asc or desc so charts and tables get data in the right order.

Catalog discovery

GET /catalog returns every supported benchmark, tenor, and period option for building dynamic pickers.

/api/v1/libor

Endpoints, at a glance.

Latest value, history, spread analytics, and catalog discovery — all GET, all backed by a consistent benchmark and tenor contract.
GET/api/v1/libor

Latest value

Latest benchmark/tenor value and basis-point change, with optional date-range filtering.

PRIMARY
GET/api/v1/libor/history

History

Historical points for benchmark/tenor/period, with date-range filtering and sort control.

GET/api/v1/libor/spread

Tenor spread

Spread history and latest spread between two tenors, with date-range filtering and sort control.

GET/api/v1/libor/catalog

Catalog

Supported benchmarks, tenors, and periods.

ParameterTypeRequiredDescription
benchmarkstringnosofr (default) or libor.
tenorstringno1m, 3m, 6m, or 12m. Defaults to 3m.
periodstringnolatest, 1y, 5y, or max. Defaults to 1y.
startDate / endDatestringnoInclusive date bounds (YYYY-MM-DD).
shortTenor / longTenorstringnoSpread endpoint leg tenors. Default to 3m and 12m.
sortstringnoasc (default) or desc for history and spread series.

Error reference

Failures you can plan for.

Every response includes a success flag and a correlationId for tracing.
400Validation Error

Invalid benchmark, tenor, or period query values.

401Authentication Error

Missing or invalid gateway API key. Send x-api-key or api_key with every request.

404Not Found

Unknown route under /api/v1/libor.

429Rate Limit Error

More than 200 requests in a 15-minute window per IP.

502Processing Error

Unexpected internal processing failure.

Example error response

{
  "success": false,
  "error": "Invalid query parameters",
  "correlationId": "1784850701208-r7wul8jcl"
}

FAQ

API questions developers ask first.

Does this API still return LIBOR data?

Yes, for archival and legacy analytics. Set benchmark=libor to retrieve the last published LIBOR series; the default benchmark=sofr returns the live SOFR replacement rate.

Which tenors are supported?

1 month, 3 month, 6 month, and 12 month for both SOFR and LIBOR benchmarks.

How do I get spreads between two tenors?

GET /spread with shortTenor and longTenor returns the spread history in basis points, plus latestSpreadBps for the most recent gap between the two maturities.

Can I filter by a custom date range?

Yes. /history and /spread accept startDate and endDate (YYYY-MM-DD) in addition to the period window, and both support sort=asc or desc.

How do I authenticate requests?

Send your Datpaq API key as an x-api-key header or an api_key query parameter. Keys are created in the Datpaq dashboard and a free tier is included.

Add SOFR and LIBOR data in one request.

Latest values, history, and tenor spreads for SOFR and archival LIBOR, with basis-point change already computed.