Spreadsheet: 468002d1467093275-fill-points-using-interpolating-closet-two-points-467994-fill-points-using-interpolating-closet-two-points-copy-of-libor-interpolation-june16
Sheet: USD LIBOR

USD | Days (x) | 6/24/2016 Rate (y) |  |  |  | Days | Rate
USD LIBOR - overnight | 1 | 0.39340 % |  |  |  | 1
USD LIBOR - 1 week | 7 | 0.42095 % |  |  |  | 2
USD LIBOR - 2 weeks | 14 | - |  |  |  | 3
USD LIBOR - 1 month | 30 | 0.44930 % |  |  |  | 4
USD LIBOR - 2 months | 60 | 0.52440 % |  |  |  | 5
USD LIBOR - 3 months | 90 | 0.62360 % |  |  |  | 6
USD LIBOR - 4 months | 120 | - |  |  |  | 7
USD LIBOR - 5 months | 150 | - |  |  |  | 8
USD LIBOR - 6 months | 180 | 0.89410 % |  |  |  | 9
USD LIBOR - 7 months | 210 | - |  |  |  | 10
USD LIBOR - 8 months | 240 | - |  |  |  | 11
USD LIBOR - 9 months | 270 | - |  |  |  | 12
USD LIBOR - 10 months | 300 | - |  |  |  | 13
USD LIBOR - 11 months | 330 | - |  |  |  | 14
USD LIBOR - 12 months | 360 | 1.20520 % |  |  |  | 15
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