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There is a nice Yahoo-Managed open source project that allows to get stock prices, exchange rates, technical charts etc from Yahoo.
Unfortunately, Yahoo doesn't provide interest rates and interbank rates such as EURIBOR.
I found a link that allows to get EURIBOR as .csv (French Bank). On the Federal Reserve website, there is a way to get their interest rates.
The question is: is there any API that allows to get interest rates from one place (or project that wraps the process of getting the rates from different sources)?
EDIT: After googling on the matter, i found at least 4 data sources that more or less meet the requirements. I hope this would be helpful for someone else.
Using these data sources I was abble to create a generalized interface to get the data.
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How is the interbank foreign exchange rate calculated? The interbank exchange rate is found by taking the midpoint between the buy and sell rates for a currency on the open market. There are also generally different rates depending on whether you're buying or selling a currency.
The interbank rate refers to the interest rate charged when banks lend/borrow money to/from other banks on a short-term basis. In the United States, the interbank rate is otherwise called the Federal funds rate.
LIBOR is administered by the Intercontinental Exchange, which asks major global banks how much they would charge other banks for short-term loans. The rate is calculated using the Waterfall Methodology, a standardized, transaction-based, data-driven, layered method.
Low demand for long-term notes leads to higher rates, while higher demand leads to lower rates. Retail banks also control rates based on the market, their business needs, and individual customers. Rates on individual loans are impacted by loan terms and credit rating.
The Tradelink project has hooks to various data sources.
For historical data you can try Quandl.
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