How to use an Interest Rate Database
Originally published: 11/10/2018 13:34
Publication number: ELQ-94833-1
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How to use an Interest Rate Database

This is an Interest Rate Database with accompanying resources and a detailed guide to help you analyse interest rates.

This tool, brought to you by Ed Bodmer, contains an interest rate database with code, allowing you to update the database automatically. Useful for tracking and storing interest rate history, this tool comes with many resources and a step-by-step guide on how to effectively use this yourself. It also contains more technical details for the database compilation and PowerPoint slides offering explanations in even more depth.

The database imports a number of things, including:

- Credit spread information
- Term structure of interest rates
- Different currency interest rates

As is normal with other database files, WORKBOOKS.OPEN function is used by the process in order to get the data and subsequently download from online to the Excel document.

The interest rate database can be downloaded below.

In the past, it was necessary to pay a considerable sum for interest rate data. However, now it is possible to obtain good quality historical data from the St. Louis Federation. This can contain interest rate maturities, swap rates, and credit spreads deriving from a range of countries.

If you have any questions or problems that arise, don't hesitate to start a discussion below, or e-mail me at To access more of my tools and templates, please visit my channel page.

This Best Practice includes
1 Excel file, 1 PowerPoint

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