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Request.Rates.Swap.Cross_Currency_Basis.InstRefDataReporting.json
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Request.Rates.Swap.Cross_Currency_Basis.InstRefDataReporting.json
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{
"$schema": "http://json-schema.org/draft-04/schema#",
"title": "Request.Rates.Swap.Cross_Currency_Basis.InstRefDataReporting",
"LastModifyDateTime": "2018-07-23T12:56:35",
"description": "Request template for Rates Swap Cross_Currency_Basis",
"copyright": "Copyright © 2017 The Derivatives Service Bureau (DSB) Limited. All Rights Reserved.",
"type": "object",
"properties": {
"Header": {
"title": "Header",
"type": "object",
"properties": {
"AssetClass": {
"title": "Asset Class",
"description": "As defined by CFI code: ISO 10962 (2015); Character #2",
"type": "string",
"enum": [
"Rates"
]
},
"InstrumentType": {
"title": "Instrument Type",
"description": "As defined by CFI code: ISO 10962 (2015); Character #1",
"type": "string",
"enum": [
"Swap"
]
},
"UseCase": {
"title": "Product",
"description": "Unique label that defines the product",
"type": "string",
"enum": [
"Cross_Currency_Basis"
]
},
"Level": {
"title": "Level",
"description": "Label assigned to the ISIN to describe its level in the hierarchy",
"type": "string",
"enum": [
"InstRefDataReporting"
]
}
},
"required": [
"AssetClass",
"InstrumentType",
"UseCase",
"Level"
],
"additionalProperties": false
},
"Attributes": {
"type": "object",
"properties": {
"NotionalCurrency": {
"title": "Notional Currency",
"description": "Currency in which the notional is denominated. Usage: Within MiFIR, in the case of an interest rate or currency derivative contract, this will be the notional currency of leg 1 or the currency 1 of the pair. Within MiFIR, in the case of swaptions where the underlying swap is single-currency, this will be the notional currency of the underlying swap. For swaptions where the underlying is multi-currency, this will be the notional currency of leg 1 of the swap",
"type": "string",
"enum": [
"EUR",
"GBP",
"AUD",
"NZD",
"USD",
"CAD",
"CHF",
"JPY",
"AED",
"AFN",
"ALL",
"AMD",
"ANG",
"AOA",
"ARS",
"AWG",
"AZN",
"BAM",
"BBD",
"BDT",
"BGN",
"BHD",
"BIF",
"BMD",
"BND",
"BOB",
"BOV",
"BRL",
"BSD",
"BTN",
"BWP",
"BYN",
"BYR",
"BZD",
"CDF",
"CHE",
"CHW",
"CLF",
"CLP",
"CNY",
"COP",
"COU",
"CRC",
"CUC",
"CUP",
"CVE",
"CZK",
"DJF",
"DKK",
"DOP",
"DZD",
"EGP",
"ERN",
"ETB",
"FJD",
"FKP",
"GEL",
"GHS",
"GIP",
"GMD",
"GNF",
"GTQ",
"GYD",
"HKD",
"HNL",
"HRK",
"HTG",
"HUF",
"IDR",
"ILS",
"INR",
"IQD",
"IRR",
"ISK",
"JMD",
"JOD",
"KES",
"KGS",
"KHR",
"KMF",
"KPW",
"KRW",
"KWD",
"KYD",
"KZT",
"LAK",
"LBP",
"LKR",
"LRD",
"LSL",
"LYD",
"MAD",
"MDL",
"MGA",
"MKD",
"MMK",
"MNT",
"MOP",
"MRO",
"MRU",
"MUR",
"MVR",
"MWK",
"MXN",
"MXV",
"MYR",
"MZN",
"NAD",
"NGN",
"NIO",
"NOK",
"NPR",
"OMR",
"PAB",
"PEN",
"PGK",
"PHP",
"PKR",
"PLN",
"PYG",
"QAR",
"RON",
"RSD",
"RUB",
"RWF",
"SAR",
"SBD",
"SCR",
"SDG",
"SEK",
"SGD",
"SHP",
"SLL",
"SOS",
"SRD",
"SSP",
"STD",
"STN",
"SVC",
"SYP",
"SZL",
"THB",
"TJS",
"TMT",
"TND",
"TOP",
"TRY",
"TTD",
"TWD",
"TZS",
"UAH",
"UGX",
"USN",
"UYI",
"UYU",
"UZS",
"VEF",
"VES",
"VND",
"VUV",
"WST",
"XAF",
"XAG",
"XAU",
"XBA",
"XBB",
"XBC",
"XBD",
"XCD",
"XDR",
"XOF",
"XPD",
"XPF",
"XPT",
"XSU",
"XTS",
"XUA",
"XXX",
"YER",
"ZAR",
"ZMW",
"ZWL"
],
"elaboration": {
"EUR": "Euro",
"GBP": "Pound Sterling",
"AUD": "Australian Dollar",
"NZD": "New Zealand Dollar",
"USD": "US Dollar",
"CAD": "Canadian Dollar",
"CHF": "Swiss Franc",
"JPY": "Yen",
"AED": "UAE Dirham",
"AFN": "Afghani",
"ALL": "Lek",
"AMD": "Armenian Dram",
"ANG": "Netherlands Antillean Guilder",
"AOA": "Kwanza",
"ARS": "Argentine Peso",
"AWG": "Aruban Florin",
"AZN": "Azerbaijanian Manat",
"BAM": "Convertible Mark",
"BBD": "Barbados Dollar",
"BDT": "Taka",
"BGN": "Bulgarian Lev",
"BHD": "Bahraini Dinar",
"BIF": "Burundi Franc",
"BMD": "Bermudian Dollar",
"BND": "Brunei Dollar",
"BOB": "Boliviano",
"BOV": "Mvdol",
"BRL": "Brazilian Real",
"BSD": "Bahamian Dollar",
"BTN": "Ngultrum",
"BWP": "Pula",
"BYN": "Belarusian Ruble",
"BYR": "Belarusian Ruble",
"BZD": "Belize Dollar",
"CDF": "Congolese Franc",
"CHE": "WIR Euro",
"CHW": "WIR Franc",
"CLF": "Unidad de Fomento",
"CLP": "Chilean Peso",
"CNY": "Yuan Renminbi",
"COP": "Colombian Peso",
"COU": "Unidad de Valor Real",
"CRC": "Costa Rican Colon",
"CUC": "Peso Convertible",
"CUP": "Cuban Peso",
"CVE": "Cabo Verde Escudo",
"CZK": "Czech Koruna",
"DJF": "Djibouti Franc",
"DKK": "Danish Krone",
"DOP": "Dominican Peso",
"DZD": "Algerian Dinar",
"EGP": "Egyptian Pound",
"ERN": "Nakfa",
"ETB": "Ethiopian Birr",
"FJD": "Fiji Dollar",
"FKP": "Falkland Islands Pound",
"GEL": "Lari",
"GHS": "Ghana Cedi",
"GIP": "Gibraltar Pound",
"GMD": "Dalasi",
"GNF": "Guinea Franc",
"GTQ": "Quetzal",
"GYD": "Guyana Dollar",
"HKD": "Hong Kong Dollar",
"HNL": "Lempira",
"HRK": "Kuna",
"HTG": "Gourde",
"HUF": "Forint",
"IDR": "Rupiah",
"ILS": "New Israeli Sheqel",
"INR": "Indian Rupee",
"IQD": "Iraqi Dinar",
"IRR": "Iranian Rial",
"ISK": "Iceland Krona",
"JMD": "Jamaican Dollar",
"JOD": "Jordanian Dinar",
"KES": "Kenyan Shilling",
"KGS": "Som",
"KHR": "Riel",
"KMF": "Comoro Franc",
"KPW": "North Korean Won",
"KRW": "Won",
"KWD": "Kuwaiti Dinar",
"KYD": "Cayman Islands Dollar",
"KZT": "Tenge",
"LAK": "Kip",
"LBP": "Lebanese Pound",
"LKR": "Sri Lanka Rupee",
"LRD": "Liberian Dollar",
"LSL": "Loti",
"LYD": "Libyan Dinar",
"MAD": "Moroccan Dirham",
"MDL": "Moldovan Leu",
"MGA": "Malagasy Ariary",
"MKD": "Denar",
"MMK": "Kyat",
"MNT": "Tugrik",
"MOP": "Pataca",
"MRO": "Ouguiya",
"MRU": "Ouguiya",
"MUR": "Mauritius Rupee",
"MVR": "Rufiyaa",
"MWK": "Malawi Kwacha",
"MXN": "Mexican Peso",
"MXV": "Mexican Unidad de Inversion (UDI)",
"MYR": "Malaysian Ringgit",
"MZN": "Mozambique Metical",
"NAD": "Namibia Dollar",
"NGN": "Naira",
"NIO": "Cordoba Oro",
"NOK": "Norwegian Krone",
"NPR": "Nepalese Rupee",
"OMR": "Rial Omani",
"PAB": "Balboa",
"PEN": "Sol",
"PGK": "Kina",
"PHP": "Philippine Peso",
"PKR": "Pakistan Rupee",
"PLN": "Zloty",
"PYG": "Guarani",
"QAR": "Qatari Rial",
"RON": "Romanian Leu",
"RSD": "Serbian Dinar",
"RUB": "Russian Ruble",
"RWF": "Rwanda Franc",
"SAR": "Saudi Riyal",
"SBD": "Solomon Islands Dollar",
"SCR": "Seychelles Rupee",
"SDG": "Sudanese Pound",
"SEK": "Swedish Krona",
"SGD": "Singapore Dollar",
"SHP": "Saint Helena Pound",
"SLL": "Leone",
"SOS": "Somali Shilling",
"SRD": "Surinam Dollar",
"SSP": "South Sudanese Pound",
"STD": "Dobra",
"STN": "Dobra",
"SVC": "El Salvador Colon",
"SYP": "Syrian Pound",
"SZL": "Lilangeni",
"THB": "Baht",
"TJS": "Somoni",
"TMT": "Turkmenistan New Manat",
"TND": "Tunisian Dinar",
"TOP": "Pa'anga",
"TRY": "Turkish Lira",
"TTD": "Trinidad and Tobago Dollar",
"TWD": "New Taiwan Dollar",
"TZS": "Tanzanian Shilling",
"UAH": "Hryvnia",
"UGX": "Uganda Shilling",
"USN": "US Dollar (Next day)",
"UYI": "Uruguay Peso en Unidades Indexadas (URUIURUI)",
"UYU": "Peso Uruguayo",
"UZS": "Uzbekistan Sum",
"VEF": "Bolivar",
"VES": "Bolivar Soberano",
"VND": "Dong",
"VUV": "Vatu",
"WST": "Tala",
"XAF": "CFA Franc BEAC",
"XAG": "Silver",
"XAU": "Gold",
"XBA": "Bond Markets Unit European Composite Unit (EURCO)",
"XBB": "Bond Markets Unit European Monetary Unit (E.M.U.-6)",
"XBC": "Bond Markets Unit European Unit of Account 9 (E.U.A.-9)",
"XBD": "Bond Markets Unit European Unit of Account 17 (E.U.A.-17)",
"XCD": "East Caribbean Dollar",
"XDR": "SDR (Special Drawing Right)",
"XOF": "CFA Franc BCEAO",
"XPD": "Palladium",
"XPF": "CFP Franc",
"XPT": "Platinum",
"XSU": "Sucre",
"XTS": "Codes specifically reserved for testing purposes",
"XUA": "ADB Unit of Account",
"XXX": "The codes assigned for transactions where no currency is involved",
"YER": "Yemeni Rial",
"ZAR": "Rand",
"ZMW": "Zambian Kwacha",
"ZWL": "Zimbabwe Dollar"
}
},
"ExpiryDate": {
"title": "Expiry Date",
"description": "Expiry date of the instrument (YYYY-MM-DD)",
"type": "string",
"pattern": "^[0-9]{4}-[0-9]{2}-[0-9]{2}$",
"format": "date"
},
"ReferenceRate": {
"title": "Reference Rate",
"description": "Identifies the reference index for the instrument",
"type": "string",
"enum": [
"AED-EBOR-Reuters",
"AUD-AONIA-OIS-COMPOUND-SwapMarker",
"AUD-AONIA-OIS-COMPOUND",
"AUD-BBR-AUBBSW",
"AUD-BBR-BBSW-Bloomberg",
"AUD-BBR-BBSW",
"AUD-BBR-BBSY (BID)",
"AUD-BBR-ISDC",
"AUD-LIBOR-BBA-Bloomberg",
"AUD-LIBOR-BBA",
"AUD-LIBOR-Reference Banks",
"AUD-Quarterly Swap Rate-ICAP-Reference Banks",
"AUD-Quarterly Swap Rate-ICAP",
"AUD-Semi-Annual Swap Rate-11:00-BGCANTOR",
"AUD-Semi-Annual Swap Rate-BGCANTOR-Reference Banks",
"AUD-Semi-Annual Swap Rate-ICAP-Reference Banks",
"AUD-Semi-annual Swap Rate-ICAP",
"AUD-Swap Rate-Reuters",
"BRL-CDI",
"CAD-BA-CDOR-Bloomberg",
"CAD-BA-CDOR",
"CAD-BA-ISDD",
"CAD-BA-Reference Banks",
"CAD-BA-Reuters",
"CAD-BA-Telerate",
"CAD-CORRA-OIS-COMPOUND",
"CAD-ISDA-Swap Rate",
"CAD-LIBOR-BBA-Bloomberg",
"CAD-LIBOR-BBA-SwapMarker",
"CAD-LIBOR-BBA",
"CAD-LIBOR-Reference Banks",
"CAD-REPO-CORRA",
"CAD-TBILL-ISDD",
"CAD-TBILL-Reference Banks",
"CAD-TBILL-Reuters",
"CAD-TBILL-Telerate",
"CHF USD-Basis Swaps-11:00-ICAP",
"CHF-3M LIBOR SWAP-CME vs LCH-ICAP-Bloomberg",
"CHF-3M LIBOR SWAP-CME vs LCH-ICAP",
"CHF-3M LIBOR SWAP-EUREX vs LCH-ICAP-Bloomberg",
"CHF-3M LIBOR SWAP-EUREX vs LCH-ICAP",
"CHF-6M LIBOR SWAP-CME vs LCH-ICAP",
"CHF-6M LIBOR SWAP-EUREX vs LCH-ICAP-Bloomberg",
"CHF-6M LIBOR SWAP-EUREX vs LCH-ICAP",
"CHF-6M LIBORSWAP-CME vs LCH-ICAP-Bloomberg",
"CHF-Annual Swap Rate-11:00-ICAP",
"CHF-Annual Swap Rate-Reference Banks",
"CHF-Annual Swap Rate",
"CHF-Basis Swap-3m vs 6m-LIBOR-11:00-ICAP",
"CHF-ISDAFIX-Swap Rate",
"CHF-LIBOR-BBA-Bloomberg",
"CHF-LIBOR-BBA",
"CHF-LIBOR-ISDA",
"CHF-LIBOR-Reference Banks",
"CHF-OIS-11:00-ICAP",
"CHF-SARON-OIS-COMPOUND",
"CHF-TOIS-OIS-COMPOUND",
"CL-CLICP-Bloomberg",
"CLP-TNA",
"CNH-HIBOR-Reference Banks",
"CNH-HIBOR-TMA",
"CNY 7-Repo Compounding Date",
"CNY-CNREPOFIX=CFXS-Reuters",
"CNY-PBOCB-Reuters",
"CNY-Quarterly 7 day Repo Non Deliverable Swap Rate-TRADITION-Reference Banks",
"CNY-Quarterly 7 day Repo Non Deliverable Swap Rate-TRADITION",
"CNY-Semi-Annual Swap Rate-11:00-BGCANTOR",
"CNY-Semi-Annual Swap Rate-Reference Banks",
"CNY-Shibor-OIS-Compounding",
"CNY-SHIBOR-Reuters",
"COP-IBR-OIS-COMPOUND",
"CZK-Annual Swap Rate-11:00-BGCANTOR",
"CZK-Annual Swap Rate-Reference Banks",
"CZK-PRIBOR-PRBO",
"CZK-PRIBOR-Reference Banks",
"DKK-CIBOR-DKNA13-Bloomberg",
"DKK-CIBOR-DKNA13",
"DKK-CIBOR-Reference Banks",
"DKK-CIBOR2-Bloomberg",
"DKK-CIBOR2-DKNA13",
"DKK-CITA-DKNA14-COMPOUND",
"DKK-DKKOIS-OIS-COMPOUND",
"EUR Basis Swap-EONIA vs 3m EUR+IBOR Swap Rates-A/360-10:00-ICAP",
"EUR EURIBOR-Annual Bond Swap vs 1m-11:00-ICAP",
"EUR EURIBOR-Basis Swap-1m vs 3m-Euribor-11:00-ICAP",
"EUR EURIBOR-Basis Swap-3m vs 6m-11:00-ICAP",
"EUR USD-Basis Swaps-11:00-ICAP",
"EUR-3M EURIBOR SWAP-CME vs LCH-ICAP-Bloomberg",
"EUR-3M EURIBOR SWAP-CME vs LCH-ICAP",
"EUR-3M EURIBOR SWAP-EUREX vs LCH-ICAP-Bloomberg",
"EUR-3M EURIBOR SWAP-EUREX vs LCH-ICAP",
"EUR-6M EURIBOR SWAP-CME vs LCH-ICAP-Bloomberg",
"EUR-6M EURIBOR SWAP-CME vs LCH-ICAP",
"EUR-6M EURIBOR SWAP-EUREX vs LCH-ICAP-Bloomberg",
"EUR-6M EURIBOR SWAP-EUREX vs LCH-ICAP",
"EUR-Annual Swap Rate-10:00-BGCANTOR",
"EUR-Annual Swap Rate-10:00-Bloomberg",
"EUR-Annual Swap Rate-10:00-ICAP",
"EUR-Annual Swap Rate-10:00-SwapMarker",
"EUR-Annual Swap Rate-10:00-TRADITION",
"EUR-Annual Swap Rate-10:00",
"EUR-Annual Swap Rate-11:00-Bloomberg",
"EUR-Annual Swap Rate-11:00-ICAP",
"EUR-Annual Swap Rate-11:00-SwapMarker",
"EUR-Annual Swap Rate-11:00",
"EUR-Annual Swap Rate-3 Month-SwapMarker",
"EUR-Annual Swap Rate-3 Month",
"EUR-Annual Swap Rate-4:15-TRADITION",
"EUR-Annual Swap Rate-Reference Banks",
"EUR-EONIA-AVERAGE",
"EUR-EONIA-OIS-10:00-BGCANTOR",
"EUR-EONIA-OIS-10:00-ICAP",
"EUR-EONIA-OIS-10:00-TRADITION",
"EUR-EONIA-OIS-11:00-ICAP",
"EUR-EONIA-OIS-4:15-TRADITION",
"EUR-EONIA-OIS-COMPOUND-Bloomberg",
"EUR-EONIA-OIS-COMPOUND",
"EUR-EONIA-Swap-Index",
"EUR-EURIBOR-Act/365-Bloomberg",
"EUR-EURIBOR-Act/365",
"EUR-EURIBOR-Reference Banks",
"EUR-EURIBOR-Reuters",
"EUR-EURIBOR-Telerate",
"EUR-EURONIA-OIS-COMPOUND",
"EUR-ISDA-EURIBOR Swap Rate-11:00",
"EUR-ISDA-EURIBOR Swap Rate-12:00",
"EUR-ISDA-LIBOR Swap Rate-10:00",
"EUR-ISDA-LIBOR Swap Rate-11:00",
"EUR-LIBOR-BBA-Bloomberg",
"EUR-LIBOR-BBA",
"EUR-LIBOR-Reference Banks",
"EUR-TAM-CDC",
"EUR-TEC10-CNO-SwapMarker",
"EUR-TEC10-CNO",
"EUR-TEC10-Reference Banks",
"EUR-TEC5-CNO-SwapMarker",
"EUR-TEC5-CNO",
"EUR-TEC5-Reference Banks",
"EUR-TMM-CDC-COMPOUND",
"GBP USD-Basis Swaps-11:00-ICAP",
"GBP-6M LIBOR SWAP-CME vs LCH-ICAP-Bloomberg",
"GBP-6M LIBOR SWAP-CME vs LCH-ICAP",
"GBP-6M LIBOR SWAP-EUREX vs LCH-ICAP-Bloomberg",
"GBP-6M LIBOR SWAP-EUREX vs LCH-ICAP",
"GBP-ISDA-Swap Rate",
"GBP-LIBOR-BBA-Bloomberg",
"GBP-LIBOR-BBA",
"GBP-LIBOR-ISDA",
"GBP-LIBOR-Reference Banks",
"GBP-Semi Annual Swap Rate-11:00-TRADITION",
"GBP-Semi Annual Swap Rate-4:15-TRADITION",
"GBP-Semi-Annual Swap Rate-11:00-ICAP",
"GBP-Semi-Annual Swap Rate-Reference Banks",
"GBP-Semi-Annual Swap Rate-SwapMarker26",
"GBP-Semi-Annual Swap Rate",
"GBP-SONIA-OIS-11:00-ICAP",
"GBP-SONIA-OIS-11:00-TRADITION",
"GBP-SONIA-OIS-4:15-TRADITION",
"GBP-WMBA-RONIA-COMPOUND",
"GBP-WMBA-SONIA-COMPOUND",
"GBP-SONIA-COMPOUND",
"GRD-ATHIBOR-ATHIBOR",
"GRD-ATHIBOR-Reference Banks",
"GRD-ATHIBOR-Telerate",
"GRD-ATHIMID-Reference Banks",
"GRD-ATHIMID-Reuters",
"HKD-HIBOR-HIBOR-Bloomberg",
"HKD-HIBOR-HIBOR=",
"HKD-HIBOR-HKAB-Bloomberg",
"HKD-HIBOR-HKAB",
"HKD-HIBOR-ISDC",
"HKD-HIBOR-Reference Banks",
"HKD-HONIX-OIS-COMPOUND",
"HKD-ISDA-Swap Rate-11:00",
"HKD-ISDA-Swap Rate-4:00",
"HKD-Quarterly-Annual Swap Rate-11:00-BGCANTOR",
"HKD-Quarterly-Annual Swap Rate-11:00-TRADITION",
"HKD-Quarterly-Annual Swap Rate-4:00-BGCANTOR",
"HKD-Quarterly-Annual Swap Rate-Reference Banks",
"HKD-Quarterly-Quarterly Swap Rate-11:00-ICAP",
"HKD-Quarterly-Quarterly Swap Rate-4:00-ICAP",
"HKD-Quarterly-Quarterly Swap Rate-Reference Banks",
"HUF-BUBOR-Reference Banks",
"HUF-BUBOR-Reuters",
"IDR-IDMA-Bloomberg",
"IDR-IDRFIX",
"IDR-JIBOR-Reuters",
"IDR-SBI-Reuters",
"IDR-Semi-Annual Swap Rate-11:00-BGCANTOR",
"IDR-Semi-Annual Swap Rate-Reference Banks",
"IDR-SOR-Reference Banks",
"IDR-SOR-Reuters",
"IDR-SOR-Telerate",
"ILS-TELBOR-Reference Banks",
"ILS-TELBOR01-Reuters",
"INR-BMK",
"INR-CMT",
"INR-FBIL-MIBOR-OIS-COMPOUND",
"INR-INBMK-REUTERS",
"INR-MIBOR-OIS-COMPOUND",
"INR-MIFOR",
"INR-MIOIS",
"INR-MITOR-OIS-COMPOUND",
"INR-Reference Banks",
"INR-Semi Annual Swap Rate-Non-deliverable-16:00-Tullett Prebon",
"INR-Semi-Annual Swap Rate-11:30-BGCANTOR",
"INR-Semi-Annual Swap Rate-Reference Banks",
"ISK-REIBOR-Reference Banks",
"ISK-REIBOR-Reuters",
"JPY USD-Basis Swaps-11:00-ICAP",
"JPY-Annual Swap Rate-11:00-TRADITION",
"JPY-Annual Swap Rate-3:00-TRADITION",
"JPY-BBSF-Bloomberg-10:00",
"JPY-BBSF-Bloomberg-15:00",
"JPY-ISDA-Swap Rate-10:00",
"JPY-ISDA-Swap Rate-15:00",
"JPY-LIBOR-BBA-Bloomberg",
"JPY-LIBOR-BBA",
"JPY-LIBOR-FRASETT",
"JPY-LIBOR-ISDA",
"JPY-LIBOR-Reference Banks",
"JPY-LTPR-MHCB",
"JPY-LTPR-TBC",
"JPY-MUTANCALL-TONAR",
"JPY-OIS-11:00-ICAP",
"JPY-OIS-11:00-TRADITION",
"JPY-OIS-3:00-TRADITION",
"JPY-Quoting Banks-LIBOR",
"JPY-STPR-Quoting Banks",
"JPY-TIBOR-17096",
"JPY-TIBOR-17097",
"JPY-TIBOR-DTIBOR01",
"JPY-TIBOR-TIBM (10 Banks)",
"JPY-TIBOR-TIBM (5 Banks)",
"JPY-TIBOR-TIBM (All Banks)-Bloomberg",
"JPY-TIBOR-TIBM (All Banks)",
"JPY-TIBOR-TIBM-Reference Banks",
"JPY-TIBOR-TIBM",
"JPY-TIBOR-ZTIBOR",
"JPY-TONA-OIS-COMPOUND",
"JPY-TSR-Reference Banks",
"JPY-TSR-Reuters-10:00",
"JPY-TSR-Reuters-15:00",
"JPY-TSR-Telerate-10:00",
"JPY-TSR-Telerate-15:00",
"KRW-Bond-3222",
"KRW-CD-3220",
"KRW-CD-KSDA-Bloomberg",
"KRW-Quarterly Annual Swap Rate-3:30-ICAP",
"MXN-TIIE-Banxico-Bloomberg",
"MXN-TIIE-Banxico-Reference Banks",
"MXN-TIIE-Banxico",
"MYR-KLIBOR-BNM",
"MYR-KLIBOR-Reference Banks",
"MYR-Quarterly Swap Rate-11:00-TRADITION",
"MYR-Quarterly Swap Rate-TRADITION-Reference Banks",
"NOK-NIBOR-NIBR-Reference Banks",
"NOK-NIBOR-NIBR",
"NOK-NIBOR-OIBOR",
"NOK-NIBOR-Reference Banks",
"NZD-BBR-BID",
"NZD-BBR-FRA",
"NZD-BBR-ISDC",
"NZD-BBR-Reference Banks",
"NZD-BBR-Telerate",
"NZD-NZIONA-OIS-COMPOUND",
"NZD-Semi-Annual Swap Rate-11:00-BGCANTOR",
"NZD-Semi-Annual Swap Rate-BGCANTOR-Reference Banks",
"NZD-Swap Rate-ICAP-Reference Banks",
"NZD-Swap Rate-ICAP",
"PHP-PHIREF-BAP",
"PHP-PHIREF-Bloomberg",
"PHP-PHIREF-Reference Banks",
"PHP-Semi-Annual Swap Rate-11:00-BGCANTOR",
"PHP-Semi-Annual Swap Rate-Reference Banks",
"PLN-POLONIA-OIS-COMPOUND",
"PLN-WIBOR-Reference Banks",
"PLN-WIBOR-WIBO",
"PLZ-WIBOR-Reference Banks",
"PLZ-WIBOR-WIBO",
"REPOFUNDS RATE-FRANCE-OIS-COMPOUND",
"REPOFUNDS RATE-GERMANY-OIS-COMPOUND",
"REPOFUNDS RATE-ITALY-OIS-COMPOUND",
"RON-Annual Swap Rate-11:00-BGCANTOR",
"RON-Annual Swap Rate-Reference Banks",
"RON-RBOR-Reuters",
"RUB-Annual Swap Rate-11:00-BGCANTOR",
"RUB-Annual Swap Rate-12:45-TRADITION",
"RUB-Annual Swap Rate-4:15-TRADITION",
"RUB-Annual Swap Rate-Reference Banks",
"RUB-Annual Swap Rate-TRADITION-Reference Banks",
"RUB-MOSPRIME-NFEA",
"RUB-MOSPRIME-Reference Banks",
"RUB-RUONIA-OIS-COMPOUND",
"SAR-SRIOR-Reference Banks",
"SAR-SRIOR-SUAA",
"SEK-Annual Swap Rate-SESWFI",
"SEK-Annual Swap Rate",
"SEK-SIOR-OIS-COMPOUND",
"SEK-STIBOR-Bloomberg",
"SEK-STIBOR-Reference Banks",
"SEK-STIBOR-SIDE",
"SGD-Semi-Annual Currency Basis Swap Rate-11:00-Tullett Prebon",
"SGD-Semi-Annual Currency Basis Swap Rate-16:00-Tullett Prebon",
"SGD-Semi-Annual Swap Rate-11:00-BGCANTOR",
"SGD-Semi-Annual Swap Rate-11:00-Tullett Prebon",
"SGD-Semi-Annual Swap Rate-11.00-TRADITION",
"SGD-Semi-Annual Swap Rate-16:00-Tullett Prebon",
"SGD-Semi-Annual Swap Rate-ICAP-Reference Banks",
"SGD-Semi-Annual Swap Rate-ICAP",
"SGD-Semi-Annual Swap Rate-Reference Banks",
"SGD-Semi-Annual Swap Rate-TRADITION-Reference Banks",
"SGD-SIBOR-Reference Banks",
"SGD-SIBOR-Reuters",
"SGD-SIBOR-Telerate",
"SGD-SONAR-OIS-COMPOUND",
"SGD-SONAR-OIS-VWAP-COMPOUND",
"SGD-SOR-Reference Banks",
"SGD-SOR-Reuters",
"SGD-SOR-Telerate",
"SGD-SOR-VWAP-Reference Banks",
"SGD-SOR-VWAP",
"SKK-BRIBOR-Bloomberg",
"SKK-BRIBOR-BRBO",
"SKK-BRIBOR-NBSK07",
"SKK-BRIBOR-Reference Banks",
"THB-Semi-Annual Swap Rate-11:00-BGCANTOR",
"THB-Semi-Annual Swap Rate-Reference Banks",
"THB-SOR-Reference Banks",
"THB-SOR-Reuters",
"THB-SOR-Telerate",
"THB-THBFIX-Reference Banks",
"THB-THBFIX-Reuters",
"TRY Annual Swap Rate-11:00-TRADITION",
"TRY-Annual Swap Rate-11:15-BGCANTOR",
"TRY-Annual Swap Rate-Reference Banks",
"TRY-Semi-Annual Swap Rate-TRADITION-Reference Banks",
"TRY-TRYIBOR-Reference Banks",
"TRY-TRYIBOR-Reuters",
"TWD-Quarterly-Annual Swap Rate-11:00-BGCANTOR",
"TWD-Quarterly-Annual Swap Rate-Reference Banks",
"TWD-Reference Dealers",
"TWD-Reuters-6165",
"TWD-TAIBIR01",
"TWD-TAIBIR02",
"TWD-TAIBOR-Bloomberg",
"TWD-TAIBOR-Reuters",
"TWD-Telerate-6165",
"TWD-TWCPBA",
"USD-3M LIBOR SWAP-CME vs LCH-ICAP-Bloomberg",
"USD-3M LIBOR SWAP-CME vs LCH-ICAP",
"USD-6M LIBOR SWAP-CME vs LCH-ICAP-Bloomberg",
"USD-6M LIBOR SWAP-CME vs LCH-ICAP",
"USD-Annual Swap Rate-11:00-BGCANTOR",
"USD-Annual Swap Rate-11:00-TRADITION",
"USD-Annual Swap Rate-4:00-TRADITION",
"USD-BA-H.15",
"USD-BA-Reference Dealers",
"USD-BMA Municipal Swap Index",
"USD-CD-H.15",
"USD-CD-Reference Dealers",
"USD-CMS-Reference Banks-ICAP SwapPX",
"USD-CMS-Reference Banks",
"USD-CMS-Reuters",
"USD-CMS-Telerate",
"USD-CMT-T7051",
"USD-CMT-T7052",
"USD-COF11-FHLBSF",
"USD-COF11-Reuters",
"USD-COF11-Telerate",
"USD-CP-H.15",
"USD-CP-Reference Dealers",
"USD-Federal Funds-H.15-Bloomberg",
"USD-Federal Funds-H.15-OIS-COMPOUND",
"USD-Federal Funds-H.15",
"USD-Federal Funds-Reference Dealers",
"USD-FFCB-DISCO",
"USD-ISDA-Swap Rate-3:00",
"USD-ISDA-Swap Rate",
"USD-ISDAFIX3-Swap Rate-3:00",
"USD-ISDAFIX3-Swap Rate",
"USD-LIBOR-BBA-Bloomberg",
"USD-LIBOR-BBA",
"USD-LIBOR-ISDA",
"USD-LIBOR-LIBO",
"USD-LIBOR-Reference Banks",
"USD-Municipal Swap Libor Ratio-11:00-ICAP",
"USD-Municipal Swap Rate-11:00-ICAP",
"USD-OIS-11:00-BGCANTOR",
"USD-OIS-11:00-LON-ICAP",
"USD-OIS-11:00-NY-ICAP",
"USD-OIS-11:00-TRADITION",
"USD-OIS-3:00-BGCANTOR",
"USD-OIS-3:00-NY-ICAP",
"USD-OIS-4:00-TRADITION",
"USD-Overnight Bank Funding Rate",
"USD-Prime-H.15",
"USD-Prime-Reference Banks",
"USD-S&P Index-High Grade",
"USD-SIBOR-Reference Banks",
"USD-SIBOR-SIBO",
"USD-SIFMA Municipal Swap Index",
"USD-SOFR-COMPOUND",
"USD-TBILL-H.15-Bloomberg",
"USD-TBILL-H.15",
"USD-TBILL-Secondary Market",
"USD-TIBOR-ISDC",
"USD-TIBOR-Reference Banks",
"USD-Treasury Rate-ICAP BrokerTec",
"USD-Treasury Rate-SwapMarker100",
"USD-Treasury Rate-SwapMarker99",
"USD-Treasury Rate-T19901",
"USD-Treasury Rate-T500",
"USD-Treasury-19901-3:00-ICAP",
"VND-Semi-Annual Swap Rate-11:00-BGCANTOR",
"VND-Semi-Annual Swap Rate-Reference Banks",
"ZAR-DEPOSIT-Reference Banks",
"ZAR-DEPOSIT-SAFEX",
"ZAR-JIBAR-Reference Banks",
"ZAR-JIBAR-SAFEX",
"ZAR-PRIME-AVERAGE-Reference Banks",
"ZAR-PRIME-AVERAGE",
"ZAR-Quarterly Swap Rate-1:00-TRADITION",
"ZAR-Quarterly Swap Rate-5:30-TRADITION",
"ZAR-Quarterly Swap Rate-TRADITION-Reference Banks"
],
"elaboration": {
"AED-EBOR-Reuters": "AED-EBOR-Reuters",
"AUD-AONIA-OIS-COMPOUND-SwapMarker": "AUD-AONIA-OIS-COMPOUND-SwapMarker",
"AUD-AONIA-OIS-COMPOUND": "AUD-AONIA-OIS-COMPOUND",
"AUD-BBR-AUBBSW": "AUD-BBR-AUBBSW",
"AUD-BBR-BBSW-Bloomberg": "AUD-BBR-BBSW-Bloomberg",
"AUD-BBR-BBSW": "AUD-BBR-BBSW",
"AUD-BBR-BBSY (BID)": "AUD-BBR-BBSY (BID)",
"AUD-BBR-ISDC": "AUD-BBR-ISDC",
"AUD-LIBOR-BBA-Bloomberg": "AUD-LIBOR-BBA-Bloomberg",
"AUD-LIBOR-BBA": "AUD-LIBOR-BBA",
"AUD-LIBOR-Reference Banks": "AUD-LIBOR-Reference Banks",
"AUD-Quarterly Swap Rate-ICAP-Reference Banks": "AUD-Quarterly Swap Rate-ICAP-Reference Banks",
"AUD-Quarterly Swap Rate-ICAP": "AUD-Quarterly Swap Rate-ICAP",
"AUD-Semi-Annual Swap Rate-11:00-BGCANTOR": "AUD-Semi-Annual Swap Rate-11:00-BGCANTOR",
"AUD-Semi-Annual Swap Rate-BGCANTOR-Reference Banks": "AUD-Semi-Annual Swap Rate-BGCANTOR-Reference Banks",
"AUD-Semi-Annual Swap Rate-ICAP-Reference Banks": "AUD-Semi-Annual Swap Rate-ICAP-Reference Banks",
"AUD-Semi-annual Swap Rate-ICAP": "AUD-Semi-annual Swap Rate-ICAP",
"AUD-Swap Rate-Reuters": "AUD-Swap Rate-Reuters",
"BRL-CDI": "BRL-CDI",
"CAD-BA-CDOR-Bloomberg": "CAD-BA-CDOR-Bloomberg",
"CAD-BA-CDOR": "CAD-BA-CDOR",
"CAD-BA-ISDD": "CAD-BA-ISDD",
"CAD-BA-Reference Banks": "CAD-BA-Reference Banks",
"CAD-BA-Reuters": "CAD-BA-Reuters",
"CAD-BA-Telerate": "CAD-BA-Telerate",
"CAD-CORRA-OIS-COMPOUND": "CAD-CORRA-OIS-COMPOUND",
"CAD-ISDA-Swap Rate": "CAD-ISDA-Swap Rate",
"CAD-LIBOR-BBA-Bloomberg": "CAD-LIBOR-BBA-Bloomberg",
"CAD-LIBOR-BBA-SwapMarker": "CAD-LIBOR-BBA-SwapMarker",
"CAD-LIBOR-BBA": "CAD-LIBOR-BBA",
"CAD-LIBOR-Reference Banks": "CAD-LIBOR-Reference Banks",
"CAD-REPO-CORRA": "CAD-REPO-CORRA",
"CAD-TBILL-ISDD": "CAD-TBILL-ISDD",
"CAD-TBILL-Reference Banks": "CAD-TBILL-Reference Banks",
"CAD-TBILL-Reuters": "CAD-TBILL-Reuters",
"CAD-TBILL-Telerate": "CAD-TBILL-Telerate",
"CHF USD-Basis Swaps-11:00-ICAP": "CHF USD-Basis Swaps-11:00-ICAP",
"CHF-3M LIBOR SWAP-CME vs LCH-ICAP-Bloomberg": "CHF-3M LIBOR SWAP-CME vs LCH-ICAP-Bloomberg",
"CHF-3M LIBOR SWAP-CME vs LCH-ICAP": "CHF-3M LIBOR SWAP-CME vs LCH-ICAP",
"CHF-3M LIBOR SWAP-EUREX vs LCH-ICAP-Bloomberg": "CHF-3M LIBOR SWAP-EUREX vs LCH-ICAP-Bloomberg",
"CHF-3M LIBOR SWAP-EUREX vs LCH-ICAP": "CHF-3M LIBOR SWAP-EUREX vs LCH-ICAP",
"CHF-6M LIBOR SWAP-CME vs LCH-ICAP": "CHF-6M LIBOR SWAP-CME vs LCH-ICAP",
"CHF-6M LIBOR SWAP-EUREX vs LCH-ICAP-Bloomberg": "CHF-6M LIBOR SWAP-EUREX vs LCH-ICAP-Bloomberg",
"CHF-6M LIBOR SWAP-EUREX vs LCH-ICAP": "CHF-6M LIBOR SWAP-EUREX vs LCH-ICAP",
"CHF-6M LIBORSWAP-CME vs LCH-ICAP-Bloomberg": "CHF-6M LIBORSWAP-CME vs LCH-ICAP-Bloomberg",
"CHF-Annual Swap Rate-11:00-ICAP": "CHF-Annual Swap Rate-11:00-ICAP",
"CHF-Annual Swap Rate-Reference Banks": "CHF-Annual Swap Rate-Reference Banks",
"CHF-Annual Swap Rate": "CHF-Annual Swap Rate",
"CHF-Basis Swap-3m vs 6m-LIBOR-11:00-ICAP": "CHF-Basis Swap-3m vs 6m-LIBOR-11:00-ICAP",
"CHF-ISDAFIX-Swap Rate": "CHF-ISDAFIX-Swap Rate",
"CHF-LIBOR-BBA-Bloomberg": "CHF-LIBOR-BBA-Bloomberg",
"CHF-LIBOR-BBA": "CHF-LIBOR-BBA",
"CHF-LIBOR-ISDA": "CHF-LIBOR-ISDA",
"CHF-LIBOR-Reference Banks": "CHF-LIBOR-Reference Banks",
"CHF-OIS-11:00-ICAP": "CHF-OIS-11:00-ICAP",
"CHF-SARON-OIS-COMPOUND": "CHF-SARON-OIS-COMPOUND",
"CHF-TOIS-OIS-COMPOUND": "CHF-TOIS-OIS-COMPOUND",
"CL-CLICP-Bloomberg": "CL-CLICP-Bloomberg",
"CLP-TNA": "CLP-TNA",
"CNH-HIBOR-Reference Banks": "CNH-HIBOR-Reference Banks",
"CNH-HIBOR-TMA": "CNH-HIBOR-TMA",
"CNY 7-Repo Compounding Date": "CNY 7-Repo Compounding Date",
"CNY-CNREPOFIX=CFXS-Reuters": "CNY-CNREPOFIX=CFXS-Reuters",
"CNY-PBOCB-Reuters": "CNY-PBOCB-Reuters",
"CNY-Quarterly 7 day Repo Non Deliverable Swap Rate-TRADITION-Reference Banks": "CNY-Quarterly 7 day Repo Non Deliverable Swap Rate-TRADITION-Reference Banks",
"CNY-Quarterly 7 day Repo Non Deliverable Swap Rate-TRADITION": "CNY-Quarterly 7 day Repo Non Deliverable Swap Rate-TRADITION",
"CNY-Semi-Annual Swap Rate-11:00-BGCANTOR": "CNY-Semi-Annual Swap Rate-11:00-BGCANTOR",
"CNY-Semi-Annual Swap Rate-Reference Banks": "CNY-Semi-Annual Swap Rate-Reference Banks",
"CNY-Shibor-OIS-Compounding": "CNY-Shibor-OIS-Compounding",
"CNY-SHIBOR-Reuters": "CNY-SHIBOR-Reuters",
"COP-IBR-OIS-COMPOUND": "COP-IBR-OIS-COMPOUND",
"CZK-Annual Swap Rate-11:00-BGCANTOR": "CZK-Annual Swap Rate-11:00-BGCANTOR",
"CZK-Annual Swap Rate-Reference Banks": "CZK-Annual Swap Rate-Reference Banks",
"CZK-PRIBOR-PRBO": "CZK-PRIBOR-PRBO",
"CZK-PRIBOR-Reference Banks": "CZK-PRIBOR-Reference Banks",
"DKK-CIBOR-DKNA13-Bloomberg": "DKK-CIBOR-DKNA13-Bloomberg",
"DKK-CIBOR-DKNA13": "DKK-CIBOR-DKNA13",
"DKK-CIBOR-Reference Banks": "DKK-CIBOR-Reference Banks",
"DKK-CIBOR2-Bloomberg": "DKK-CIBOR2-Bloomberg",
"DKK-CIBOR2-DKNA13": "DKK-CIBOR2-DKNA13",
"DKK-CITA-DKNA14-COMPOUND": "DKK-CITA-DKNA14-COMPOUND",
"DKK-DKKOIS-OIS-COMPOUND": "DKK-DKKOIS-OIS-COMPOUND",
"EUR Basis Swap-EONIA vs 3m EUR+IBOR Swap Rates-A/360-10:00-ICAP": "EUR Basis Swap-EONIA vs 3m EUR+IBOR Swap Rates-A/360-10:00-ICAP",
"EUR EURIBOR-Annual Bond Swap vs 1m-11:00-ICAP": "EUR EURIBOR-Annual Bond Swap vs 1m-11:00-ICAP",
"EUR EURIBOR-Basis Swap-1m vs 3m-Euribor-11:00-ICAP": "EUR EURIBOR-Basis Swap-1m vs 3m-Euribor-11:00-ICAP",
"EUR EURIBOR-Basis Swap-3m vs 6m-11:00-ICAP": "EUR EURIBOR-Basis Swap-3m vs 6m-11:00-ICAP",
"EUR USD-Basis Swaps-11:00-ICAP": "EUR USD-Basis Swaps-11:00-ICAP",
"EUR-3M EURIBOR SWAP-CME vs LCH-ICAP-Bloomberg": "EUR-3M EURIBOR SWAP-CME vs LCH-ICAP-Bloomberg",
"EUR-3M EURIBOR SWAP-CME vs LCH-ICAP": "EUR-3M EURIBOR SWAP-CME vs LCH-ICAP",
"EUR-3M EURIBOR SWAP-EUREX vs LCH-ICAP-Bloomberg": "EUR-3M EURIBOR SWAP-EUREX vs LCH-ICAP-Bloomberg",
"EUR-3M EURIBOR SWAP-EUREX vs LCH-ICAP": "EUR-3M EURIBOR SWAP-EUREX vs LCH-ICAP",
"EUR-6M EURIBOR SWAP-CME vs LCH-ICAP-Bloomberg": "EUR-6M EURIBOR SWAP-CME vs LCH-ICAP-Bloomberg",
"EUR-6M EURIBOR SWAP-CME vs LCH-ICAP": "EUR-6M EURIBOR SWAP-CME vs LCH-ICAP",
"EUR-6M EURIBOR SWAP-EUREX vs LCH-ICAP-Bloomberg": "EUR-6M EURIBOR SWAP-EUREX vs LCH-ICAP-Bloomberg",
"EUR-6M EURIBOR SWAP-EUREX vs LCH-ICAP": "EUR-6M EURIBOR SWAP-EUREX vs LCH-ICAP",
"EUR-Annual Swap Rate-10:00-BGCANTOR": "EUR-Annual Swap Rate-10:00-BGCANTOR",
"EUR-Annual Swap Rate-10:00-Bloomberg": "EUR-Annual Swap Rate-10:00-Bloomberg",
"EUR-Annual Swap Rate-10:00-ICAP": "EUR-Annual Swap Rate-10:00-ICAP",
"EUR-Annual Swap Rate-10:00-SwapMarker": "EUR-Annual Swap Rate-10:00-SwapMarker",
"EUR-Annual Swap Rate-10:00-TRADITION": "EUR-Annual Swap Rate-10:00-TRADITION",
"EUR-Annual Swap Rate-10:00": "EUR-Annual Swap Rate-10:00",
"EUR-Annual Swap Rate-11:00-Bloomberg": "EUR-Annual Swap Rate-11:00-Bloomberg",
"EUR-Annual Swap Rate-11:00-ICAP": "EUR-Annual Swap Rate-11:00-ICAP",
"EUR-Annual Swap Rate-11:00-SwapMarker": "EUR-Annual Swap Rate-11:00-SwapMarker",
"EUR-Annual Swap Rate-11:00": "EUR-Annual Swap Rate-11:00",
"EUR-Annual Swap Rate-3 Month-SwapMarker": "EUR-Annual Swap Rate-3 Month-SwapMarker",
"EUR-Annual Swap Rate-3 Month": "EUR-Annual Swap Rate-3 Month",
"EUR-Annual Swap Rate-4:15-TRADITION": "EUR-Annual Swap Rate-4:15-TRADITION",
"EUR-Annual Swap Rate-Reference Banks": "EUR-Annual Swap Rate-Reference Banks",
"EUR-EONIA-AVERAGE": "EUR-EONIA-AVERAGE",
"EUR-EONIA-OIS-10:00-BGCANTOR": "EUR-EONIA-OIS-10:00-BGCANTOR",
"EUR-EONIA-OIS-10:00-ICAP": "EUR-EONIA-OIS-10:00-ICAP",
"EUR-EONIA-OIS-10:00-TRADITION": "EUR-EONIA-OIS-10:00-TRADITION",
"EUR-EONIA-OIS-11:00-ICAP": "EUR-EONIA-OIS-11:00-ICAP",
"EUR-EONIA-OIS-4:15-TRADITION": "EUR-EONIA-OIS-4:15-TRADITION",
"EUR-EONIA-OIS-COMPOUND-Bloomberg": "EUR-EONIA-OIS-COMPOUND-Bloomberg",
"EUR-EONIA-OIS-COMPOUND": "EUR-EONIA-OIS-COMPOUND",
"EUR-EONIA-Swap-Index": "EUR-EONIA-Swap-Index",
"EUR-EURIBOR-Act/365-Bloomberg": "EUR-EURIBOR-Act/365-Bloomberg",
"EUR-EURIBOR-Act/365": "EUR-EURIBOR-Act/365",
"EUR-EURIBOR-Reference Banks": "EUR-EURIBOR-Reference Banks",
"EUR-EURIBOR-Reuters": "EUR-EURIBOR-Reuters",
"EUR-EURIBOR-Telerate": "EUR-EURIBOR-Telerate",
"EUR-EURONIA-OIS-COMPOUND": "EUR-EURONIA-OIS-COMPOUND",
"EUR-ISDA-EURIBOR Swap Rate-11:00": "EUR-ISDA-EURIBOR Swap Rate-11:00",
"EUR-ISDA-EURIBOR Swap Rate-12:00": "EUR-ISDA-EURIBOR Swap Rate-12:00",
"EUR-ISDA-LIBOR Swap Rate-10:00": "EUR-ISDA-LIBOR Swap Rate-10:00",
"EUR-ISDA-LIBOR Swap Rate-11:00": "EUR-ISDA-LIBOR Swap Rate-11:00",
"EUR-LIBOR-BBA-Bloomberg": "EUR-LIBOR-BBA-Bloomberg",
"EUR-LIBOR-BBA": "EUR-LIBOR-BBA",
"EUR-LIBOR-Reference Banks": "EUR-LIBOR-Reference Banks",
"EUR-TAM-CDC": "EUR-TAM-CDC",