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.
Latest values, historical windows, and tenor spread analytics for SOFR and archival LIBOR — with basis-point change computed on every response.
This calls the live LIBOR/SOFR API. Pick a benchmark and tenor to see the latest value and its basis-point change.
Loading live rate...
Why LIBOR / SOFR API
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
Latest value
Latest benchmark/tenor value and basis-point change, with optional date-range filtering.
History
Historical points for benchmark/tenor/period, with date-range filtering and sort control.
Tenor spread
Spread history and latest spread between two tenors, with date-range filtering and sort control.
Catalog
Supported benchmarks, tenors, and periods.
| Parameter | Type | Required | Description |
|---|---|---|---|
| benchmark | string | no | sofr (default) or libor. |
| tenor | string | no | 1m, 3m, 6m, or 12m. Defaults to 3m. |
| period | string | no | latest, 1y, 5y, or max. Defaults to 1y. |
| startDate / endDate | string | no | Inclusive date bounds (YYYY-MM-DD). |
| shortTenor / longTenor | string | no | Spread endpoint leg tenors. Default to 3m and 12m. |
| sort | string | no | asc (default) or desc for history and spread series. |
Error reference
Invalid benchmark, tenor, or period query values.
Missing or invalid gateway API key. Send x-api-key or api_key with every request.
Unknown route under /api/v1/libor.
More than 200 requests in a 15-minute window per IP.
Unexpected internal processing failure.
Example error response
{
"success": false,
"error": "Invalid query parameters",
"correlationId": "1784850701208-r7wul8jcl"
}FAQ
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.
1 month, 3 month, 6 month, and 12 month for both SOFR and LIBOR benchmarks.
GET /spread with shortTenor and longTenor returns the spread history in basis points, plus latestSpreadBps for the most recent gap between the two maturities.
Yes. /history and /spread accept startDate and endDate (YYYY-MM-DD) in addition to the period window, and both support sort=asc or desc.
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.
Latest values, history, and tenor spreads for SOFR and archival LIBOR, with basis-point change already computed.