I'm putting together financial projections for next year and I wanted to create an array of implied forwards in excel of 1 month libor rates forward 1,2,3,...,12 months. I can't seem to find a list of the libor rates in a website such that i could run a web query and use a formula on that data to derive the implied forwards. Does anyone know how else i could go about doing this? I certainly appreciate it.
Lloyd