Curve Definition
| Field Name | Description | Permissible Values |
|---|---|---|
| Curve Type (*) | The type of curve | IR_INDEX | INDEX_BASIS | INFLATION_INDEX | XCCY |
| Name | A list of curve names whose conventions are defined in Xplain |
e.g. EUR 6M See list of permissible values |
| Interpolator | Interpolation methodology |
e.g. Linear See list of interpolators |
| Interpolation Type | Whether the interpolation is on the Zero, Forward, or Discount Factor Rates | ZERO RATE | FORWARD RATE | DISCOUNT FACTOR |
| Extrapolator Left/ Right | Extrapolation methodologies |
e.g. Flat See list of extrapolators |
| Minimum Node Gap (**) | Setting out priorities when two curve nodes may be overlapping | 1D, 2D, 3D, 4D, 5D, 6D, 1W |
| Node Clash Priority (**) | Futures have priority | Futures do not have priority | Futures | Nodes other than futures |
| Field Name | Description | Permissible Values |
|---|---|---|
| Type | The curve node’s type |
e.g. FixedIborSwap See list of permissible values |
| Convention | The Xplain convention defining underlying, daycount and frequency (where applicable) |
e.g. EUR-FIXED-1Y-EURIBOR-6M See list of permissible values |
| Tenor (*) | The curve node’s tenor Implied from Convention for Type = “IborFixingDeposit” | Any tenor (e.g. 3M, 10Y) |
| Settlement | Settlement period (for Type = ForwardRateAgreement only) | Any tenor (e.g. 3M, 1Y) |
| Serial Future # (**) | Fixed period + Serial number (for Type = IborFuture only) | e.g. 2D+1 … 2D+6 |
Permissible Values for Curves
Permissible values related to the curve build process are set out below on a currency basis, including:
- Curve Name
- Curve Type
- Corresponding projection index (where applicable)
- Node Type (see instrument type definitions)
- Node Convention
| Curve Name | Curve Type | Projection Index | Node Type | Node Name |
|---|---|---|---|---|
| AED 12M | IR_INDEX | AED-EIBOR-12M | IborFixingDeposit | AED-EIBOR-12M |
| AED 12M | IR_INDEX | AED-EIBOR-12M | IborIborSwap | AED-EIBOR-3M-EIBOR-12M |
| AED 1M | IR_INDEX | AED-EIBOR-1M | IborFixingDeposit | AED-EIBOR-1M |
| AED 1M | IR_INDEX | AED-EIBOR-1M | IborIborSwap | AED-EIBOR-1M-EIBOR-3M |
| AED 3M | IR_INDEX | AED-EIBOR-3M | IborFixingDeposit | AED-EIBOR-3M |
| AED 3M | IR_INDEX | AED-EIBOR-3M | FixedIborSwap | AED-FIXED-1Y-EIBOR-3M |
| AED 3M | IR_INDEX | AED-EIBOR-3M | ForwardRateAgreement | AED-EIBOR-3M |
| AED 6M | IR_INDEX | AED-EIBOR-6M | IborFixingDeposit | AED-EIBOR-6M |
| AED 6M | IR_INDEX | AED-EIBOR-6M | IborIborSwap | AED-EIBOR-3M-EIBOR-6M |
| AED 12M | INDEX_BASIS | AED-EIBOR-12M | IborFixingDeposit | AED-EIBOR-12M |
| AED 12M | INDEX_BASIS | AED-EIBOR-12M | IborIborSwap | AED-EIBOR-3M-EIBOR-12M |
| AED 1M | INDEX_BASIS | AED-EIBOR-1M | IborFixingDeposit | AED-EIBOR-1M |
| AED 1M | INDEX_BASIS | AED-EIBOR-1M | IborIborSwap | AED-EIBOR-1M-EIBOR-3M |
| AED 6M | INDEX_BASIS | AED-EIBOR-6M | IborFixingDeposit | AED-EIBOR-6M |
| AED 6M | INDEX_BASIS | AED-EIBOR-6M | IborIborSwap | AED-EIBOR-3M-EIBOR-6M |
| Curve Name | Curve Type | Projection Index | Node Type | Node Name |
|---|---|---|---|---|
| AUD 1M | IR_INDEX | AUD-BBSW-1M | IborFixingDeposit | AUD-BBSW-1M |
| AUD 1M | IR_INDEX | AUD-BBSW-1M | TermDeposit | AUD-Deposit-T2 |
| AUD 1M | IR_INDEX | AUD-BBSW-1M | TermDeposit | AUD-Deposit-T0 |
| AUD 1M | IR_INDEX | AUD-BBSW-1M | IborIborSwap | AUD-BBSW-1M-BBSW-3M |
| AUD 1M | IR_INDEX | AUD-BBSW-1M | TermDeposit | AUD-Deposit-T1 |
| AUD 3M | IR_INDEX | AUD-BBSW-3M | IborFuture | AUD-BBSW-3M-QUARTERLY-FUTURE |
| AUD 3M | IR_INDEX | AUD-BBSW-3M | IborFuture | AUD-BBSW-3M-QUARTERLY-FUTURE_SD |
| AUD 3M | IR_INDEX | AUD-BBSW-3M | TermDeposit | AUD-Deposit-T2 |
| AUD 3M | IR_INDEX | AUD-BBSW-3M | TermDeposit | AUD-Deposit-T1 |
| AUD 3M | IR_INDEX | AUD-BBSW-3M | TermDeposit | AUD-Deposit-T0 |
| AUD 3M | IR_INDEX | AUD-BBSW-3M | IborFixingDeposit | AUD-BBSW-3M |
| AUD 3M | IR_INDEX | AUD-BBSW-3M | FixedIborSwap | AUD-FIXED-3M-BBSW-3M |
| AUD 3M | IR_INDEX | AUD-BBSW-3M | IborIborSwap | AUD-BBSW-1M-BBSW-3M |
| AUD 3M | IR_INDEX | AUD-BBSW-3M | IborIborSwap | AUD-BBSW-3M-BBSW-6M |
| AUD 6M | IR_INDEX | AUD-BBSW-6M | ForwardRateAgreement | AUD-BBSW-6M |
| AUD 6M | IR_INDEX | AUD-BBSW-6M | TermDeposit | AUD-Deposit-T0 |
| AUD 6M | IR_INDEX | AUD-BBSW-6M | IborIborSwap | AUD-BBSW-3M-BBSW-6M |
| AUD 6M | IR_INDEX | AUD-BBSW-6M | TermDeposit | AUD-Deposit-T2 |
| AUD 6M | IR_INDEX | AUD-BBSW-6M | TermDeposit | AUD-Deposit-T1 |
| AUD 6M | IR_INDEX | AUD-BBSW-6M | IborFixingDeposit | AUD-BBSW-6M |
| AUD 6M | IR_INDEX | AUD-BBSW-6M | FixedIborSwap | AUD-FIXED-6M-BBSW-6M |
| AUD AONIA | IR_INDEX | AUD-AONIA | FixedOvernightSwap | AUD-FIXED-TERM-AONIA-OIS |
| AUD AONIA | IR_INDEX | AUD-AONIA | FixedOvernightSwap | AUD-FIXED-1Y-AONIA-OIS |
| AUD AONIA | IR_INDEX | AUD-AONIA | FixedOvernightSwap | AUD-FIXED-SHORTTERM-AONIA-OIS |
| AUD 1M | INDEX_BASIS | AUD-BBSW-1M | IborFixingDeposit | AUD-BBSW-1M |
| AUD 1M | INDEX_BASIS | AUD-BBSW-1M | IborIborSwap | AUD-BBSW-1M-BBSW-3M |
| AUD 1M | INDEX_BASIS | AUD-BBSW-1M | TermDeposit | AUD-Deposit-T0 |
| AUD 1M | INDEX_BASIS | AUD-BBSW-1M | TermDeposit | AUD-Deposit-T1 |
| AUD 1M | INDEX_BASIS | AUD-BBSW-1M | TermDeposit | AUD-Deposit-T2 |
| AUD 3M | INDEX_BASIS | AUD-BBSW-3M | IborFixingDeposit | AUD-BBSW-3M |
| AUD 3M | INDEX_BASIS | AUD-BBSW-3M | IborIborSwap | AUD-BBSW-1M-BBSW-3M |
| AUD 3M | INDEX_BASIS | AUD-BBSW-3M | IborIborSwap | AUD-BBSW-3M-BBSW-6M |
| AUD 3M | INDEX_BASIS | AUD-BBSW-3M | TermDeposit | AUD-Deposit-T0 |
| AUD 3M | INDEX_BASIS | AUD-BBSW-3M | TermDeposit | AUD-Deposit-T1 |
| AUD 3M | INDEX_BASIS | AUD-BBSW-3M | TermDeposit | AUD-Deposit-T2 |
| AUD/CCY | XCCY | FxSwap | AUD/CCY (See permissible FX swaps) | |
| AUD/USD | XCCY | XCCYIborIborSwap | AUD-BBSW-3M-USD-LIBOR-3M | |
| AUD/USD | XCCY | XCCYIborOvernightSwap | AUD-BBSW-3M-USD-SOFR |
| Curve Name | Curve Type | Projection Index | Node Type | Node Name |
|---|---|---|---|---|
| BRL CDI | IR_INDEX | BRL-CDI | FixedOvernightSwap | BRL-FIXED-TERM-CDI-OIS |
| BRL CDI Offshore | IR_INDEX | BRL-CDI | FixedOvernightSwap | BRL-FIXED-TERM-CDI-OIS-OFFSHORE |
| Curve Name | Curve Type | Projection Index | Node Type | Node Name |
|---|---|---|---|---|
| CAD 1M | IR_INDEX | CAD-CDOR-1M | IborFixingDeposit | CAD-CDOR-1M |
| CAD 1M | IR_INDEX | CAD-CDOR-1M | IborIborSwap | CAD-CDOR-1M-CDOR-3M |
| CAD 3M | IR_INDEX | CAD-CDOR-3M | IborFixingDeposit | CAD-CDOR-3M |
| CAD 3M | IR_INDEX | CAD-CDOR-3M | IborFuture | CAD-CDOR-3M-IMM-MSE |
| CAD 3M | IR_INDEX | CAD-CDOR-3M | FixedIborSwap | CAD-FIXED-6M-CDOR-3M |
| CAD CORRA | IR_INDEX | CAD-CORRA | OvernightIborBasisSwap | CAD-CORRA-OIS-6M-CDOR-3M |
| CAD CORRA | IR_INDEX | CAD-CORRA | FixedOvernightSwap | CAD-FIXED-TERM-CORRA-OIS |
| CAD CORRA | IR_INDEX | CAD-CORRA | FixedOvernightSwap | CAD-FIXED-6M-CORRA-OIS |
| CAD CORRA | IR_INDEX | CAD-CORRA | FixedOvernightSwap | CAD-FIXED-SHORTTERM-CORRA-OIS |
| CAD 1M | INDEX_BASIS | CAD-CDOR-1M | IborFixingDeposit | CAD-CDOR-1M |
| CAD 1M | INDEX_BASIS | CAD-CDOR-1M | IborIborSwap | CAD-CDOR-1M-CDOR-3M |
| CAD CORRA | INDEX_BASIS | CAD-CORRA | OvernightIborBasisSwap | CAD-CORRA-OIS-6M-CDOR-3M |
| CAD/CCY | XCCY | FxSwap | CAD/CCY (See permissible FX swaps) |
| Curve Name | Curve Type | Projection Index | Node Type | Node Name |
|---|---|---|---|---|
| CHF 1M | IR_INDEX | CHF-LIBOR-1M | IborFixingDeposit | CHF-LIBOR-1M |
| CHF 1M | IR_INDEX | CHF-LIBOR-1M | FixedIborSwap | CHF-FIXED-1Y-LIBOR-1M |
| CHF 1M | IR_INDEX | CHF-LIBOR-1M | IborIborSwap | CHF-LIBOR-1M-LIBOR-6M |
| CHF 3M | IR_INDEX | CHF-LIBOR-3M | IborFixingDeposit | CHF-LIBOR-3M |
| CHF 3M | IR_INDEX | CHF-LIBOR-3M | IborFuture | CHF-LIBOR-3M-IMM-ICE |
| CHF 3M | IR_INDEX | CHF-LIBOR-3M | FixedIborSwap | CHF-FIXED-1Y-LIBOR-3M |
| CHF 3M | IR_INDEX | CHF-LIBOR-3M | IborIborSwap | CHF-LIBOR-3M-LIBOR-6M |
| CHF 6M | IR_INDEX | CHF-LIBOR-6M | IborFixingDeposit | CHF-LIBOR-6M |
| CHF 6M | IR_INDEX | CHF-LIBOR-6M | FixedIborSwap | CHF-FIXED-1Y-LIBOR-3M |
| CHF 6M | IR_INDEX | CHF-LIBOR-6M | FixedIborSwap | CHF-FIXED-1Y-LIBOR-6M |
| CHF 6M | IR_INDEX | CHF-LIBOR-6M | IborIborSwap | CHF-LIBOR-3M-LIBOR-6M |
| CHF 6M | IR_INDEX | CHF-LIBOR-6M | IborIborSwap | CHF-LIBOR-1M-LIBOR-6M |
| CHF 6M | IR_INDEX | CHF-LIBOR-6M | ForwardRateAgreement | CHF-LIBOR-6M |
| CHF SARON | IR_INDEX | CHF-SARON | FixedOvernightSwap | CHF-FIXED-TERM-SARON-OIS |
| CHF SARON | IR_INDEX | CHF-SARON | FixedOvernightSwap | CHF-FIXED-1Y-SARON-OIS |
| CHF SARON | IR_INDEX | CHF-SARON | FixedOvernightSwap | CHF-FIXED-SHORTTERM-SARON-OIS |
| CHF 1M | INDEX_BASIS | CHF-LIBOR-1M | IborFixingDeposit | CHF-LIBOR-1M |
| CHF 1M | INDEX_BASIS | CHF-LIBOR-1M | IborIborSwap | CHF-LIBOR-1M-LIBOR-6M |
| CHF 3M | INDEX_BASIS | CHF-LIBOR-3M | IborFixingDeposit | CHF-LIBOR-3M |
| CHF 3M | INDEX_BASIS | CHF-LIBOR-3M | IborFuture | CHF-LIBOR-3M-IMM-ICE |
| CHF 3M | INDEX_BASIS | CHF-LIBOR-3M | IborIborSwap | CHF-LIBOR-3M-LIBOR-6M |
| CHF 6M | INDEX_BASIS | CHF-LIBOR-6M | IborFixingDeposit | CHF-LIBOR-6M |
| CHF 6M | INDEX_BASIS | CHF-LIBOR-6M | ForwardRateAgreement | CHF-LIBOR-6M |
| CHF 6M | INDEX_BASIS | CHF-LIBOR-6M | IborIborSwap | CHF-LIBOR-1M-LIBOR-6M |
| CHF 6M | INDEX_BASIS | CHF-LIBOR-6M | IborIborSwap | CHF-LIBOR-3M-LIBOR-6M |
| CHF/CCY | XCCY | FxSwap | CHF/CCY (See permissible FX swaps) | |
| CH CPI | INFLATION_INDEX | CH-CPI | FixedInflationSwap | CHF-FIXED-ZC-CH-CPI |
| Curve Name | Curve Type | Projection Index | Node Type | Node Name |
|---|---|---|---|---|
| CLP TNA | IR_INDEX | CLP-TNA | FixedOvernightSwap | CLP-FIXED-6M-TNA-OIS |
| CLP TNA | IR_INDEX | CLP-TNA | FixedOvernightSwap | CLP-FIXED-TERM-TNA-OIS |
| CLP TNA | IR_INDEX | CLP-TNA | FixedOvernightSwap | CLP-FIXED-SHORTTERM-TNA-OIS |
| CLP TNA Offshore | IR_INDEX | CLP-TNA | FixedOvernightSwap | CLP-FIXED-6M-TNA-OIS-OFFSHORE |
| CLP TNA Offshore | IR_INDEX | CLP-TNA | FixedOvernightSwap | CLP-FIXED-TERM-TNA-OIS-OFFSHORE |
| CLP TNA Offshore | IR_INDEX | CLP-TNA | FixedOvernightSwap | CLP-FIXED-SHORTTERM-TNA-OIS-OFFSHORE |
| Curve Name | Curve Type | Projection Index | Node Type | Node Name |
|---|---|---|---|---|
| CNH 3M | IR_INDEX | CNH-HIBOR-3M | IborFixingDeposit | CNH-HIBOR-3M |
| CNH 3M | IR_INDEX | CNH-HIBOR-3M | FixedIborSwap | CNH-FIXED-3M-HIBOR-3M |
| Curve Name | Curve Type | Projection Index | Node Type | Node Name |
|---|---|---|---|---|
| CNY 1W | IR_INDEX | CNY-REPO-1W | IborFixingDeposit | CNY-REPO-1W |
| CNY 1W | IR_INDEX | CNY-REPO-1W | FixedIborSwap | CNY-FIXED-3M-REPO-1W |
| CNY 1W Offshore | IR_INDEX | CNY-REPO-1W | IborFixingDeposit | CNY-REPO-1W |
| CNY 1W Offshore | IR_INDEX | CNY-REPO-1W | FixedIborSwap | CNY-FIXED-3M-REPO-1W-OFFSHORE |
| CNY 3M | IR_INDEX | CNY-SHIBOR-3M | IborFixingDeposit | CNY-SHIBOR-3M |
| CNY 3M | IR_INDEX | CNY-SHIBOR-3M | FixedIborSwap | CNY-FIXED-3M-SHIBOR-3M |
| Curve Name | Curve Type | Projection Index | Node Type | Node Name |
|---|---|---|---|---|
| COP OIBR | IR_INDEX | COP-OIBR | FixedOvernightSwap | COP-FIXED-3M-OIBR-OIS |
| COP OIBR | IR_INDEX | COP-OIBR | FixedOvernightSwap | COP-FIXED-SHORTTERM-OIBR-OIS |
| COP OIBR | IR_INDEX | COP-OIBR | FixedOvernightSwap | COP-FIXED-TERM-OIBR-OIS |
| COP OIBR Offshore | IR_INDEX | COP-OIBR | FixedOvernightSwap | COP-FIXED-3M-OIBR-OIS-OFFSHORE |
| COP OIBR Offshore | IR_INDEX | COP-OIBR | FixedOvernightSwap | COP-FIXED-SHORTTERM-OIBR-OIS-OFFSHORE |
| COP OIBR Offshore | IR_INDEX | COP-OIBR | FixedOvernightSwap | COP-FIXED-TERM-OIBR-OIS-OFFSHORE |
| Curve Name | Curve Type | Projection Index | Node Type | Node Name |
|---|---|---|---|---|
| CZK 3M | IR_INDEX | CZK-PRIBOR-3M | IborFixingDeposit | CZK-PRIBOR-3M |
| CZK 3M | IR_INDEX | CZK-PRIBOR-3M | FixedIborSwap | CZK-FIXED-1Y-PRIBOR-3M |
| CZK 3M | IR_INDEX | CZK-PRIBOR-3M | ForwardRateAgreement | CZK-PRIBOR-3M |
| CZK 3M | IR_INDEX | CZK-PRIBOR-3M | IborIborSwap | CZK-PRIBOR-3M-PRIBOR-6M |
| CZK 6M | IR_INDEX | CZK-PRIBOR-6M | IborFixingDeposit | CZK-PRIBOR-6M |
| CZK 6M | IR_INDEX | CZK-PRIBOR-6M | FixedIborSwap | CZK-FIXED-1Y-PRIBOR-6M |
| CZK 6M | IR_INDEX | CZK-PRIBOR-6M | ForwardRateAgreement | CZK-PRIBOR-6M |
| CZK CZEONIA | IR_INDEX | CZK-CZEONIA | FixedOvernightSwap | CZK-FIXED-TERM-CZEONIA-OIS |
| CZK CZEONIA | IR_INDEX | CZK-CZEONIA | FixedOvernightSwap | CZK-FIXED-1Y-CZEONIA-OIS |
| CZK CZEONIA | IR_INDEX | CZK-CZEONIA | FixedOvernightSwap | CZK-FIXED-SHORTTERM-CZEONIA-OIS |
| CZK 3M | INDEX_BASIS | CZK-PRIBOR-3M | IborFixingDeposit | CZK-PRIBOR-3M |
| CZK 3M | INDEX_BASIS | CZK-PRIBOR-3M | ForwardRateAgreement | CZK-PRIBOR-3M |
| CZK 3M | INDEX_BASIS | CZK-PRIBOR-3M | IborIborSwap | CZK-PRIBOR-3M-PRIBOR-6M |
| Curve Name | Curve Type | Projection Index | Node Type | Node Name |
|---|---|---|---|---|
| DKK 3M | IR_INDEX | DKK-CIBOR-3M | IborFixingDeposit | DKK-CIBOR-3M |
| DKK 3M | IR_INDEX | DKK-CIBOR-3M | IborIborSwap | DKK-CIBOR-3M-CIBOR-6M |
| DKK 6M | IR_INDEX | DKK-CIBOR-6M | IMMForwardRateAgreement | DKK-CIBOR-6M-IMM-FRA |
| DKK 6M | IR_INDEX | DKK-CIBOR-6M | IborFixingDeposit | DKK-CIBOR-6M |
| DKK 6M | IR_INDEX | DKK-CIBOR-6M | FixedIborSwap | DKK-FIXED-1Y-CIBOR-6M |
| DKK 6M | IR_INDEX | DKK-CIBOR-6M | ForwardRateAgreement | DKK-CIBOR-6M |
| DKK DESTR | IR_INDEX | DKK-DESTR | FixedOvernightSwap | DKK-FIXED-1Y-DESTR-OIS |
| DKK DESTR | IR_INDEX | DKK-DESTR | FixedOvernightSwap | DKK-FIXED-TERM-DESTR-OIS |
| DKK DESTR | IR_INDEX | DKK-DESTR | FixedOvernightSwap | DKK-FIXED-SHORTTERM-DESTR-OIS |
| DKK 3M | INDEX_BASIS | DKK-CIBOR-3M | IborFixingDeposit | DKK-CIBOR-3M |
| DKK 3M | INDEX_BASIS | DKK-CIBOR-3M | IborIborSwap | DKK-CIBOR-3M-CIBOR-6M |
| Curve Name | Curve Type | Projection Index | Node Type | Node Name |
|---|---|---|---|---|
| EUR 12M | IR_INDEX | EUR-EURIBOR-12M | IborFixingDeposit | EUR-EURIBOR-12M |
| EUR 12M | IR_INDEX | EUR-EURIBOR-12M | IborIborSwap | EUR-EURIBOR-6M-EURIBOR-12M |
| EUR 1M | IR_INDEX | EUR-EURIBOR-1M | IborFixingDeposit | EUR-EURIBOR-1M |
| EUR 1M | IR_INDEX | EUR-EURIBOR-1M | FixedIborSwap | EUR-FIXED-1Y-EURIBOR-1M |
| EUR 1M | IR_INDEX | EUR-EURIBOR-1M | IborIborSwap | EUR-EURIBOR-1M-EURIBOR-3M |
| EUR 3M | IR_INDEX | EUR-EURIBOR-3M | IborFixingDeposit | EUR-EURIBOR-3M |
| EUR 3M | IR_INDEX | EUR-EURIBOR-3M | IborIborSwap | EUR-EURIBOR-3M-EURIBOR-6M |
| EUR 3M | IR_INDEX | EUR-EURIBOR-3M | IborIborSwap | EUR-EURIBOR-1M-EURIBOR-3M |
| EUR 3M | IR_INDEX | EUR-EURIBOR-3M | IborFuture | EUR-EURIBOR-3M-IMM-ICE |
| EUR 3M | IR_INDEX | EUR-EURIBOR-3M | FixedIborSwap | EUR-FIXED-1Y-EURIBOR-3M |
| EUR 6M | IR_INDEX | EUR-EURIBOR-6M | ForwardRateAgreement | EUR-EURIBOR-6M |
| EUR 6M | IR_INDEX | EUR-EURIBOR-6M | IborIborSwap | EUR-EURIBOR-6M-EURIBOR-12M |
| EUR 6M | IR_INDEX | EUR-EURIBOR-6M | FixedIborSwap | EUR-FIXED-1Y-EURIBOR-6M |
| EUR 6M | IR_INDEX | EUR-EURIBOR-6M | IborFixingDeposit | EUR-EURIBOR-6M |
| EUR 6M | IR_INDEX | EUR-EURIBOR-6M | IborIborSwap | EUR-EURIBOR-3M-EURIBOR-6M |
| EUR EONIA | IR_INDEX | EUR-EONIA | FixedOvernightSwap | EUR-FIXED-SHORTTERM-EONIA-OIS |
| EUR EONIA | IR_INDEX | EUR-EONIA | FixedOvernightSwap | EUR-FIXED-TERM-EONIA-OIS |
| EUR EONIA | IR_INDEX | EUR-EONIA | OvernightIborBasisSwap | EUR-EONIA-OIS-1Y-EURIBOR-3M |
| EUR EONIA | IR_INDEX | EUR-EONIA | FixedOvernightSwap | EUR-FIXED-1Y-EONIA-OIS |
| EUR ESTR | IR_INDEX | EUR-ESTR | FixedOvernightSwap | EUR-FIXED-1Y-ESTR-OIS |
| EUR ESTR | IR_INDEX | EUR-ESTR | FixedOvernightSwap | EUR-FIXED-TERM-ESTR-OIS |
| EUR ESTR | IR_INDEX | EUR-ESTR | FixedOvernightSwap | EUR-FIXED-SHORTTERM-ESTR-OIS |
| EUR ESTR | IR_INDEX | EUR-ESTR | OvernightIborBasisSwap | EUR-ESTR-OIS-1Y-EURIBOR-3M |
| EUR 12M | INDEX_BASIS | EUR-EURIBOR-12M | IborFixingDeposit | EUR-EURIBOR-12M |
| EUR 12M | INDEX_BASIS | EUR-EURIBOR-12M | IborIborSwap | EUR-EURIBOR-6M-EURIBOR-12M |
| EUR 1M | INDEX_BASIS | EUR-EURIBOR-1M | IborFixingDeposit | EUR-EURIBOR-1M |
| EUR 1M | INDEX_BASIS | EUR-EURIBOR-1M | IborIborSwap | EUR-EURIBOR-1M-EURIBOR-3M |
| EUR 3M | INDEX_BASIS | EUR-EURIBOR-3M | IborFixingDeposit | EUR-EURIBOR-3M |
| EUR 3M | INDEX_BASIS | EUR-EURIBOR-3M | IborFuture | EUR-EURIBOR-3M-IMM-ICE |
| EUR 3M | INDEX_BASIS | EUR-EURIBOR-3M | IborIborSwap | EUR-EURIBOR-1M-EURIBOR-3M |
| EUR 3M | INDEX_BASIS | EUR-EURIBOR-3M | IborIborSwap | EUR-EURIBOR-3M-EURIBOR-6M |
| EUR 6M | INDEX_BASIS | EUR-EURIBOR-6M | IborFixingDeposit | EUR-EURIBOR-6M |
| EUR 6M | INDEX_BASIS | EUR-EURIBOR-6M | ForwardRateAgreement | EUR-EURIBOR-6M |
| EUR 6M | INDEX_BASIS | EUR-EURIBOR-6M | IborIborSwap | EUR-EURIBOR-3M-EURIBOR-6M |
| EUR 6M | INDEX_BASIS | EUR-EURIBOR-6M | IborIborSwap | EUR-EURIBOR-6M-EURIBOR-12M |
| EUR EONIA | INDEX_BASIS | EUR-EONIA | OvernightIborBasisSwap | EUR-EONIA-OIS-1Y-EURIBOR-3M |
| EUR ESTR | INDEX_BASIS | EUR-ESTR | OvernightIborBasisSwap | EUR-ESTR-OIS-1Y-EURIBOR-3M |
| EUR/AUD | XCCY | XCCYIborIborSwap | AUD-BBSW-3M-EUR-EURIBOR-3M | |
| EUR/CAD | XCCY | XCCYIborIborSwap | CAD-CDOR-3M-EUR-EURIBOR-3M | |
| EUR/CCY | XCCY | FxSwap | EUR/CCY (See permissible FX swaps) | |
| EUR/CHF | XCCY | XCCYIborIborSwap | CHF-LIBOR-3M-EUR-EURIBOR-3M | |
| EUR/CZK | XCCY | XCCYIborOvernightSwap | CZK-PRIBOR-3M-EUR-ESTR | |
| EUR/CZK | XCCY | XCCYIborIborSwap | CZK-PRIBOR-3M-EUR-EURIBOR-3M | |
| EUR/DKK | XCCY | XCCYIborOvernightSwap | DKK-CIBOR-3M-EUR-ESTR | |
| EUR/DKK | XCCY | XCCYIborIborSwap | DKK-CIBOR-3M-EUR-EURIBOR-3M | |
| EUR/GBP | XCCY | XCCYOvernightOvernightSwap | GBP-SONIA-EUR-ESTR | |
| EUR/GBP | XCCY | XCCYIborIborSwap | GBP-LIBOR-3M-EUR-EURIBOR-3M | |
| EUR/HUF | XCCY | XCCYIborIborSwap | HUF-BUBOR-3M-EUR-EURIBOR-3M | |
| EUR/HUF | XCCY | XCCYIborOvernightSwap | HUF-BUBOR-3M-EUR-ESTR | |
| EUR/JPY | XCCY | XCCYOvernightOvernightSwap | JPY-TONAR-EUR-ESTR | |
| EUR/JPY | XCCY | XCCYIborIborSwap | JPY-LIBOR-3M-EUR-EURIBOR-3M | |
| EUR/NOK | XCCY | XCCYIborIborSwap | NOK-NIBOR-3M-EUR-EURIBOR-3M | |
| EUR/NOK | XCCY | XCCYIborOvernightSwap | NOK-NIBOR-3M-EUR-ESTR | |
| EUR/NZD | XCCY | XCCYIborIborSwap | NZD-BKBM-3M-EUR-EURIBOR-3M | |
| EUR/PLN | XCCY | XCCYIborOvernightSwap | PLN-WIBOR-3M-EUR-ESTR | |
| EUR/PLN | XCCY | XCCYIborIborSwap | PLN-WIBOR-3M-EUR-EURIBOR-3M | |
| EUR/SAR | XCCY | XCCYIborOvernightSwap | SAR-SAIBOR-3M-EUR-ESTR | |
| EUR/SEK | XCCY | XCCYIborIborSwap | SEK-STIBOR-3M-EUR-EURIBOR-3M | |
| EUR/SEK | XCCY | XCCYIborOvernightSwap | SEK-STIBOR-3M-EUR-ESTR | |
| EUR/USD | XCCY | XCCYOvernightOvernightSwap | EUR-ESTR-USD-SOFR | |
| EUR/USD | XCCY | XCCYIborIborSwap | EUR-EURIBOR-3M-USD-LIBOR-3M | |
| EUR/USD | XCCY | XCCYIborOvernightSwap | EUR-EURIBOR-3M-USD-SOFR | |
| EUR/ZAR | XCCY | XCCYIborIborSwap | ZAR-JIBAR-3M-EUR-EURIBOR-3M | |
| EUR/ZAR | XCCY | XCCYIborOvernightSwap | ZAR-JIBAR-3M-EUR-ESTR | |
| EU AI CPI | INFLATION_INDEX | EU-AI-CPI | FixedInflationSwap | EUR-FIXED-ZC-EU-AI-CPI |
| EU EXT CPI | INFLATION_INDEX | EU-EXT-CPI | FixedInflationSwap | EUR-FIXED-ZC-EU-EXT-CPI |
| EU EXT CPI | INFLATION_INDEX | EU-EXT-CPI | FixedInflationSwap | EUR-FIXED-ZC-EU-EXT-CPI-CLEARED |
| FR EXT CPI | INFLATION_INDEX | FR-EXT-CPI | FixedInflationSwap | EUR-FIXED-ZC-FR-CPI |
| FR EXT CPI | INFLATION_INDEX | FR-EXT-CPI | FixedInflationSwap | EUR-FIXED-ZC-FR-CPI-CLEARED |
| Curve Name | Curve Type | Projection Index | Node Type | Node Name |
|---|---|---|---|---|
| GBP 12M | IR_INDEX | GBP-LIBOR-12M | IborFixingDeposit | GBP-LIBOR-12M |
| GBP 12M | IR_INDEX | GBP-LIBOR-12M | IborIborSwap | GBP-LIBOR-6M-LIBOR-12M |
| GBP 1M | IR_INDEX | GBP-LIBOR-1M | IborFixingDeposit | GBP-LIBOR-1M |
| GBP 1M | IR_INDEX | GBP-LIBOR-1M | FixedIborSwap | GBP-FIXED-6M-LIBOR-1M |
| GBP 1M | IR_INDEX | GBP-LIBOR-1M | IborIborSwap | GBP-LIBOR-1M-LIBOR-3M |
| GBP 3M | IR_INDEX | GBP-LIBOR-3M | IborFixingDeposit | GBP-LIBOR-3M |
| GBP 3M | IR_INDEX | GBP-LIBOR-3M | IborIborSwap | GBP-LIBOR-1M-LIBOR-3M |
| GBP 3M | IR_INDEX | GBP-LIBOR-3M | IborIborSwap | GBP-LIBOR-3M-LIBOR-6M |
| GBP 3M | IR_INDEX | GBP-LIBOR-3M | IborFuture | GBP-LIBOR-3M-IMM-ICE |
| GBP 3M | IR_INDEX | GBP-LIBOR-3M | FixedIborSwap | GBP-FIXED-3M-LIBOR-3M |
| GBP 6M | IR_INDEX | GBP-LIBOR-6M | ForwardRateAgreement | GBP-LIBOR-6M |
| GBP 6M | IR_INDEX | GBP-LIBOR-6M | IborIborSwap | GBP-LIBOR-6M-LIBOR-12M |
| GBP 6M | IR_INDEX | GBP-LIBOR-6M | IborIborSwap | GBP-LIBOR-3M-LIBOR-6M |
| GBP 6M | IR_INDEX | GBP-LIBOR-6M | FixedIborSwap | GBP-FIXED-6M-LIBOR-6M |
| GBP 6M | IR_INDEX | GBP-LIBOR-6M | IborFixingDeposit | GBP-LIBOR-6M |
| GBP SONIA | IR_INDEX | GBP-SONIA | FixedOvernightSwap | GBP-FIXED-1Y-SONIA-OIS |
| GBP SONIA | IR_INDEX | GBP-SONIA | OvernightIborBasisSwap | GBP-SONIA-OIS-1Y-LIBOR-3M |
| GBP SONIA | IR_INDEX | GBP-SONIA | FixedOvernightSwap | GBP-FIXED-SHORTTERM-SONIA-OIS |
| GBP SONIA | IR_INDEX | GBP-SONIA | FixedOvernightSwap | GBP-FIXED-TERM-SONIA-OIS |
| GBP 12M | INDEX_BASIS | GBP-LIBOR-12M | IborFixingDeposit | GBP-LIBOR-12M |
| GBP 12M | INDEX_BASIS | GBP-LIBOR-12M | IborIborSwap | GBP-LIBOR-6M-LIBOR-12M |
| GBP 1M | INDEX_BASIS | GBP-LIBOR-1M | IborFixingDeposit | GBP-LIBOR-1M |
| GBP 1M | INDEX_BASIS | GBP-LIBOR-1M | IborIborSwap | GBP-LIBOR-1M-LIBOR-3M |
| GBP 3M | INDEX_BASIS | GBP-LIBOR-3M | IborFixingDeposit | GBP-LIBOR-3M |
| GBP 3M | INDEX_BASIS | GBP-LIBOR-3M | IborFuture | GBP-LIBOR-3M-IMM-ICE |
| GBP 3M | INDEX_BASIS | GBP-LIBOR-3M | IborIborSwap | GBP-LIBOR-3M-LIBOR-6M |
| GBP 3M | INDEX_BASIS | GBP-LIBOR-3M | IborIborSwap | GBP-LIBOR-1M-LIBOR-3M |
| GBP 6M | INDEX_BASIS | GBP-LIBOR-6M | IborFixingDeposit | GBP-LIBOR-6M |
| GBP 6M | INDEX_BASIS | GBP-LIBOR-6M | ForwardRateAgreement | GBP-LIBOR-6M |
| GBP 6M | INDEX_BASIS | GBP-LIBOR-6M | IborIborSwap | GBP-LIBOR-3M-LIBOR-6M |
| GBP 6M | INDEX_BASIS | GBP-LIBOR-6M | IborIborSwap | GBP-LIBOR-6M-LIBOR-12M |
| GBP SONIA | INDEX_BASIS | GBP-SONIA | OvernightIborBasisSwap | GBP-SONIA-OIS-1Y-LIBOR-3M |
| GBP/CCY | XCCY | FxSwap | GBP/CCY (See permissible FX swaps) | |
| GBP/USD | XCCY | XCCYOvernightOvernightSwap | GBP-SONIA-USD-SOFR | |
| GBP/USD | XCCY | XCCYIborIborSwap | GBP-LIBOR-3M-USD-LIBOR-3M | |
| GB CPI | INFLATION_INDEX | GB-CPI | FixedInflationSwap | GBP-FIXED-ZC-GB-CPI |
| GB HICP | INFLATION_INDEX | GB-HICP | FixedInflationSwap | GBP-FIXED-ZC-GB-HICP |
| GB RPI | INFLATION_INDEX | GB-RPI | FixedInflationSwap | GBP-FIXED-ZC-GB-RPI |
| GB RPI | INFLATION_INDEX | GB-RPI | FixedInflationSwap | GBP-FIXED-ZC-GB-RPI-CLEARED |
| GB RPIX | INFLATION_INDEX | GB-RPIX | FixedInflationSwap | GBP-FIXED-ZC-GB-RPIX |
| Curve Name | Curve Type | Projection Index | Node Type | Node Name |
|---|---|---|---|---|
| HKD 3M | IR_INDEX | HKD-HIBOR-3M | IborFixingDeposit | HKD-HIBOR-3M |
| HKD 3M | IR_INDEX | HKD-HIBOR-3M | FixedIborSwap | HKD-FIXED-3M-HIBOR-3M |
| HKD 3M | IR_INDEX | HKD-HIBOR-3M | ForwardRateAgreement | HKD-HIBOR-3M |
| HKD HONIA | IR_INDEX | HKD-HONIA | FixedOvernightSwap | HKD-FIXED-TERM-HONIA-OIS |
| HKD HONIA | IR_INDEX | HKD-HONIA | FixedOvernightSwap | HKD-FIXED-3M-HONIA-OIS |
| HKD HONIA | IR_INDEX | HKD-HONIA | FixedOvernightSwap | HKD-FIXED-SHORTTERM-HONIA-OIS |
| Curve Name | Curve Type | Projection Index | Node Type | Node Name |
|---|---|---|---|---|
| HUF 3M | IR_INDEX | HUF-BUBOR-3M | IborFixingDeposit | HUF-BUBOR-3M |
| HUF 3M | IR_INDEX | HUF-BUBOR-3M | FixedIborSwap | HUF-FIXED-3M-BUBOR-3M |
| HUF 3M | IR_INDEX | HUF-BUBOR-3M | ForwardRateAgreement | HUF-BUBOR-3M |
| HUF 3M | IR_INDEX | HUF-BUBOR-3M | IborIborSwap | HUF-BUBOR-3M-BUBOR-6M |
| HUF 6M | IR_INDEX | HUF-BUBOR-6M | IborFixingDeposit | HUF-BUBOR-6M |
| HUF 6M | IR_INDEX | HUF-BUBOR-6M | FixedIborSwap | HUF-FIXED-1Y-BUBOR-6M |
| HUF 6M | IR_INDEX | HUF-BUBOR-6M | ForwardRateAgreement | HUF-BUBOR-6M |
| HUF BUBORON | IR_INDEX | HUF-BUBORON | FixedOvernightSwap | HUF-FIXED-1Y-BUBORON-OIS |
| HUF BUBORON | IR_INDEX | HUF-BUBORON | FixedOvernightSwap | HUF-FIXED-TERM-BUBORON-OIS |
| HUF BUBORON | IR_INDEX | HUF-BUBORON | FixedOvernightSwap | HUF-FIXED-SHORTTERM-BUBORON-OIS |
| HUF 3M | INDEX_BASIS | HUF-BUBOR-3M | IborFixingDeposit | HUF-BUBOR-3M |
| HUF 3M | INDEX_BASIS | HUF-BUBOR-3M | ForwardRateAgreement | HUF-BUBOR-3M |
| HUF 3M | INDEX_BASIS | HUF-BUBOR-3M | IborIborSwap | HUF-BUBOR-3M-BUBOR-6M |
| Curve Name | Curve Type | Projection Index | Node Type | Node Name |
|---|---|---|---|---|
| ILS 3M | IR_INDEX | ILS-TLBOR-3M | IborFixingDeposit | ILS-TLBOR-3M |
| ILS 3M | IR_INDEX | ILS-TLBOR-3M | FixedIborSwap | ILS-FIXED-1Y-TLBOR-3M |
| ILS 3M | IR_INDEX | ILS-TLBOR-3M | ForwardRateAgreement | ILS-TLBOR-3M |
| Curve Name | Curve Type | Projection Index | Node Type | Node Name |
|---|---|---|---|---|
| INR OMIBOR | IR_INDEX | INR-OMIBOR | FixedOvernightSwap | INR-FIXED-TERM-OMIBOR-OIS |
| INR OMIBOR | IR_INDEX | INR-OMIBOR | FixedOvernightSwap | INR-FIXED-6M-OMIBOR-OIS |
| INR OMIBOR | IR_INDEX | INR-OMIBOR | FixedOvernightSwap | INR-FIXED-SHORTTERM-OMIBOR-OIS |
| INR OMIBOR | IR_INDEX | INR-OMIBOR | TermDeposit | INR-Deposit-T0 |
| INR OMIBOR Offshore | IR_INDEX | INR-OMIBOR | FixedOvernightSwap | INR-FIXED-6M-OMIBOR-OIS-OFFSHORE |
| INR OMIBOR Offshore | IR_INDEX | INR-OMIBOR | FixedOvernightSwap | INR-FIXED-SHORTTERM-OMIBOR-OIS-OFFSHORE |
| INR OMIBOR Offshore | IR_INDEX | INR-OMIBOR | FixedOvernightSwap | INR-FIXED-TERM-OMIBOR-OIS-OFFSHORE |
| Curve Name | Curve Type | Projection Index | Node Type | Node Name |
|---|---|---|---|---|
| JPY 1M | IR_INDEX | JPY-LIBOR-1M | IborFixingDeposit | JPY-LIBOR-1M |
| JPY 1M | IR_INDEX | JPY-LIBOR-1M | IborIborSwap | JPY-LIBOR-1M-LIBOR-6M |
| JPY 3M | IR_INDEX | JPY-LIBOR-3M | IborFixingDeposit | JPY-LIBOR-3M |
| JPY 3M | IR_INDEX | JPY-LIBOR-3M | IborIborSwap | JPY-LIBOR-3M-LIBOR-6M |
| JPY 6M | IR_INDEX | JPY-LIBOR-6M | IborFixingDeposit | JPY-LIBOR-6M |
| JPY 6M | IR_INDEX | JPY-LIBOR-6M | FixedIborSwap | JPY-FIXED-6M-LIBOR-6M |
| JPY 6M | IR_INDEX | JPY-LIBOR-6M | ForwardRateAgreement | JPY-LIBOR-6M |
| JPY TONAR | IR_INDEX | JPY-TONAR | FixedOvernightSwap | JPY-FIXED-TERM-TONAR-OIS |
| JPY TONAR | IR_INDEX | JPY-TONAR | FixedOvernightSwap | JPY-FIXED-1Y-TONAR-OIS |
| JPY TONAR | IR_INDEX | JPY-TONAR | FixedOvernightSwap | JPY-FIXED-SHORTTERM-TONAR-OIS |
| JPY 1M | INDEX_BASIS | JPY-LIBOR-1M | IborFixingDeposit | JPY-LIBOR-1M |
| JPY 1M | INDEX_BASIS | JPY-LIBOR-1M | IborIborSwap | JPY-LIBOR-1M-LIBOR-6M |
| JPY 3M | INDEX_BASIS | JPY-LIBOR-3M | IborFixingDeposit | JPY-LIBOR-3M |
| JPY 3M | INDEX_BASIS | JPY-LIBOR-3M | IborIborSwap | JPY-LIBOR-3M-LIBOR-6M |
| JPY/CCY | XCCY | FxSwap | JPY/CCY (See permissible FX swaps) | |
| JP CPI EXF | INFLATION_INDEX | JP-CPI-EXF | FixedInflationSwap | JPY-FIXED-ZC-JP-CPI |
| JP CPI EXF | INFLATION_INDEX | JP-CPI-EXF | FixedInflationSwap | JPY-FIXED-ZC-JP-CPI_INTERP |
| Curve Name | Curve Type | Projection Index | Node Type | Node Name |
|---|---|---|---|---|
| KRW 13W | IR_INDEX | KRW-CD-13W | IborFixingDeposit | KRW-CD-13W |
| KRW 13W | IR_INDEX | KRW-CD-13W | FixedIborSwap | KRW-FIXED-3M-CD-13W |
| KRW 13W Offshore | IR_INDEX | KRW-CD-13W | IborFixingDeposit | KRW-CD-13W |
| KRW 13W Offshore | IR_INDEX | KRW-CD-13W | FixedIborSwap | KRW-FIXED-3M-CD-13W-OFFSHORE |
| Curve Name | Curve Type | Projection Index | Node Type | Node Name |
|---|---|---|---|---|
| MXN 13W | IR_INDEX | MXN-TIIE-13W | IborFixingDeposit | MXN-TIIE-13W |
| MXN 13W | IR_INDEX | MXN-TIIE-13W | FixedIborSwap | MXN-FIXED-13W-TIIE-13W |
| MXN 26W | IR_INDEX | MXN-TIIE-26W | IborFixingDeposit | MXN-TIIE-26W |
| MXN 26W | IR_INDEX | MXN-TIIE-26W | FixedIborSwap | MXN-FIXED-26W-TIIE-26W |
| MXN 4W | IR_INDEX | MXN-TIIE-4W | IborFixingDeposit | MXN-TIIE-4W |
| MXN 4W | IR_INDEX | MXN-TIIE-4W | FixedIborSwap | MXN-FIXED-4W-TIIE-4W |
| MXN 4W Offshore | IR_INDEX | IborFixingDeposit | MXN-TIIE-4W | |
| MXN 4W Offshore | IR_INDEX | FixedIborSwap | MXN-FIXED-4W-TIIE-4W-OFFSHORE | |
| MXN F TIIE | IR_INDEX | MXN-F-TIIE | FixedOvernightSwap | MXN-FIXED-TERM-F-TIIE-OIS |
| MXN F TIIE | IR_INDEX | MXN-F-TIIE | FixedOvernightSwap | MXN-FIXED-4W-F-TIIE-OIS |
| MXN F TIIE | IR_INDEX | MXN-F-TIIE | FixedOvernightSwap | MXN-FIXED-SHORTTERM-F-TIIE-OIS |
| MXN F TIIE Offshore | IR_INDEX | FixedOvernightSwap | MXN-FIXED-TERM-F-TIIE-OIS-OFFSHORE | |
| MXN F TIIE Offshore | IR_INDEX | FixedOvernightSwap | MXN-FIXED-4W-F-TIIE-OIS-OFFSHORE | |
| MXN F TIIE Offshore | IR_INDEX | FixedOvernightSwap | MXN-FIXED-SHORTTERM-F-TIIE-OIS-OFFSHORE |
| Curve Name | Curve Type | Projection Index | Node Type | Node Name |
|---|---|---|---|---|
| MYR 3M | IR_INDEX | MYR-KLIBOR-3M | IborFixingDeposit | MYR-KLIBOR-3M |
| MYR 3M | IR_INDEX | MYR-KLIBOR-3M | FixedIborSwap | MYR-FIXED-3M-KLIBOR-3M |
| MYR 3M Offshore | IR_INDEX | MYR-KLIBOR-3M | IborFixingDeposit | MYR-KLIBOR-3M |
| MYR 3M Offshore | IR_INDEX | MYR-KLIBOR-3M | FixedIborSwap | MYR-FIXED-3M-KLIBOR-3M-OFFSHORE |
| MYR MYOR | IR_INDEX | FixedOvernightSwap | MYR-FIXED-TERM-MYOR-OIS | |
| MYR MYOR | IR_INDEX | FixedOvernightSwap | MYR-FIXED-3M-MYOR-OIS | |
| MYR MYOR | IR_INDEX | FixedOvernightSwap | MYR-FIXED-SHORTTERM-MYOR-OIS | |
| MYR MYOR Offshore | IR_INDEX | MYR-MYOR | FixedOvernightSwap | MYR-FIXED-TERM-MYOR-OIS-OFFSHORE |
| MYR MYOR Offshore | IR_INDEX | MYR-MYOR | FixedOvernightSwap | MYR-FIXED-3M-MYOR-OIS-OFFSHORE |
| MYR MYOR Offshore | IR_INDEX | MYR-MYOR | FixedOvernightSwap | MYR-FIXED-SHORTTERM-MYOR-OIS-OFFSHORE |
| Curve Name | Curve Type | Projection Index | Node Type | Node Name |
|---|---|---|---|---|
| NOK 3M | IR_INDEX | NOK-NIBOR-3M | IMMForwardRateAgreement | NOK-NIBOR-3M-IMM-FRA |
| NOK 3M | IR_INDEX | NOK-NIBOR-3M | IborFixingDeposit | NOK-NIBOR-3M |
| NOK 3M | IR_INDEX | NOK-NIBOR-3M | FixedIborSwap | NOK-FIXED-1Y-NIBOR-3M |
| NOK 3M | IR_INDEX | NOK-NIBOR-3M | ForwardRateAgreement | NOK-NIBOR-3M |
| NOK 3M | IR_INDEX | NOK-NIBOR-3M | IborIborSwap | NOK-NIBOR-3M-NIBOR-6M |
| NOK 6M | IR_INDEX | NOK-NIBOR-6M | IMMForwardRateAgreement | NOK-NIBOR-6M-IMM-FRA |
| NOK 6M | IR_INDEX | NOK-NIBOR-6M | IborFixingDeposit | NOK-NIBOR-6M |
| NOK 6M | IR_INDEX | NOK-NIBOR-6M | FixedIborSwap | NOK-FIXED-1Y-NIBOR-6M |
| NOK 6M | IR_INDEX | NOK-NIBOR-6M | ForwardRateAgreement | NOK-NIBOR-6M |
| NOK NOWA | IR_INDEX | NOK-NOWA | FixedOvernightSwap | NOK-FIXED-1Y-NOWA-OIS |
| NOK NOWA | IR_INDEX | NOK-NOWA | FixedOvernightSwap | NOK-FIXED-TERM-NOWA-OIS |
| NOK NOWA | IR_INDEX | NOK-NOWA | FixedOvernightSwap | NOK-FIXED-SHORTTERM-NOWA-OIS |
| NOK 3M | INDEX_BASIS | NOK-NIBOR-3M | IborFixingDeposit | NOK-NIBOR-3M |
| NOK 3M | INDEX_BASIS | NOK-NIBOR-3M | IborIborSwap | NOK-NIBOR-3M-NIBOR-6M |
| Curve Name | Curve Type | Projection Index | Node Type | Node Name |
|---|---|---|---|---|
| NZD 3M | IR_INDEX | NZD-BKBM-3M | IborFixingDeposit | NZD-BKBM-3M |
| NZD 3M | IR_INDEX | NZD-BKBM-3M | IborFuture | NZD-BKBM-3M-QUARTERLY-FUTURE |
| NZD 3M | IR_INDEX | NZD-BKBM-3M | FixedIborSwap | NZD-FIXED-6M-BKBM-3M |
| NZD 3M | IR_INDEX | NZD-BKBM-3M | TermDeposit | NZD-Deposit-T0 |
| NZD 3M | IR_INDEX | NZD-BKBM-3M | TermDeposit | NZD-Deposit-T1 |
| NZD 3M | IR_INDEX | NZD-BKBM-3M | TermDeposit | NZD-Deposit-T2 |
| NZD NZIONA | IR_INDEX | NZD-NZIONA | FixedOvernightSwap | NZD-FIXED-TERM-NZIONA-OIS |
| NZD NZIONA | IR_INDEX | NZD-NZIONA | FixedOvernightSwap | NZD-FIXED-1Y-NZIONA-OIS |
| NZD NZIONA | IR_INDEX | NZD-NZIONA | FixedOvernightSwap | NZD-FIXED-SHORTTERM-NZIONA-OIS |
| NZD/CCY | XCCY | FxSwap | NZD/CCY (See permissible FX swaps) | |
| NZD/USD | XCCY | XCCYIborIborSwap | NZD-BKBM-3M-USD-LIBOR-3M | |
| NZD/USD | XCCY | XCCYIborOvernightSwap | NZD-BKBM-3M-USD-SOFR |
| Curve Name | Curve Type | Projection Index | Node Type | Node Name |
|---|---|---|---|---|
| PLN 3M | IR_INDEX | PLN-WIBOR-3M | IborFixingDeposit | PLN-WIBOR-3M |
| PLN 3M | IR_INDEX | PLN-WIBOR-3M | FixedIborSwap | PLN-FIXED-1Y-WIBOR-3M |
| PLN 3M | IR_INDEX | PLN-WIBOR-3M | ForwardRateAgreement | PLN-WIBOR-3M |
| PLN 6M | IR_INDEX | PLN-WIBOR-6M | IborFixingDeposit | PLN-WIBOR-6M |
| PLN 6M | IR_INDEX | PLN-WIBOR-6M | FixedIborSwap | PLN-FIXED-1Y-WIBOR-6M |
| PLN 6M | IR_INDEX | PLN-WIBOR-6M | ForwardRateAgreement | PLN-WIBOR-6M |
| PLN POLONIA | IR_INDEX | PLN-POLONIA | FixedOvernightSwap | PLN-FIXED-1Y-POLONIA-OIS |
| PLN POLONIA | IR_INDEX | PLN-POLONIA | FixedOvernightSwap | PLN-FIXED-TERM-POLONIA-OIS |
| PLN POLONIA | IR_INDEX | PLN-POLONIA | FixedOvernightSwap | PLN-FIXED-SHORTTERM-POLONIA-OIS |
| PLN WIRON | IR_INDEX | PLN-WIRON | FixedOvernightSwap | PLN-FIXED-TERM-WIRON-OIS |
| PLN WIRON | IR_INDEX | PLN-WIRON | FixedOvernightSwap | PLN-FIXED-1Y-WIRON-OIS |
| PLN WIRON | IR_INDEX | PLN-WIRON | FixedOvernightSwap | PLN-FIXED-SHORTTERM-WIRON-OIS |
| Curve Name | Curve Type | Projection Index | Node Type | Node Name |
|---|---|---|---|---|
| RUB 3M | IR_INDEX | RUB-MOSPRIME-3M | IborFixingDeposit | RUB-MOSPRIME-3M |
| RUB 3M | IR_INDEX | RUB-MOSPRIME-3M | FixedIborSwap | RUB-FIXED-1Y-MOSPRIME-3M |
| RUB 3M | IR_INDEX | RUB-MOSPRIME-3M | ForwardRateAgreement | RUB-MOSPRIME-3M |
| RUB RUONIA | IR_INDEX | RUB-RUONIA | FixedOvernightSwap | RUB-FIXED-1Y-RUONIA-OIS |
| RUB RUONIA | IR_INDEX | RUB-RUONIA | FixedOvernightSwap | RUB-FIXED-TERM-RUONIA-OIS |
| RUB RUONIA | IR_INDEX | RUB-RUONIA | FixedOvernightSwap | RUB-FIXED-SHORTTERM-RUONIA-OIS |
| Curve Name | Curve Type | Projection Index | Node Type | Node Name |
|---|---|---|---|---|
| SAR 3M | IR_INDEX | SAR-SAIBOR-3M | IborFixingDeposit | SAR-SAIBOR-3M |
| SAR 3M | IR_INDEX | SAR-SAIBOR-3M | FixedIborSwap | SAR-FIXED-1Y-SAIBOR-3M |
| SAR 3M | IR_INDEX | SAR-SAIBOR-3M | ForwardRateAgreement | SAR-SAIBOR-3M |
| Curve Name | Curve Type | Projection Index | Node Type | Node Name |
|---|---|---|---|---|
| SEK 3M | IR_INDEX | SEK-STIBOR-3M | IMMForwardRateAgreement | SEK-STIBOR-3M-IMM-FRA |
| SEK 3M | IR_INDEX | SEK-STIBOR-3M | IborFixingDeposit | SEK-STIBOR-3M |
| SEK 3M | IR_INDEX | SEK-STIBOR-3M | IborFuture | SEK-STIBOR-3M-IMM |
| SEK 3M | IR_INDEX | SEK-STIBOR-3M | FixedIborSwap | SEK-FIXED-1Y-STIBOR-3M |
| SEK 6M | IR_INDEX | SEK-STIBOR-6M | IborFixingDeposit | SEK-STIBOR-6M |
| SEK 6M | IR_INDEX | SEK-STIBOR-6M | IborIborSwap | SEK-STIBOR-3M-STIBOR-6M |
| SEK SWESTR | IR_INDEX | SEK-SWESTR | FixedOvernightSwap | SEK-FIXED-1Y-SWESTR-OIS |
| SEK SWESTR | IR_INDEX | SEK-SWESTR | FixedOvernightSwap | SEK-FIXED-TERM-SWESTR-OIS |
| SEK SWESTR | IR_INDEX | SEK-SWESTR | FixedOvernightSwap | SEK-FIXED-SHORTTERM-SWESTR-OIS |
| SEK 6M | INDEX_BASIS | SEK-STIBOR-6M | IborFixingDeposit | SEK-STIBOR-6M |
| SEK 6M | INDEX_BASIS | SEK-STIBOR-6M | IborIborSwap | SEK-STIBOR-3M-STIBOR-6M |
| Curve Name | Curve Type | Projection Index | Node Type | Node Name |
|---|---|---|---|---|
| SGD 1M | IR_INDEX | SGD-SOR-1M | IborFixingDeposit | SGD-SOR-1M |
| SGD 1M | IR_INDEX | SGD-SOR-1M | FixedIborSwap | SGD-FIXED-6M-SOR-1M |
| SGD 1M | IR_INDEX | SGD-SOR-1M | FixedIborSwap | SGD-FIXED-1M-SOR-1M |
| SGD 1M | IR_INDEX | SGD-SOR-1M | IborIborSwap | SGD-SOR-1M-SOR-6M |
| SGD 3M | IR_INDEX | SGD-SOR-3M | IborFixingDeposit | SGD-SOR-3M |
| SGD 3M | IR_INDEX | SGD-SOR-3M | FixedIborSwap | SGD-FIXED-3M-SOR-3M |
| SGD 3M | IR_INDEX | SGD-SOR-3M | FixedIborSwap | SGD-FIXED-6M-SOR-3M |
| SGD 6M | IR_INDEX | SGD-SOR-6M | IborFixingDeposit | SGD-SOR-6M |
| SGD 6M | IR_INDEX | SGD-SOR-6M | FixedIborSwap | SGD-FIXED-6M-SOR-6M |
| SGD 6M | IR_INDEX | SGD-SOR-6M | IborIborSwap | SGD-SOR-1M-SOR-6M |
| SGD SORA | IR_INDEX | SGD-SORA | FixedOvernightSwap | SGD-FIXED-TERM-SORA-OIS |
| SGD SORA | IR_INDEX | SGD-SORA | FixedOvernightSwap | SGD-FIXED-6M-SORA-OIS |
| SGD SORA | IR_INDEX | SGD-SORA | FixedOvernightSwap | SGD-FIXED-SHORTTERM-SORA-OIS |
| SGD 1M | INDEX_BASIS | SGD-SOR-1M | IborFixingDeposit | SGD-SOR-1M |
| SGD 1M | INDEX_BASIS | SGD-SOR-1M | IborIborSwap | SGD-SOR-1M-SOR-6M |
| SGD 6M | INDEX_BASIS | SGD-SOR-6M | IborFixingDeposit | SGD-SOR-6M |
| SGD 6M | INDEX_BASIS | SGD-SOR-6M | IborIborSwap | SGD-SOR-1M-SOR-6M |
| SGD/CCY | XCCY | FxSwap | SGD/CCY (See permissible FX swaps) |
| Curve Name | Curve Type | Projection Index | Node Type | Node Name |
|---|---|---|---|---|
| THB 6M | IR_INDEX | THB-TBHFIX-6M | IborFixingDeposit | THB-THBFIX-6M |
| THB 6M | IR_INDEX | THB-TBHFIX-6M | FixedIborSwap | THB-FIXED-6M-THBFIX-6M |
| THB 6M Offshore | IR_INDEX | THB-TBHFIX-6M | IborFixingDeposit | THB-THBFIX-6M |
| THB 6M Offshore | IR_INDEX | THB-TBHFIX-6M | FixedIborSwap | THB-FIXED-6M-THBFIX-6M-OFFSHORE |
| THB THOR | IR_INDEX | THB-THOR | FixedOvernightSwap | THB-FIXED-TERM-THOR-OIS |
| THB THOR | IR_INDEX | THB-THOR | FixedOvernightSwap | THB-FIXED-3M-THOR-OIS |
| THB THOR | IR_INDEX | THB-THOR | FixedOvernightSwap | THB-FIXED-SHORTTERM-THOR-OIS |
| THB THOR Offshore | IR_INDEX | THB-THOR | FixedOvernightSwap | THB-FIXED-3M-THOR-OIS-OFFSHORE |
| THB THOR Offshore | IR_INDEX | THB-THOR | FixedOvernightSwap | THB-FIXED-SHORTTERM-THOR-OIS-OFFSHORE |
| THB THOR Offshore | IR_INDEX | THB-THOR | FixedOvernightSwap | THB-FIXED-TERM-THOR-OIS-OFFSHORE |
| Curve Name | Curve Type | Projection Index | Node Type | Node Name |
|---|---|---|---|---|
| TRY 3M | IR_INDEX | TRY-TRLIBOR-3M | IborFixingDeposit | TRY-TRLIBOR-3M |
| TRY 3M | IR_INDEX | TRY-TRLIBOR-3M | FixedIborSwap | TRY-FIXED-1Y-TRLIBOR-3M |
| TRY TLREF | IR_INDEX | TRY-TLREF | FixedOvernightSwap | TRY-FIXED-TERM-TLREF-OIS |
| TRY TLREF | IR_INDEX | TRY-TLREF | FixedOvernightSwap | TRY-FIXED-3M-TLREF-OIS |
| TRY TLREF | IR_INDEX | TRY-TLREF | FixedOvernightSwap | TRY-FIXED-SHORTTERM-TLREF-OIS |
| Curve Name | Curve Type | Projection Index | Node Type | Node Name |
|---|---|---|---|---|
| TWD 3M | IR_INDEX | TWD-TAIBOR-3M | IborFixingDeposit | TWD-TAIBOR-3M |
| TWD 3M | IR_INDEX | TWD-TAIBOR-3M | FixedIborSwap | TWD-FIXED-3M-TAIBOR-3M |
| TWD 3M Offshore | IR_INDEX | TWD-TAIBOR-3M | IborFixingDeposit | TWD-TAIBOR-3M |
| TWD 3M Offshore | IR_INDEX | TWD-TAIBOR-3M | FixedIborSwap | TWD-FIXED-3M-TAIBOR-3M-OFFSHORE |
| Curve Name | Curve Type | Projection Index | Node Type | Node Name |
|---|---|---|---|---|
| USD 1M | IR_INDEX | USD-LIBOR-1M | IborFixingDeposit | USD-LIBOR-1M |
| USD 1M | IR_INDEX | USD-LIBOR-1M | IborIborSwap | USD-LIBOR-1M-LIBOR-3M |
| USD 3M | IR_INDEX | USD-LIBOR-3M | IborFixingDeposit | USD-LIBOR-3M |
| USD 3M | IR_INDEX | USD-LIBOR-3M | IborFuture | USD-LIBOR-3M-IMM-CME |
| USD 3M | IR_INDEX | USD-LIBOR-3M | FixedIborSwap | USD-FIXED-6M-LIBOR-3M |
| USD 3M | IR_INDEX | USD-LIBOR-3M | FixedIborSwap | USD-FIXED-1Y-LIBOR-3M |
| USD 6M | IR_INDEX | USD-LIBOR-6M | IborFixingDeposit | USD-LIBOR-6M |
| USD 6M | IR_INDEX | USD-LIBOR-6M | IborIborSwap | USD-LIBOR-3M-LIBOR-6M |
| USD FEDFUNDS | IR_INDEX | USD-FED-FUND | OvernightIborBasisSwap | USD-FED-FUND-AA-LIBOR-3M |
| USD FEDFUNDS | IR_INDEX | USD-FED-FUND | FixedOvernightSwap | USD-FIXED-TERM-FED-FUND-OIS |
| USD FEDFUNDS | IR_INDEX | USD-FED-FUND | FixedOvernightSwap | USD-FIXED-1Y-FED-FUND-OIS |
| USD FEDFUNDS | IR_INDEX | USD-FED-FUND | FixedOvernightSwap | USD-FIXED-SHORTTERM-FED-FUND-OIS |
| USD SOFR | IR_INDEX | USD-SOFR | OvernightIborBasisSwap | USD-SOFR-OIS-3M-LIBOR-3M |
| USD SOFR | IR_INDEX | USD-SOFR | FixedOvernightSwap | USD-FIXED-1Y-SOFR-OIS |
| USD SOFR | IR_INDEX | USD-SOFR | FixedOvernightSwap | USD-FIXED-TERM-SOFR-OIS |
| USD SOFR | IR_INDEX | USD-SOFR | FixedOvernightSwap | USD-FIXED-SHORTTERM-SOFR-OIS |
| USD 1M | INDEX_BASIS | USD-LIBOR-1M | IborFixingDeposit | USD-LIBOR-1M |
| USD 1M | INDEX_BASIS | USD-LIBOR-1M | IborIborSwap | USD-LIBOR-1M-LIBOR-3M |
| USD 6M | INDEX_BASIS | USD-LIBOR-6M | IborFixingDeposit | USD-LIBOR-6M |
| USD 6M | INDEX_BASIS | USD-LIBOR-6M | IborIborSwap | USD-LIBOR-3M-LIBOR-6M |
| USD FEDFUNDS | INDEX_BASIS | USD-FED-FUND | OvernightIborBasisSwap | USD-FED-FUND-AA-LIBOR-3M |
| USD SOFR | INDEX_BASIS | USD-SOFR | OvernightIborBasisSwap | USD-SOFR-OIS-3M-LIBOR-3M |
| USD/AED | XCCY | XCCYIborOvernightSwap | AED-EIBOR-3M-USD-SOFR | |
| USD/AED | XCCY | XCCYIborIborSwap | AED-EIBOR-3M-USD-LIBOR-3M | |
| USD/CAD | XCCY | XCCYOvernightOvernightSwap | CAD-CORRA-USD-SOFR | |
| USD/CAD | XCCY | XCCYIborIborSwap | CAD-CDOR-3M-USD-LIBOR-3M | |
| USD/CCY | XCCY | FxSwap | USD/CCY (See permissible FX swaps) | |
| USD/CHF | XCCY | XCCYIborIborSwap | CHF-LIBOR-3M-USD-LIBOR-3M | |
| USD/CHF | XCCY | XCCYOvernightOvernightSwap | CHF-SARON-USD-SOFR | |
| USD/CLP | XCCY | XCCYOvernightOvernightSwap | CLP-TNA-USD-SOFR | |
| USD/CNY | XCCY | XCCYFixedOvernightSwap | CNY-FIXED-6M-USD-SOFR | |
| USD/CNY | XCCY | XCCYIborOvernightSwap | CNY-REPO-1W-USD-SOFR | |
| USD/COP | XCCY | XCCYFixedOvernightSwap | COP-FIXED-3M-USD-SOFR | |
| USD/COP | XCCY | XCCYOvernightOvernightSwap | COP-OIBR-USD-SOFR | |
| USD/CZK | XCCY | XCCYIborIborSwap | CZK-PRIBOR-3M-USD-LIBOR-3M | |
| USD/CZK | XCCY | XCCYIborOvernightSwap | CZK-PRIBOR-3M-USD-SOFR | |
| USD/DKK | XCCY | XCCYIborIborSwap | DKK-CIBOR-3M-USD-LIBOR-3M | |
| USD/DKK | XCCY | XCCYIborOvernightSwap | DKK-CIBOR-3M-USD-SOFR | |
| USD/HKD | XCCY | XCCYIborIborSwap | HKD-HIBOR-3M-USD-LIBOR-3M | |
| USD/HKD | XCCY | XCCYIborOvernightSwap | HKD-HIBOR-3M-USD-SOFR | |
| USD/HUF | XCCY | XCCYIborIborSwap | HUF-BUBOR-3M-USD-LIBOR-3M | |
| USD/HUF | XCCY | XCCYIborOvernightSwap | HUF-BUBOR-3M-USD-SOFR | |
| USD/ILS | XCCY | XCCYIborIborSwap | ILS-TLBOR-3M-USD-LIBOR-3M | |
| USD/ILS | XCCY | XCCYIborOvernightSwap | ILS-TLBOR-3M-USD-SOFR | |
| USD/INR | XCCY | XCCYOvernightOvernightSwap | INR-OMIBOR-USD-SOFR | |
| USD/INR | XCCY | XCCYFixedOvernightSwap | INR-FIXED-6M-USD-SOFR | |
| USD/JPY | XCCY | XCCYIborIborSwap | JPY-LIBOR-3M-USD-LIBOR-3M | |
| USD/JPY | XCCY | XCCYOvernightOvernightSwap | JPY-TONAR-USD-SOFR | |
| USD/KRW | XCCY | XCCYIborIborSwap | KRW-CD-13W-USD-LIBOR-6M | |
| USD/KRW | XCCY | XCCYIborOvernightSwap | KRW-CD-13W-USD-SOFR | |
| USD/KRW | XCCY | XCCYFixedOvernightSwap | KRW-FIXED-3M-USD-SOFR | |
| USD/MXN | XCCY | XCCYIborIborSwap | MXN-TIIE-4W-USD-LIBOR-1M | |
| USD/MXN | XCCY | XCCYIborOvernightSwap | MXN-TIIE-4W-USD-SOFR | |
| USD/MXN | XCCY | XCCYOvernightOvernightSwap | MXN-F-TIIE-USD-SOFR | |
| USD/MYR | XCCY | XCCYIborOvernightSwap | MYR-KLIBOR-3M-USD-SOFR | |
| USD/MYR | XCCY | XCCYFixedOvernightSwap | MYR-FIXED-6M-USD-SOFR | |
| USD/MYR | XCCY | XCCYIborIborSwap | MYR-KLIBOR-3M-USD-LIBOR-3M | |
| USD/NOK | XCCY | XCCYIborOvernightSwap | NOK-NIBOR-3M-USD-SOFR | |
| USD/NOK | XCCY | XCCYIborIborSwap | NOK-NIBOR-3M-USD-LIBOR-3M | |
| USD/PLN | XCCY | XCCYIborOvernightSwap | PLN-WIBOR-3M-USD-SOFR | |
| USD/PLN | XCCY | XCCYIborIborSwap | PLN-WIBOR-3M-USD-LIBOR-3M | |
| USD/SAR | XCCY | XCCYIborIborSwap | SAR-SAIBOR-3M-USD-LIBOR-3M | |
| USD/SAR | XCCY | XCCYIborOvernightSwap | SAR-SAIBOR-3M-USD-SOFR | |
| USD/SEK | XCCY | XCCYIborOvernightSwap | SEK-STIBOR-3M-USD-SOFR | |
| USD/SEK | XCCY | XCCYIborIborSwap | SEK-STIBOR-3M-USD-LIBOR-3M | |
| USD/SGD | XCCY | XCCYIborIborSwap | SGD-SOR-3M-USD-LIBOR-3M | |
| USD/SGD | XCCY | XCCYIborIborSwap | SGD-SOR-6M-USD-LIBOR-6M | |
| USD/SGD | XCCY | XCCYOvernightOvernightSwap | SGD-SORA-USD-SOFR | |
| USD/THB | XCCY | XCCYIborIborSwap | THB-THBFIX-6M-USD-LIBOR-6M | |
| USD/THB | XCCY | XCCYOvernightOvernightSwap | THB-THOR-USD-SOFR | |
| USD/THB | XCCY | XCCYFixedOvernightSwap | THB-FIXED-3M-USD-SOFR | |
| USD/TRY | XCCY | XCCYIborIborSwap | TRY-TRLIBOR-3M-USD-LIBOR-3M | |
| USD/TRY | XCCY | XCCYOvernightOvernightSwap | TRY-TLREF-USD-SOFR | |
| USD/TWD | XCCY | XCCYIborIborSwap | TWD-TAIBOR-3M-USD-LIBOR-6M | |
| USD/TWD | XCCY | XCCYFixedOvernightSwap | TWD-FIXED-6M-USD-SOFR | |
| USD/TWD | XCCY | XCCYIborOvernightSwap | TWD-TAIBOR-3M-USD-SOFR | |
| USD/ZAR | XCCY | XCCYIborIborSwap | ZAR-JIBAR-3M-USD-LIBOR-3M | |
| USD/ZAR | XCCY | XCCYIborOvernightSwap | ZAR-JIBAR-3M-USD-SOFR | |
| US CPI U | INFLATION_INDEX | US-CPI-U | FixedInflationSwap | USD-FIXED-ZC-US-CPI |
| Curve Name | Curve Type | Projection Index | Node Type | Node Name |
|---|---|---|---|---|
| ZAR 3M | IR_INDEX | ZAR-JIBAR-3M | IborFixingDeposit | ZAR-JIBAR-3M |
| ZAR 3M | IR_INDEX | ZAR-JIBAR-3M | FixedIborSwap | ZAR-FIXED-3M-JIBAR-3M |
| ZAR 3M | IR_INDEX | ZAR-JIBAR-3M | ForwardRateAgreement | ZAR-JIBAR-3M |
| ZAR ZARONIA | IR_INDEX | ZAR-ZARONIA | FixedOvernightSwap | ZAR-FIXED-TERM-ZARONIA-OIS |
| ZAR ZARONIA | IR_INDEX | ZAR-ZARONIA | FixedOvernightSwap | ZAR-FIXED-1Y-ZARONIA-OIS |
| ZAR ZARONIA | IR_INDEX | ZAR-ZARONIA | FixedOvernightSwap | ZAR-FIXED-SHORTTERM-ZARONIA-OIS |
