European Interbank Interest Rate Market is a combination of Euribor, Eurepo, and Eonia Swap:
Euribor - European Interbank Overnight Offered Interest Rate
Eurepo - Eurepo is the rate at which one prime bank offers funds in euro to another prime bank if in exchange the former receives from the latter Eurepo GC as collateral.
Eonia Swap - "EONIA Swap" is an interest rate swap transaction, where one party agrees to receive/pay a fixed rate to another party, against paying/receiving a floating rated named EONIA.
Websites include:
Euribor - www.euribor.org/default.htm
Eurepo - www.eurepo.org/default.htm
Eonia Swap - www.eoniaswap.org/content/Default.asp?PageID=139
Please contact a LIM Sales Representative at: sales@lim.com for more information.