Skip to content
Permalink
Branch: master
Find file Copy path
Fetching contributors…
Cannot retrieve contributors at this time
2281 lines (2280 sloc) 112 KB
{
"$schema": "http://json-schema.org/draft-04/schema#",
"title": "Request.Rates.Swap.Basis.InstRefDataReporting",
"LastModifyDateTime": "2018-07-23T12:56:35",
"description": "Request template for Rates Swap 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": [
"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",
"EUR-TEC10-CNO-SwapMarker": "EUR-TEC10-CNO-SwapMarker",
"EUR-TEC10-CNO": "EUR-TEC10-CNO",
"EUR-TEC10-Reference Banks": "EUR-TEC10-Reference Banks",
"EUR-TEC5-CNO-SwapMarker": "EUR-TEC5-CNO-SwapMarker",
"EUR-TEC5-CNO": "EUR-TEC5-CNO",
"EUR-TEC5-Reference Banks": "EUR-TEC5-Reference Banks",
"EUR-TMM-CDC-COMPOUND": "EUR-TMM-CDC-COMPOUND",
"GBP USD-Basis Swaps-11:00-ICAP": "GBP USD-Basis Swaps-11:00-ICAP",
"GBP-6M LIBOR SWAP-CME vs LCH-ICAP-Bloomberg": "GBP-6M LIBOR SWAP-CME vs LCH-ICAP-Bloomberg",
"GBP-6M LIBOR SWAP-CME vs LCH-ICAP": "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-Bloomberg",
"GBP-6M LIBOR SWAP-EUREX vs LCH-ICAP": "GBP-6M LIBOR SWAP-EUREX vs LCH-ICAP",
"GBP-ISDA-Swap Rate": "GBP-ISDA-Swap Rate",
"GBP-LIBOR-BBA-Bloomberg": "GBP-LIBOR-BBA-Bloomberg",
"GBP-LIBOR-BBA": "GBP-LIBOR-BBA",
"GBP-LIBOR-ISDA": "GBP-LIBOR-ISDA",
"GBP-LIBOR-Reference Banks": "GBP-LIBOR-Reference Banks",
"GBP-Semi Annual Swap Rate-11:00-TRADITION": "GBP-Semi Annual Swap Rate-11:00-TRADITION",
"GBP-Semi Annual Swap Rate-4:15-TRADITION": "GBP-Semi Annual Swap Rate-4:15-TRADITION",
"GBP-Semi-Annual Swap Rate-11:00-ICAP": "GBP-Semi-Annual Swap Rate-11:00-ICAP",
"GBP-Semi-Annual Swap Rate-Reference Banks": "GBP-Semi-Annual Swap Rate-Reference Banks",
"GBP-Semi-Annual Swap Rate-SwapMarker26": "GBP-Semi-Annual Swap Rate-SwapMarker26",
"GBP-Semi-Annual Swap Rate": "GBP-Semi-Annual Swap Rate",
"GBP-SONIA-OIS-11:00-ICAP": "GBP-SONIA-OIS-11:00-ICAP",
"GBP-SONIA-OIS-11:00-TRADITION": "GBP-SONIA-OIS-11:00-TRADITION",
"GBP-SONIA-OIS-4:15-TRADITION": "GBP-SONIA-OIS-4:15-TRADITION",
"GBP-WMBA-RONIA-COMPOUND": "GBP-WMBA-RONIA-COMPOUND",
"GBP-WMBA-SONIA-COMPOUND": "GBP-WMBA-SONIA-COMPOUND",
"GBP-SONIA-COMPOUND": "GBP-SONIA-COMPOUND",
"GRD-ATHIBOR-ATHIBOR": "GRD-ATHIBOR-ATHIBOR",
"GRD-ATHIBOR-Reference Banks": "GRD-ATHIBOR-Reference Banks",
"GRD-ATHIBOR-Telerate": "GRD-ATHIBOR-Telerate",
"GRD-ATHIMID-Reference Banks": "GRD-ATHIMID-Reference Banks",
"GRD-ATHIMID-Reuters": "GRD-ATHIMID-Reuters",
"HKD-HIBOR-HIBOR-Bloomberg": "HKD-HIBOR-HIBOR-Bloomberg",
"HKD-HIBOR-HIBOR=": "HKD-HIBOR-HIBOR=",
"HKD-HIBOR-HKAB-Bloomberg": "HKD-HIBOR-HKAB-Bloomberg",
"HKD-HIBOR-HKAB": "HKD-HIBOR-HKAB",
"HKD-HIBOR-ISDC": "HKD-HIBOR-ISDC",
"HKD-HIBOR-Reference Banks": "HKD-HIBOR-Reference Banks",
"HKD-HONIX-OIS-COMPOUND": "HKD-HONIX-OIS-COMPOUND",
"HKD-ISDA-Swap Rate-11:00": "HKD-ISDA-Swap Rate-11:00",
"HKD-ISDA-Swap Rate-4:00": "HKD-ISDA-Swap Rate-4:00",
"HKD-Quarterly-Annual Swap Rate-11:00-BGCANTOR": "HKD-Quarterly-Annual Swap Rate-11:00-BGCANTOR",
"HKD-Quarterly-Annual Swap Rate-11:00-TRADITION": "HKD-Quarterly-Annual Swap Rate-11:00-TRADITION",
"HKD-Quarterly-Annual Swap Rate-4:00-BGCANTOR": "HKD-Quarterly-Annual Swap Rate-4:00-BGCANTOR",
"HKD-Quarterly-Annual Swap Rate-Reference Banks": "HKD-Quarterly-Annual Swap Rate-Reference Banks",
"HKD-Quarterly-Quarterly Swap Rate-11:00-ICAP": "HKD-Quarterly-Quarterly Swap Rate-11:00-ICAP",
"HKD-Quarterly-Quarterly Swap Rate-4:00-ICAP": "HKD-Quarterly-Quarterly Swap Rate-4:00-ICAP",
"HKD-Quarterly-Quarterly Swap Rate-Reference Banks": "HKD-Quarterly-Quarterly Swap Rate-Reference Banks",
"HUF-BUBOR-Reference Banks": "HUF-BUBOR-Reference Banks",
"HUF-BUBOR-Reuters": "HUF-BUBOR-Reuters",
"IDR-IDMA-Bloomberg": "IDR-IDMA-Bloomberg",
"IDR-IDRFIX": "IDR-IDRFIX",
"IDR-JIBOR-Reuters": "IDR-JIBOR-Reuters",
"IDR-SBI-Reuters": "IDR-SBI-Reuters",
"IDR-Semi-Annual Swap Rate-11:00-BGCANTOR": "IDR-Semi-Annual Swap Rate-11:00-BGCANTOR",
"IDR-Semi-Annual Swap Rate-Reference Banks": "IDR-Semi-Annual Swap Rate-Reference Banks",
"IDR-SOR-Reference Banks": "IDR-SOR-Reference Banks",
"IDR-SOR-Reuters": "IDR-SOR-Reuters",
"IDR-SOR-Telerate": "IDR-SOR-Telerate",
"ILS-TELBOR-Reference Banks": "ILS-TELBOR-Reference Banks",
"ILS-TELBOR01-Reuters": "ILS-TELBOR01-Reuters",
"INR-BMK": "INR-BMK",
"INR-CMT": "INR-CMT",
"INR-FBIL-MIBOR-OIS-COMPOUND": "INR-FBIL-MIBOR-OIS-COMPOUND",
"INR-INBMK-REUTERS": "INR-INBMK-REUTERS",
"INR-MIBOR-OIS-COMPOUND": "INR-MIBOR-OIS-COMPOUND",
"INR-MIFOR": "INR-MIFOR",
"INR-MIOIS": "INR-MIOIS",
"INR-MITOR-OIS-COMPOUND": "INR-MITOR-OIS-COMPOUND",
"INR-Reference Banks": "INR-Reference Banks",
"INR-Semi Annual Swap Rate-Non-deliverable-16:00-Tullett Prebon": "INR-Semi Annual Swap Rate-Non-deliverable-16:00-Tullett Prebon",
"INR-Semi-Annual Swap Rate-11:30-BGCANTOR": "INR-Semi-Annual Swap Rate-11:30-BGCANTOR",
"INR-Semi-Annual Swap Rate-Reference Banks": "INR-Semi-Annual Swap Rate-Reference Banks",
"ISK-REIBOR-Reference Banks": "ISK-REIBOR-Reference Banks",
"ISK-REIBOR-Reuters": "ISK-REIBOR-Reuters",
"JPY USD-Basis Swaps-11:00-ICAP": "JPY USD-Basis Swaps-11:00-ICAP",
"JPY-Annual Swap Rate-11:00-TRADITION": "JPY-Annual Swap Rate-11:00-TRADITION",
"JPY-Annual Swap Rate-3:00-TRADITION": "JPY-Annual Swap Rate-3:00-TRADITION",
"JPY-BBSF-Bloomberg-10:00": "JPY-BBSF-Bloomberg-10:00",
"JPY-BBSF-Bloomberg-15:00": "JPY-BBSF-Bloomberg-15:00",
"JPY-ISDA-Swap Rate-10:00": "JPY-ISDA-Swap Rate-10:00",
"JPY-ISDA-Swap Rate-15:00": "JPY-ISDA-Swap Rate-15:00",
"JPY-LIBOR-BBA-Bloomberg": "JPY-LIBOR-BBA-Bloomberg",
"JPY-LIBOR-BBA": "JPY-LIBOR-BBA",
"JPY-LIBOR-FRASETT": "JPY-LIBOR-FRASETT",
"JPY-LIBOR-ISDA": "JPY-LIBOR-ISDA",
"JPY-LIBOR-Reference Banks": "JPY-LIBOR-Reference Banks",
"JPY-LTPR-MHCB": "JPY-LTPR-MHCB",
"JPY-LTPR-TBC": "JPY-LTPR-TBC",
"JPY-MUTANCALL-TONAR": "JPY-MUTANCALL-TONAR",
"JPY-OIS-11:00-ICAP": "JPY-OIS-11:00-ICAP",
"JPY-OIS-11:00-TRADITION": "JPY-OIS-11:00-TRADITION",
"JPY-OIS-3:00-TRADITION": "JPY-OIS-3:00-TRADITION",
"JPY-Quoting Banks-LIBOR": "JPY-Quoting Banks-LIBOR",
"JPY-STPR-Quoting Banks": "JPY-STPR-Quoting Banks",
"JPY-TIBOR-17096": "JPY-TIBOR-17096",
"JPY-TIBOR-17097": "JPY-TIBOR-17097",
"JPY-TIBOR-DTIBOR01": "JPY-TIBOR-DTIBOR01",
"JPY-TIBOR-TIBM (10 Banks)": "JPY-TIBOR-TIBM (10 Banks)",
"JPY-TIBOR-TIBM (5 Banks)": "JPY-TIBOR-TIBM (5 Banks)",
"JPY-TIBOR-TIBM (All Banks)-Bloomberg": "JPY-TIBOR-TIBM (All Banks)-Bloomberg",
"JPY-TIBOR-TIBM (All Banks)": "JPY-TIBOR-TIBM (All Banks)",
"JPY-TIBOR-TIBM-Reference Banks": "JPY-TIBOR-TIBM-Reference Banks",
"JPY-TIBOR-TIBM": "JPY-TIBOR-TIBM",
"JPY-TIBOR-ZTIBOR": "JPY-TIBOR-ZTIBOR",
"JPY-TONA-OIS-COMPOUND": "JPY-TONA-OIS-COMPOUND",
"JPY-TSR-Reference Banks": "JPY-TSR-Reference Banks",
"JPY-TSR-Reuters-10:00": "JPY-TSR-Reuters-10:00",
"JPY-TSR-Reuters-15:00": "JPY-TSR-Reuters-15:00",
"JPY-TSR-Telerate-10:00": "JPY-TSR-Telerate-10:00",
"JPY-TSR-Telerate-15:00": "JPY-TSR-Telerate-15:00",
"KRW-Bond-3222": "KRW-Bond-3222",
"KRW-CD-3220": "KRW-CD-3220",
"KRW-CD-KSDA-Bloomberg": "KRW-CD-KSDA-Bloomberg",
"KRW-Quarterly Annual Swap Rate-3:30-ICAP": "KRW-Quarterly Annual Swap Rate-3:30-ICAP",
"MXN-TIIE-Banxico-Bloomberg": "MXN-TIIE-Banxico-Bloomberg",
"MXN-TIIE-Banxico-Reference Banks": "MXN-TIIE-Banxico-Reference Banks",
"MXN-TIIE-Banxico": "MXN-TIIE-Banxico",
"MYR-KLIBOR-BNM": "MYR-KLIBOR-BNM",
"MYR-KLIBOR-Reference Banks": "MYR-KLIBOR-Reference Banks",
"MYR-Quarterly Swap Rate-11:00-TRADITION": "MYR-Quarterly Swap Rate-11:00-TRADITION",
"MYR-Quarterly Swap Rate-TRADITION-Reference Banks": "MYR-Quarterly Swap Rate-TRADITION-Reference Banks",
"NOK-NIBOR-NIBR-Reference Banks": "NOK-NIBOR-NIBR-Reference Banks",
"NOK-NIBOR-NIBR": "NOK-NIBOR-NIBR",
"NOK-NIBOR-OIBOR": "NOK-NIBOR-OIBOR",
"NOK-NIBOR-Reference Banks": "NOK-NIBOR-Reference Banks",
"NZD-BBR-BID": "NZD-BBR-BID",
"NZD-BBR-FRA": "NZD-BBR-FRA",
"NZD-BBR-ISDC": "NZD-BBR-ISDC",
"NZD-BBR-Reference Banks": "NZD-BBR-Reference Banks",
"NZD-BBR-Telerate": "NZD-BBR-Telerate",
"NZD-NZIONA-OIS-COMPOUND": "NZD-NZIONA-OIS-COMPOUND",
"NZD-Semi-Annual Swap Rate-11:00-BGCANTOR": "NZD-Semi-Annual Swap Rate-11:00-BGCANTOR",
"NZD-Semi-Annual Swap Rate-BGCANTOR-Reference Banks": "NZD-Semi-Annual Swap Rate-BGCANTOR-Reference Banks",
"NZD-Swap Rate-ICAP-Reference Banks": "NZD-Swap Rate-ICAP-Reference Banks",
"NZD-Swap Rate-ICAP": "NZD-Swap Rate-ICAP",
"PHP-PHIREF-BAP": "PHP-PHIREF-BAP",
"PHP-PHIREF-Bloomberg": "PHP-PHIREF-Bloomberg",
"PHP-PHIREF-Reference Banks": "PHP-PHIREF-Reference Banks",
"PHP-Semi-Annual Swap Rate-11:00-BGCANTOR": "PHP-Semi-Annual Swap Rate-11:00-BGCANTOR",
"PHP-Semi-Annual Swap Rate-Reference Banks": "PHP-Semi-Annual Swap Rate-Reference Banks",
"PLN-POLONIA-OIS-COMPOUND": "PLN-POLONIA-OIS-COMPOUND",
"PLN-WIBOR-Reference Banks": "PLN-WIBOR-Reference Banks",
"PLN-WIBOR-WIBO": "PLN-WIBOR-WIBO",
"PLZ-WIBOR-Reference Banks": "PLZ-WIBOR-Reference Banks",
"PLZ-WIBOR-WIBO": "PLZ-WIBOR-WIBO",
"REPOFUNDS RATE-FRANCE-OIS-COMPOUND": "REPOFUNDS RATE-FRANCE-OIS-COMPOUND",
"REPOFUNDS RATE-GERMANY-OIS-COMPOUND": "REPOFUNDS RATE-GERMANY-OIS-COMPOUND",
"REPOFUNDS RATE-ITALY-OIS-COMPOUND": "REPOFUNDS RATE-ITALY-OIS-COMPOUND",
"RON-Annual Swap Rate-11:00-BGCANTOR": "RON-Annual Swap Rate-11:00-BGCANTOR",
"RON-Annual Swap Rate-Reference Banks": "RON-Annual Swap Rate-Reference Banks",
"RON-RBOR-Reuters": "RON-RBOR-Reuters",
"RUB-Annual Swap Rate-11:00-BGCANTOR": "RUB-Annual Swap Rate-11:00-BGCANTOR",
"RUB-Annual Swap Rate-12:45-TRADITION": "RUB-Annual Swap Rate-12:45-TRADITION",
"RUB-Annual Swap Rate-4:15-TRADITION": "RUB-Annual Swap Rate-4:15-TRADITION",
"RUB-Annual Swap Rate-Reference Banks": "RUB-Annual Swap Rate-Reference Banks",
"RUB-Annual Swap Rate-TRADITION-Reference Banks": "RUB-Annual Swap Rate-TRADITION-Reference Banks",
"RUB-MOSPRIME-NFEA": "RUB-MOSPRIME-NFEA",
"RUB-MOSPRIME-Reference Banks": "RUB-MOSPRIME-Reference Banks",
"RUB-RUONIA-OIS-COMPOUND": "RUB-RUONIA-OIS-COMPOUND",
"SAR-SRIOR-Reference Banks": "SAR-SRIOR-Reference Banks",
"SAR-SRIOR-SUAA": "SAR-SRIOR-SUAA",
"SEK-Annual Swap Rate-SESWFI": "SEK-Annual Swap Rate-SESWFI",
"SEK-Annual Swap Rate": "SEK-Annual Swap Rate",
"SEK-SIOR-OIS-COMPOUND": "SEK-SIOR-OIS-COMPOUND",
"SEK-STIBOR-Bloomberg": "SEK-STIBOR-Bloomberg",
"SEK-STIBOR-Reference Banks": "SEK-STIBOR-Reference Banks",
"SEK-STIBOR-SIDE": "SEK-STIBOR-SIDE",
"SGD-Semi-Annual Currency Basis Swap Rate-11:00-Tullett Prebon": "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 Currency Basis Swap Rate-16:00-Tullett Prebon",
"SGD-Semi-Annual Swap Rate-11:00-BGCANTOR": "SGD-Semi-Annual Swap Rate-11:00-BGCANTOR",
"SGD-Semi-Annual Swap Rate-11:00-Tullett Prebon": "SGD-Semi-Annual Swap Rate-11:00-Tullett Prebon",
"SGD-Semi-Annual Swap Rate-11.00-TRADITION": "SGD-Semi-Annual Swap Rate-11.00-TRADITION",
"SGD-Semi-Annual Swap Rate-16:00-Tullett Prebon": "SGD-Semi-Annual Swap Rate-16:00-Tullett Prebon",
"SGD-Semi-Annual Swap Rate-ICAP-Reference Banks": "SGD-Semi-Annual Swap Rate-ICAP-Reference Banks",
"SGD-Semi-Annual Swap Rate-ICAP": "SGD-Semi-Annual Swap Rate-ICAP",
"SGD-Semi-Annual Swap Rate-Reference Banks": "SGD-Semi-Annual Swap Rate-Reference Banks",
"SGD-Semi-Annual Swap Rate-TRADITION-Reference Banks": "SGD-Semi-Annual Swap Rate-TRADITION-Reference Banks",
"SGD-SIBOR-Reference Banks": "SGD-SIBOR-Reference Banks",
"SGD-SIBOR-Reuters": "SGD-SIBOR-Reuters",
"SGD-SIBOR-Telerate": "SGD-SIBOR-Telerate",
"SGD-SONAR-OIS-COMPOUND": "SGD-SONAR-OIS-COMPOUND",
"SGD-SONAR-OIS-VWAP-COMPOUND": "SGD-SONAR-OIS-VWAP-COMPOUND",
"SGD-SOR-Reference Banks": "SGD-SOR-Reference Banks",
"SGD-SOR-Reuters": "SGD-SOR-Reuters",
"SGD-SOR-Telerate": "SGD-SOR-Telerate",
"SGD-SOR-VWAP-Reference Banks": "SGD-SOR-VWAP-Reference Banks",
"SGD-SOR-VWAP": "SGD-SOR-VWAP",
"SKK-BRIBOR-Bloomberg": "SKK-BRIBOR-Bloomberg",
"SKK-BRIBOR-BRBO": "SKK-BRIBOR-BRBO",
"SKK-BRIBOR-NBSK07": "SKK-BRIBOR-NBSK07",
"SKK-BRIBOR-Reference Banks": "SKK-BRIBOR-Reference Banks",
"THB-Semi-Annual Swap Rate-11:00-BGCANTOR": "THB-Semi-Annual Swap Rate-11:00-BGCANTOR",
"THB-Semi-Annual Swap Rate-Reference Banks": "THB-Semi-Annual Swap Rate-Reference Banks",
"THB-SOR-Reference Banks": "THB-SOR-Reference Banks",
"THB-SOR-Reuters": "THB-SOR-Reuters",
"THB-SOR-Telerate": "THB-SOR-Telerate",
"THB-THBFIX-Reference Banks": "THB-THBFIX-Reference Banks",
"THB-THBFIX-Reuters": "THB-THBFIX-Reuters",
"TRY Annual Swap Rate-11:00-TRADITION": "TRY Annual Swap Rate-11:00-TRADITION",
"TRY-Annual Swap Rate-11:15-BGCANTOR": "TRY-Annual Swap Rate-11:15-BGCANTOR",
"TRY-Annual Swap Rate-Reference Banks": "TRY-Annual Swap Rate-Reference Banks",
"TRY-Semi-Annual Swap Rate-TRADITION-Reference Banks": "TRY-Semi-Annual Swap Rate-TRADITION-Reference Banks",
"TRY-TRYIBOR-Reference Banks": "TRY-TRYIBOR-Reference Banks",
"TRY-TRYIBOR-Reuters": "TRY-TRYIBOR-Reuters",
"TWD-Quarterly-Annual Swap Rate-11:00-BGCANTOR": "TWD-Quarterly-Annual Swap Rate-11:00-BGCANTOR",
"TWD-Quarterly-Annual Swap Rate-Reference Banks": "TWD-Quarterly-Annual Swap Rate-Reference Banks",
"TWD-Reference Dealers": "TWD-Reference Dealers",
"TWD-Reuters-6165": "TWD-Reuters-6165",
"TWD-TAIBIR01": "TWD-TAIBIR01",
"TWD-TAIBIR02": "TWD-TAIBIR02",
"TWD-TAIBOR-Bloomberg": "TWD-TAIBOR-Bloomberg",
"TWD-TAIBOR-Reuters": "TWD-TAIBOR-Reuters",
"TWD-Telerate-6165": "TWD-Telerate-6165",
"TWD-TWCPBA": "TWD-TWCPBA",
"USD-3M LIBOR SWAP-CME vs LCH-ICAP-Bloomberg": "USD-3M LIBOR SWAP-CME vs LCH-ICAP-Bloomberg",
"USD-3M LIBOR SWAP-CME vs LCH-ICAP": "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-Bloomberg",
"USD-6M LIBOR SWAP-CME vs LCH-ICAP": "USD-6M LIBOR SWAP-CME vs LCH-ICAP",
"USD-Annual Swap Rate-11:00-BGCANTOR": "USD-Annual Swap Rate-11:00-BGCANTOR",
"USD-Annual Swap Rate-11:00-TRADITION": "USD-Annual Swap Rate-11:00-TRADITION",
"USD-Annual Swap Rate-4:00-TRADITION": "USD-Annual Swap Rate-4:00-TRADITION",
"USD-BA-H.15": "USD-BA-H.15",
"USD-BA-Reference Dealers": "USD-BA-Reference Dealers",
"USD-BMA Municipal Swap Index": "USD-BMA Municipal Swap Index",
"USD-CD-H.15": "USD-CD-H.15",
"USD-CD-Reference Dealers": "USD-CD-Reference Dealers",
"USD-CMS-Reference Banks-ICAP SwapPX": "USD-CMS-Reference Banks-ICAP SwapPX",
"USD-CMS-Reference Banks": "USD-CMS-Reference Banks",
"USD-CMS-Reuters": "USD-CMS-Reuters",
"USD-CMS-Telerate": "USD-CMS-Telerate",
"USD-CMT-T7051": "USD-CMT-T7051",
"USD-CMT-T7052": "USD-CMT-T7052",
"USD-COF11-FHLBSF": "USD-COF11-FHLBSF",
"USD-COF11-Reuters": "USD-COF11-Reuters",
"USD-COF11-Telerate": "USD-COF11-Telerate",
"USD-CP-H.15": "USD-CP-H.15",
"USD-CP-Reference Dealers": "USD-CP-Reference Dealers",
"USD-Federal Funds-H.15-Bloomberg": "USD-Federal Funds-H.15-Bloomberg",
"USD-Federal Funds-H.15-OIS-COMPOUND": "USD-Federal Funds-H.15-OIS-COMPOUND",
"USD-Federal Funds-H.15": "USD-Federal Funds-H.15",
"USD-Federal Funds-Reference Dealers": "USD-Federal Funds-Reference Dealers",
"USD-FFCB-DISCO": "USD-FFCB-DISCO",
"USD-ISDA-Swap Rate-3:00": "USD-ISDA-Swap Rate-3:00",
"USD-ISDA-Swap Rate": "USD-ISDA-Swap Rate",
"USD-ISDAFIX3-Swap Rate-3:00": "USD-ISDAFIX3-Swap Rate-3:00",
"USD-ISDAFIX3-Swap Rate": "USD-ISDAFIX3-Swap Rate",
"USD-LIBOR-BBA-Bloomberg": "USD-LIBOR-BBA-Bloomberg",
"USD-LIBOR-BBA": "USD-LIBOR-BBA",
"USD-LIBOR-ISDA": "USD-LIBOR-ISDA",
"USD-LIBOR-LIBO": "USD-LIBOR-LIBO",
"USD-LIBOR-Reference Banks": "USD-LIBOR-Reference Banks",
"USD-Municipal Swap Libor Ratio-11:00-ICAP": "USD-Municipal Swap Libor Ratio-11:00-ICAP",
"USD-Municipal Swap Rate-11:00-ICAP": "USD-Municipal Swap Rate-11:00-ICAP",
"USD-OIS-11:00-BGCANTOR": "USD-OIS-11:00-BGCANTOR",
"USD-OIS-11:00-LON-ICAP": "USD-OIS-11:00-LON-ICAP",
"USD-OIS-11:00-NY-ICAP": "USD-OIS-11:00-NY-ICAP",
"USD-OIS-11:00-TRADITION": "USD-OIS-11:00-TRADITION",
"USD-OIS-3:00-BGCANTOR": "USD-OIS-3:00-BGCANTOR",
"USD-OIS-3:00-NY-ICAP": "USD-OIS-3:00-NY-ICAP",
"USD-OIS-4:00-TRADITION": "USD-OIS-4:00-TRADITION",
"USD-Overnight Bank Funding Rate": "USD-Overnight Bank Funding Rate",
"USD-Prime-H.15": "USD-Prime-H.15",
"USD-Prime-Reference Banks": "USD-Prime-Reference Banks",
"USD-S&P Index-High Grade": "USD-S&P Index-High Grade",
"USD-SIBOR-Reference Banks": "USD-SIBOR-Reference Banks",
"USD-SIBOR-SIBO": "USD-SIBOR-SIBO",
"USD-SIFMA Municipal Swap Index": "USD-SIFMA Municipal Swap Index",
"USD-SOFR-COMPOUND": "USD-SOFR-COMPOUND",
"USD-TBILL-H.15-Bloomberg": "USD-TBILL-H.15-Bloomberg",
"USD-TBILL-H.15": "USD-TBILL-H.15",
"USD-TBILL-Secondary Market": "USD-TBILL-Secondary Market",
"USD-TIBOR-ISDC": "USD-TIBOR-ISDC",
"USD-TIBOR-Reference Banks": "USD-TIBOR-Reference Banks",
"USD-Treasury Rate-ICAP BrokerTec": "USD-Treasury Rate-ICAP BrokerTec",
"USD-Treasury Rate-SwapMarker100": "USD-Treasury Rate-SwapMarker100",
"USD-Treasury Rate-SwapMarker99": "USD-Treasury Rate-SwapMarker99",
"USD-Treasury Rate-T19901": "USD-Treasury Rate-T19901",
"USD-Treasury Rate-T500": "USD-Treasury Rate-T500",
"USD-Treasury-19901-3:00-ICAP": "USD-Treasury-19901-3:00-ICAP",
"VND-Semi-Annual Swap Rate-11:00-BGCANTOR": "VND-Semi-Annual Swap Rate-11:00-BGCANTOR",
"VND-Semi-Annual Swap Rate-Reference Banks": "VND-Semi-Annual Swap Rate-Reference Banks",
"ZAR-DEPOSIT-Reference Banks": "ZAR-DEPOSIT-Reference Banks",
"ZAR-DEPOSIT-SAFEX": "ZAR-DEPOSIT-SAFEX",
"ZAR-JIBAR-Reference Banks": "ZAR-JIBAR-Reference Banks",
"ZAR-JIBAR-SAFEX": "ZAR-JIBAR-SAFEX",
"ZAR-PRIME-AVERAGE-Reference Banks": "ZAR-PRIME-AVERAGE-Reference Banks",
"ZAR-PRIME-AVERAGE": "ZAR-PRIME-AVERAGE",
"ZAR-Quarterly Swap Rate-1:00-TRADITION": "ZAR-Quarterly Swap Rate-1:00-TRADITION",
"ZAR-Quarterly Swap Rate-5:30-TRADITION": "ZAR-Quarterly Swap Rate-5:30-TRADITION",
"ZAR-Quarterly Swap Rate-TRADITION-Reference Banks": "ZAR-Quarterly Swap Rate-TRADITION-Reference Banks"
}
},
"ReferenceRateTermValue": {
"title": "Reference Rate Term Value",
"description": "Tenor value of the first leg reference rate",
"type": "integer",
"not": {
"type": "integer",
"enum": [
0
]
},
"minimum": -999,
"maximum": 999
},
"ReferenceRateTermUnit": {
"title": "Reference Rate Term Unit",
"description": "Tenor unit of the first leg reference rate",
"type": "string",
"enum": [
"DAYS",
"WEEK",
"MNTH",
"YEAR"
],
"elaboration": {
"DAYS": "Rate is reported in days",
"WEEK": "Rate is reported in weeks",
"MNTH": "Rate is reported in months",
"YEAR": "Rate is reported in years"
}
},
"OtherLegReferenceRate": {
"title": "Other Leg Reference Rate",
"description": "The floating rate index of 2nd leg (for basis swaps)",
"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",
"EUR-TEC10-CNO-SwapMarker": "EUR-TEC10-CNO-SwapMarker",
"EUR-TEC10-CNO": "EUR-TEC10-CNO",
"EUR-TEC10-Reference Banks": "EUR-TEC10-Reference Banks",
"EUR-TEC5-CNO-SwapMarker": "EUR-TEC5-CNO-SwapMarker",
"EUR-TEC5-CNO": "EUR-TEC5-CNO",
"EUR-TEC5-Reference Banks": "EUR-TEC5-Reference Banks",
"EUR-TMM-CDC-COMPOUND": "EUR-TMM-CDC-COMPOUND",
"GBP USD-Basis Swaps-11:00-ICAP": "GBP USD-Basis Swaps-11:00-ICAP",
"GBP-6M LIBOR SWAP-CME vs LCH-ICAP-Bloomberg": "GBP-6M LIBOR SWAP-CME vs LCH-ICAP-Bloomberg",
"GBP-6M LIBOR SWAP-CME vs LCH-ICAP": "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-Bloomberg",
"GBP-6M LIBOR SWAP-EUREX vs LCH-ICAP": "GBP-6M LIBOR SWAP-EUREX vs LCH-ICAP",
"GBP-ISDA-Swap Rate": "GBP-ISDA-Swap Rate",
"GBP-LIBOR-BBA-Bloomberg": "GBP-LIBOR-BBA-Bloomberg",
"GBP-LIBOR-BBA": "GBP-LIBOR-BBA",
"GBP-LIBOR-ISDA": "GBP-LIBOR-ISDA",
"GBP-LIBOR-Reference Banks": "GBP-LIBOR-Reference Banks",
"GBP-Semi Annual Swap Rate-11:00-TRADITION": "GBP-Semi Annual Swap Rate-11:00-TRADITION",
"GBP-Semi Annual Swap Rate-4:15-TRADITION": "GBP-Semi Annual Swap Rate-4:15-TRADITION",
"GBP-Semi-Annual Swap Rate-11:00-ICAP": "GBP-Semi-Annual Swap Rate-11:00-ICAP",
"GBP-Semi-Annual Swap Rate-Reference Banks": "GBP-Semi-Annual Swap Rate-Reference Banks",
"GBP-Semi-Annual Swap Rate-SwapMarker26": "GBP-Semi-Annual Swap Rate-SwapMarker26",
"GBP-Semi-Annual Swap Rate": "GBP-Semi-Annual Swap Rate",
"GBP-SONIA-OIS-11:00-ICAP": "GBP-SONIA-OIS-11:00-ICAP",
"GBP-SONIA-OIS-11:00-TRADITION": "GBP-SONIA-OIS-11:00-TRADITION",
"GBP-SONIA-OIS-4:15-TRADITION": "GBP-SONIA-OIS-4:15-TRADITION",
"GBP-WMBA-RONIA-COMPOUND": "GBP-WMBA-RONIA-COMPOUND",
"GBP-WMBA-SONIA-COMPOUND": "GBP-WMBA-SONIA-COMPOUND",
"GBP-SONIA-COMPOUND": "GBP-SONIA-COMPOUND",
"GRD-ATHIBOR-ATHIBOR": "GRD-ATHIBOR-ATHIBOR",
"GRD-ATHIBOR-Reference Banks": "GRD-ATHIBOR-Reference Banks",
"GRD-ATHIBOR-Telerate": "GRD-ATHIBOR-Telerate",
"GRD-ATHIMID-Reference Banks": "GRD-ATHIMID-Reference Banks",
"GRD-ATHIMID-Reuters": "GRD-ATHIMID-Reuters",
"HKD-HIBOR-HIBOR-Bloomberg": "HKD-HIBOR-HIBOR-Bloomberg",
"HKD-HIBOR-HIBOR=": "HKD-HIBOR-HIBOR=",
"HKD-HIBOR-HKAB-Bloomberg": "HKD-HIBOR-HKAB-Bloomberg",
"HKD-HIBOR-HKAB": "HKD-HIBOR-HKAB",
"HKD-HIBOR-ISDC": "HKD-HIBOR-ISDC",
"HKD-HIBOR-Reference Banks": "HKD-HIBOR-Reference Banks",
"HKD-HONIX-OIS-COMPOUND": "HKD-HONIX-OIS-COMPOUND",
"HKD-ISDA-Swap Rate-11:00": "HKD-ISDA-Swap Rate-11:00",
"HKD-ISDA-Swap Rate-4:00": "HKD-ISDA-Swap Rate-4:00",
"HKD-Quarterly-Annual Swap Rate-11:00-BGCANTOR": "HKD-Quarterly-Annual Swap Rate-11:00-BGCANTOR",
"HKD-Quarterly-Annual Swap Rate-11:00-TRADITION": "HKD-Quarterly-Annual Swap Rate-11:00-TRADITION",
"HKD-Quarterly-Annual Swap Rate-4:00-BGCANTOR": "HKD-Quarterly-Annual Swap Rate-4:00-BGCANTOR",
"HKD-Quarterly-Annual Swap Rate-Reference Banks": "HKD-Quarterly-Annual Swap Rate-Reference Banks",
"HKD-Quarterly-Quarterly Swap Rate-11:00-ICAP": "HKD-Quarterly-Quarterly Swap Rate-11:00-ICAP",
"HKD-Quarterly-Quarterly Swap Rate-4:00-ICAP": "HKD-Quarterly-Quarterly Swap Rate-4:00-ICAP",
"HKD-Quarterly-Quarterly Swap Rate-Reference Banks": "HKD-Quarterly-Quarterly Swap Rate-Reference Banks",
"HUF-BUBOR-Reference Banks": "HUF-BUBOR-Reference Banks",
"HUF-BUBOR-Reuters": "HUF-BUBOR-Reuters",
"IDR-IDMA-Bloomberg": "IDR-IDMA-Bloomberg",
"IDR-IDRFIX": "IDR-IDRFIX",
"IDR-JIBOR-Reuters": "IDR-JIBOR-Reuters",
"IDR-SBI-Reuters": "IDR-SBI-Reuters",
"IDR-Semi-Annual Swap Rate-11:00-BGCANTOR": "IDR-Semi-Annual Swap Rate-11:00-BGCANTOR",
"IDR-Semi-Annual Swap Rate-Reference Banks": "IDR-Semi-Annual Swap Rate-Reference Banks",
"IDR-SOR-Reference Banks": "IDR-SOR-Reference Banks",
"IDR-SOR-Reuters": "IDR-SOR-Reuters",
"IDR-SOR-Telerate": "IDR-SOR-Telerate",
"ILS-TELBOR-Reference Banks": "ILS-TELBOR-Reference Banks",
"ILS-TELBOR01-Reuters": "ILS-TELBOR01-Reuters",
"INR-BMK": "INR-BMK",
"INR-CMT": "INR-CMT",
"INR-FBIL-MIBOR-OIS-COMPOUND": "INR-FBIL-MIBOR-OIS-COMPOUND",
"INR-INBMK-REUTERS": "INR-INBMK-REUTERS",
"INR-MIBOR-OIS-COMPOUND": "INR-MIBOR-OIS-COMPOUND",
"INR-MIFOR": "INR-MIFOR",
"INR-MIOIS": "INR-MIOIS",
"INR-MITOR-OIS-COMPOUND": "INR-MITOR-OIS-COMPOUND",
"INR-Reference Banks": "INR-Reference Banks",
"INR-Semi Annual Swap Rate-Non-deliverable-16:00-Tullett Prebon": "INR-Semi Annual Swap Rate-Non-deliverable-16:00-Tullett Prebon",
"INR-Semi-Annual Swap Rate-11:30-BGCANTOR": "INR-Semi-Annual Swap Rate-11:30-BGCANTOR",
"INR-Semi-Annual Swap Rate-Reference Banks": "INR-Semi-Annual Swap Rate-Reference Banks",
"ISK-REIBOR-Reference Banks": "ISK-REIBOR-Reference Banks",
"ISK-REIBOR-Reuters": "ISK-REIBOR-Reuters",
"JPY USD-Basis Swaps-11:00-ICAP": "JPY USD-Basis Swaps-11:00-ICAP",
"JPY-Annual Swap Rate-11:00-TRADITION": "JPY-Annual Swap Rate-11:00-TRADITION",
"JPY-Annual Swap Rate-3:00-TRADITION": "JPY-Annual Swap Rate-3:00-TRADITION",
"JPY-BBSF-Bloomberg-10:00": "JPY-BBSF-Bloomberg-10:00",
"JPY-BBSF-Bloomberg-15:00": "JPY-BBSF-Bloomberg-15:00",
"JPY-ISDA-Swap Rate-10:00": "JPY-ISDA-Swap Rate-10:00",
"JPY-ISDA-Swap Rate-15:00": "JPY-ISDA-Swap Rate-15:00",
"JPY-LIBOR-BBA-Bloomberg": "JPY-LIBOR-BBA-Bloomberg",
"JPY-LIBOR-BBA": "JPY-LIBOR-BBA",
"JPY-LIBOR-FRASETT": "JPY-LIBOR-FRASETT",
"JPY-LIBOR-ISDA": "JPY-LIBOR-ISDA",
"JPY-LIBOR-Reference Banks": "JPY-LIBOR-Reference Banks",
"JPY-LTPR-MHCB": "JPY-LTPR-MHCB",
"JPY-LTPR-TBC": "JPY-LTPR-TBC",
"JPY-MUTANCALL-TONAR": "JPY-MUTANCALL-TONAR",
"JPY-OIS-11:00-ICAP": "JPY-OIS-11:00-ICAP",
"JPY-OIS-11:00-TRADITION": "JPY-OIS-11:00-TRADITION",
"JPY-OIS-3:00-TRADITION": "JPY-OIS-3:00-TRADITION",
"JPY-Quoting Banks-LIBOR": "JPY-Quoting Banks-LIBOR",
"JPY-STPR-Quoting Banks": "JPY-STPR-Quoting Banks",
"JPY-TIBOR-17096": "JPY-TIBOR-17096",
"JPY-TIBOR-17097": "JPY-TIBOR-17097",
"JPY-TIBOR-DTIBOR01": "JPY-TIBOR-DTIBOR01",
"JPY-TIBOR-TIBM (10 Banks)": "JPY-TIBOR-TIBM (10 Banks)",
"JPY-TIBOR-TIBM (5 Banks)": "JPY-TIBOR-TIBM (5 Banks)",
"JPY-TIBOR-TIBM (All Banks)-Bloomberg": "JPY-TIBOR-TIBM (All Banks)-Bloomberg",
"JPY-TIBOR-TIBM (All Banks)": "JPY-TIBOR-TIBM (All Banks)",
"JPY-TIBOR-TIBM-Reference Banks": "JPY-TIBOR-TIBM-Reference Banks",
"JPY-TIBOR-TIBM": "JPY-TIBOR-TIBM",
"JPY-TIBOR-ZTIBOR": "JPY-TIBOR-ZTIBOR",
"JPY-TONA-OIS-COMPOUND": "JPY-TONA-OIS-COMPOUND",
"JPY-TSR-Reference Banks": "JPY-TSR-Reference Banks",
"JPY-TSR-Reuters-10:00": "JPY-TSR-Reuters-10:00",
"JPY-TSR-Reuters-15:00": "JPY-TSR-Reuters-15:00",
"JPY-TSR-Telerate-10:00": "JPY-TSR-Telerate-10:00",
"JPY-TSR-Telerate-15:00": "JPY-TSR-Telerate-15:00",
"KRW-Bond-3222": "KRW-Bond-3222",
"KRW-CD-3220": "KRW-CD-3220",
"KRW-CD-KSDA-Bloomberg": "KRW-CD-KSDA-Bloomberg",
"KRW-Quarterly Annual Swap Rate-3:30-ICAP": "KRW-Quarterly Annual Swap Rate-3:30-ICAP",
"MXN-TIIE-Banxico-Bloomberg": "MXN-TIIE-Banxico-Bloomberg",
"MXN-TIIE-Banxico-Reference Banks": "MXN-TIIE-Banxico-Reference Banks",
"MXN-TIIE-Banxico": "MXN-TIIE-Banxico",
"MYR-KLIBOR-BNM": "MYR-KLIBOR-BNM",
"MYR-KLIBOR-Reference Banks": "MYR-KLIBOR-Reference Banks",
"MYR-Quarterly Swap Rate-11:00-TRADITION": "MYR-Quarterly Swap Rate-11:00-TRADITION",
"MYR-Quarterly Swap Rate-TRADITION-Reference Banks": "MYR-Quarterly Swap Rate-TRADITION-Reference Banks",
"NOK-NIBOR-NIBR-Reference Banks": "NOK-NIBOR-NIBR-Reference Banks",
"NOK-NIBOR-NIBR": "NOK-NIBOR-NIBR",
"NOK-NIBOR-OIBOR": "NOK-NIBOR-OIBOR",
"NOK-NIBOR-Reference Banks": "NOK-NIBOR-Reference Banks",
"NZD-BBR-BID": "NZD-BBR-BID",
"NZD-BBR-FRA": "NZD-BBR-FRA",
"NZD-BBR-ISDC": "NZD-BBR-ISDC",
"NZD-BBR-Reference Banks": "NZD-BBR-Reference Banks",
"NZD-BBR-Telerate": "NZD-BBR-Telerate",
"NZD-NZIONA-OIS-COMPOUND": "NZD-NZIONA-OIS-COMPOUND",
"NZD-Semi-Annual Swap Rate-11:00-BGCANTOR": "NZD-Semi-Annual Swap Rate-11:00-BGCANTOR",
"NZD-Semi-Annual Swap Rate-BGCANTOR-Reference Banks": "NZD-Semi-Annual Swap Rate-BGCANTOR-Reference Banks",
"NZD-Swap Rate-ICAP-Reference Banks": "NZD-Swap Rate-ICAP-Reference Banks",
"NZD-Swap Rate-ICAP": "NZD-Swap Rate-ICAP",
"PHP-PHIREF-BAP": "PHP-PHIREF-BAP",
"PHP-PHIREF-Bloomberg": "PHP-PHIREF-Bloomberg",
"PHP-PHIREF-Reference Banks": "PHP-PHIREF-Reference Banks",
"PHP-Semi-Annual Swap Rate-11:00-BGCANTOR": "PHP-Semi-Annual Swap Rate-11:00-BGCANTOR",
"PHP-Semi-Annual Swap Rate-Reference Banks": "PHP-Semi-Annual Swap Rate-Reference Banks",
"PLN-POLONIA-OIS-COMPOUND": "PLN-POLONIA-OIS-COMPOUND",
"PLN-WIBOR-Reference Banks": "PLN-WIBOR-Reference Banks",
"PLN-WIBOR-WIBO": "PLN-WIBOR-WIBO",
"PLZ-WIBOR-Reference Banks": "PLZ-WIBOR-Reference Banks",
"PLZ-WIBOR-WIBO": "PLZ-WIBOR-WIBO",
"REPOFUNDS RATE-FRANCE-OIS-COMPOUND": "REPOFUNDS RATE-FRANCE-OIS-COMPOUND",
"REPOFUNDS RATE-GERMANY-OIS-COMPOUND": "REPOFUNDS RATE-GERMANY-OIS-COMPOUND",
"REPOFUNDS RATE-ITALY-OIS-COMPOUND": "REPOFUNDS RATE-ITALY-OIS-COMPOUND",
"RON-Annual Swap Rate-11:00-BGCANTOR": "RON-Annual Swap Rate-11:00-BGCANTOR",
"RON-Annual Swap Rate-Reference Banks": "RON-Annual Swap Rate-Reference Banks",
"RON-RBOR-Reuters": "RON-RBOR-Reuters",
"RUB-Annual Swap Rate-11:00-BGCANTOR": "RUB-Annual Swap Rate-11:00-BGCANTOR",
"RUB-Annual Swap Rate-12:45-TRADITION": "RUB-Annual Swap Rate-12:45-TRADITION",
"RUB-Annual Swap Rate-4:15-TRADITION": "RUB-Annual Swap Rate-4:15-TRADITION",
"RUB-Annual Swap Rate-Reference Banks": "RUB-Annual Swap Rate-Reference Banks",
"RUB-Annual Swap Rate-TRADITION-Reference Banks": "RUB-Annual Swap Rate-TRADITION-Reference Banks",
"RUB-MOSPRIME-NFEA": "RUB-MOSPRIME-NFEA",
"RUB-MOSPRIME-Reference Banks": "RUB-MOSPRIME-Reference Banks",
"RUB-RUONIA-OIS-COMPOUND": "RUB-RUONIA-OIS-COMPOUND",
"SAR-SRIOR-Reference Banks": "SAR-SRIOR-Reference Banks",
"SAR-SRIOR-SUAA": "SAR-SRIOR-SUAA",
"SEK-Annual Swap Rate-SESWFI": "SEK-Annual Swap Rate-SESWFI",
"SEK-Annual Swap Rate": "SEK-Annual Swap Rate",
"SEK-SIOR-OIS-COMPOUND": "SEK-SIOR-OIS-COMPOUND",
"SEK-STIBOR-Bloomberg": "SEK-STIBOR-Bloomberg",
"SEK-STIBOR-Reference Banks": "SEK-STIBOR-Reference Banks",
"SEK-STIBOR-SIDE": "SEK-STIBOR-SIDE",
"SGD-Semi-Annual Currency Basis Swap Rate-11:00-Tullett Prebon": "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 Currency Basis Swap Rate-16:00-Tullett Prebon",
"SGD-Semi-Annual Swap Rate-11:00-BGCANTOR": "SGD-Semi-Annual Swap Rate-11:00-BGCANTOR",
"SGD-Semi-Annual Swap Rate-11:00-Tullett Prebon": "SGD-Semi-Annual Swap Rate-11:00-Tullett Prebon",
"SGD-Semi-Annual Swap Rate-11.00-TRADITION": "SGD-Semi-Annual Swap Rate-11.00-TRADITION",
"SGD-Semi-Annual Swap Rate-16:00-Tullett Prebon": "SGD-Semi-Annual Swap Rate-16:00-Tullett Prebon",
"SGD-Semi-Annual Swap Rate-ICAP-Reference Banks": "SGD-Semi-Annual Swap Rate-ICAP-Reference Banks",
"SGD-Semi-Annual Swap Rate-ICAP": "SGD-Semi-Annual Swap Rate-ICAP",
"SGD-Semi-Annual Swap Rate-Reference Banks": "SGD-Semi-Annual Swap Rate-Reference Banks",
"SGD-Semi-Annual Swap Rate-TRADITION-Reference Banks": "SGD-Semi-Annual Swap Rate-TRADITION-Reference Banks",
"SGD-SIBOR-Reference Banks": "SGD-SIBOR-Reference Banks",
"SGD-SIBOR-Reuters": "SGD-SIBOR-Reuters",
"SGD-SIBOR-Telerate": "SGD-SIBOR-Telerate",
"SGD-SONAR-OIS-COMPOUND": "SGD-SONAR-OIS-COMPOUND",
"SGD-SONAR-OIS-VWAP-COMPOUND": "SGD-SONAR-OIS-VWAP-COMPOUND",
"SGD-SOR-Reference Banks": "SGD-SOR-Reference Banks",
"SGD-SOR-Reuters": "SGD-SOR-Reuters",
"SGD-SOR-Telerate": "SGD-SOR-Telerate",
"SGD-SOR-VWAP-Reference Banks": "SGD-SOR-VWAP-Reference Banks",
"SGD-SOR-VWAP": "SGD-SOR-VWAP",
"SKK-BRIBOR-Bloomberg": "SKK-BRIBOR-Bloomberg",
"SKK-BRIBOR-BRBO": "SKK-BRIBOR-BRBO",
"SKK-BRIBOR-NBSK07": "SKK-BRIBOR-NBSK07",
"SKK-BRIBOR-Reference Banks": "SKK-BRIBOR-Reference Banks",
"THB-Semi-Annual Swap Rate-11:00-BGCANTOR": "THB-Semi-Annual Swap Rate-11:00-BGCANTOR",
"THB-Semi-Annual Swap Rate-Reference Banks": "THB-Semi-Annual Swap Rate-Reference Banks",
"THB-SOR-Reference Banks": "THB-SOR-Reference Banks",
"THB-SOR-Reuters": "THB-SOR-Reuters",
"THB-SOR-Telerate": "THB-SOR-Telerate",
"THB-THBFIX-Reference Banks": "THB-THBFIX-Reference Banks",
"THB-THBFIX-Reuters": "THB-THBFIX-Reuters",
"TRY Annual Swap Rate-11:00-TRADITION": "TRY Annual Swap Rate-11:00-TRADITION",
"TRY-Annual Swap Rate-11:15-BGCANTOR": "TRY-Annual Swap Rate-11:15-BGCANTOR",
"TRY-Annual Swap Rate-Reference Banks": "TRY-Annual Swap Rate-Reference Banks",
"TRY-Semi-Annual Swap Rate-TRADITION-Reference Banks": "TRY-Semi-Annual Swap Rate-TRADITION-Reference Banks",
"TRY-TRYIBOR-Reference Banks": "TRY-TRYIBOR-Reference Banks",
"TRY-TRYIBOR-Reuters": "TRY-TRYIBOR-Reuters",
"TWD-Quarterly-Annual Swap Rate-11:00-BGCANTOR": "TWD-Quarterly-Annual Swap Rate-11:00-BGCANTOR",
"TWD-Quarterly-Annual Swap Rate-Reference Banks": "TWD-Quarterly-Annual Swap Rate-Reference Banks",
"TWD-Reference Dealers": "TWD-Reference Dealers",
"TWD-Reuters-6165": "TWD-Reuters-6165",
"TWD-TAIBIR01": "TWD-TAIBIR01",
"TWD-TAIBIR02": "TWD-TAIBIR02",
"TWD-TAIBOR-Bloomberg": "TWD-TAIBOR-Bloomberg",
"TWD-TAIBOR-Reuters": "TWD-TAIBOR-Reuters",
"TWD-Telerate-6165": "TWD-Telerate-6165",
"TWD-TWCPBA": "TWD-TWCPBA",
"USD-3M LIBOR SWAP-CME vs LCH-ICAP-Bloomberg": "USD-3M LIBOR SWAP-CME vs LCH-ICAP-Bloomberg",
"USD-3M LIBOR SWAP-CME vs LCH-ICAP": "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-Bloomberg",
"USD-6M LIBOR SWAP-CME vs LCH-ICAP": "USD-6M LIBOR SWAP-CME vs LCH-ICAP",
"USD-Annual Swap Rate-11:00-BGCANTOR": "USD-Annual Swap Rate-11:00-BGCANTOR",
"USD-Annual Swap Rate-11:00-TRADITION": "USD-Annual Swap Rate-11:00-TRADITION",
"USD-Annual Swap Rate-4:00-TRADITION": "USD-Annual Swap Rate-4:00-TRADITION",
"USD-BA-H.15": "USD-BA-H.15",
"USD-BA-Reference Dealers": "USD-BA-Reference Dealers",
"USD-BMA Municipal Swap Index": "USD-BMA Municipal Swap Index",
"USD-CD-H.15": "USD-CD-H.15",
"USD-CD-Reference Dealers": "USD-CD-Reference Dealers",
"USD-CMS-Reference Banks-ICAP SwapPX": "USD-CMS-Reference Banks-ICAP SwapPX",
"USD-CMS-Reference Banks": "USD-CMS-Reference Banks",
"USD-CMS-Reuters": "USD-CMS-Reuters",
"USD-CMS-Telerate": "USD-CMS-Telerate",
"USD-CMT-T7051": "USD-CMT-T7051",
"USD-CMT-T7052": "USD-CMT-T7052",
"USD-COF11-FHLBSF": "USD-COF11-FHLBSF",
"USD-COF11-Reuters": "USD-COF11-Reuters",
"USD-COF11-Telerate": "USD-COF11-Telerate",
"USD-CP-H.15": "USD-CP-H.15",
"USD-CP-Reference Dealers": "USD-CP-Reference Dealers",
"USD-Federal Funds-H.15-Bloomberg": "USD-Federal Funds-H.15-Bloomberg",
"USD-Federal Funds-H.15-OIS-COMPOUND": "USD-Federal Funds-H.15-OIS-COMPOUND",
"USD-Federal Funds-H.15": "USD-Federal Funds-H.15",
"USD-Federal Funds-Reference Dealers": "USD-Federal Funds-Reference Dealers",
"USD-FFCB-DISCO": "USD-FFCB-DISCO",
"USD-ISDA-Swap Rate-3:00": "USD-ISDA-Swap Rate-3:00",
"USD-ISDA-Swap Rate": "USD-ISDA-Swap Rate",
"USD-ISDAFIX3-Swap Rate-3:00": "USD-ISDAFIX3-Swap Rate-3:00",
"USD-ISDAFIX3-Swap Rate": "USD-ISDAFIX3-Swap Rate",
"USD-LIBOR-BBA-Bloomberg": "USD-LIBOR-BBA-Bloomberg",
"USD-LIBOR-BBA": "USD-LIBOR-BBA",
"USD-LIBOR-ISDA": "USD-LIBOR-ISDA",
"USD-LIBOR-LIBO": "USD-LIBOR-LIBO",
"USD-LIBOR-Reference Banks": "USD-LIBOR-Reference Banks",
"USD-Municipal Swap Libor Ratio-11:00-ICAP": "USD-Municipal Swap Libor Ratio-11:00-ICAP",
"USD-Municipal Swap Rate-11:00-ICAP": "USD-Municipal Swap Rate-11:00-ICAP",
"USD-OIS-11:00-BGCANTOR": "USD-OIS-11:00-BGCANTOR",
"USD-OIS-11:00-LON-ICAP": "USD-OIS-11:00-LON-ICAP",
"USD-OIS-11:00-NY-ICAP": "USD-OIS-11:00-NY-ICAP",
"USD-OIS-11:00-TRADITION": "USD-OIS-11:00-TRADITION",
"USD-OIS-3:00-BGCANTOR": "USD-OIS-3:00-BGCANTOR",
"USD-OIS-3:00-NY-ICAP": "USD-OIS-3:00-NY-ICAP",
"USD-OIS-4:00-TRADITION": "USD-OIS-4:00-TRADITION",
"USD-Overnight Bank Funding Rate": "USD-Overnight Bank Funding Rate",
"USD-Prime-H.15": "USD-Prime-H.15",
"USD-Prime-Reference Banks": "USD-Prime-Reference Banks",
"USD-S&P Index-High Grade": "USD-S&P Index-High Grade",
"USD-SIBOR-Reference Banks": "USD-SIBOR-Reference Banks",
"USD-SIBOR-SIBO": "USD-SIBOR-SIBO",
"USD-SIFMA Municipal Swap Index": "USD-SIFMA Municipal Swap Index",
"USD-SOFR-COMPOUND": "USD-SOFR-COMPOUND",
"USD-TBILL-H.15-Bloomberg": "USD-TBILL-H.15-Bloomberg",
"USD-TBILL-H.15": "USD-TBILL-H.15",
"USD-TBILL-Secondary Market": "USD-TBILL-Secondary Market",
"USD-TIBOR-ISDC": "USD-TIBOR-ISDC",
"USD-TIBOR-Reference Banks": "USD-TIBOR-Reference Banks",
"USD-Treasury Rate-ICAP BrokerTec": "USD-Treasury Rate-ICAP BrokerTec",
"USD-Treasury Rate-SwapMarker100": "USD-Treasury Rate-SwapMarker100",
"USD-Treasury Rate-SwapMarker99": "USD-Treasury Rate-SwapMarker99",
"USD-Treasury Rate-T19901": "USD-Treasury Rate-T19901",
"USD-Treasury Rate-T500": "USD-Treasury Rate-T500",
"USD-Treasury-19901-3:00-ICAP": "USD-Treasury-19901-3:00-ICAP",
"VND-Semi-Annual Swap Rate-11:00-BGCANTOR": "VND-Semi-Annual Swap Rate-11:00-BGCANTOR",
"VND-Semi-Annual Swap Rate-Reference Banks": "VND-Semi-Annual Swap Rate-Reference Banks",
"ZAR-DEPOSIT-Reference Banks": "ZAR-DEPOSIT-Reference Banks",
"ZAR-DEPOSIT-SAFEX": "ZAR-DEPOSIT-SAFEX",
"ZAR-JIBAR-Reference Banks": "ZAR-JIBAR-Reference Banks",
"ZAR-JIBAR-SAFEX": "ZAR-JIBAR-SAFEX",
"ZAR-PRIME-AVERAGE-Reference Banks": "ZAR-PRIME-AVERAGE-Reference Banks",
"ZAR-PRIME-AVERAGE": "ZAR-PRIME-AVERAGE",
"ZAR-Quarterly Swap Rate-1:00-TRADITION": "ZAR-Quarterly Swap Rate-1:00-TRADITION",
"ZAR-Quarterly Swap Rate-5:30-TRADITION": "ZAR-Quarterly Swap Rate-5:30-TRADITION",
"ZAR-Quarterly Swap Rate-TRADITION-Reference Banks": "ZAR-Quarterly Swap Rate-TRADITION-Reference Banks"
}
},
"OtherLegReferenceRateTermValue": {
"title": "Other Leg Reference Rate Term Value",
"description": "Tenor value of the other leg reference rate",
"type": "integer",
"not": {
"type": "integer",
"enum": [
0
]
},
"minimum": -999,
"maximum": 999
},
"OtherLegReferenceRateTermUnit": {
"title": "Other Leg Reference Rate Term Unit",
"description": "Tenor unit of the other leg reference rate",
"type": "string",
"enum": [
"DAYS",
"WEEK",
"MNTH",
"YEAR"
],
"elaboration": {
"DAYS": "Rate is reported in days",
"WEEK": "Rate is reported in weeks",
"MNTH": "Rate is reported in months",
"YEAR": "Rate is reported in years"
}
},
"NotionalSchedule": {
"title": "Notional Schedule",
"description": "Indicates the face amount of a swap upon which the payment streams for that swap are based",
"type": "string",
"enum": [
"Constant",
"Accreting",
"Amortizing",
"Custom"
],
"elaboration": {
"Constant": "the notional amount is constant through the life of the contract",
"Accreting": "the notional amount increases through the life of the contract",
"Amortizing": "the notional amount decreases through the life of the contract",
"Custom": "customized notional step schedule"
}
},
"DeliveryType": {
"default": "PHYS",
"title": "Delivery Type",
"description": "The Delivery Type as defined by CFI code: ISO 10962 (2015)",
"type": "string",
"enum": [
"CASH",
"PHYS"
],
"elaboration": {
"CASH": "the discharge of an obligation by payment or receipt of a net cash amount instead of payment or delivery by both parties",
"PHYS": "the meeting of a settlement obligation under a derivative contract through the receipt or delivery of the actual underlying instrument(s) instead of through cash settlement"
},
"options": {
"enum_titles": [
"Cash",
"Physical"
]
}
},
"PriceMultiplier": {
"default": 1,
"title": "Price Multiplier",
"description": "Number of units of the underlying instrument represented by a single derivative contract. Number of units of the underlying instrument represented by a single derivative contract. For an option on an index, the amount per index point. For spreadbets the movement in the price of the underlying instrument on which the spreadbet is based",
"type": "number",
"minimum": 0,
"exclusiveMinimum": true
}
},
"required": [
"NotionalCurrency",
"ExpiryDate",
"ReferenceRate",
"ReferenceRateTermValue",
"ReferenceRateTermUnit",
"OtherLegReferenceRate",
"OtherLegReferenceRateTermValue",
"OtherLegReferenceRateTermUnit",
"NotionalSchedule"
],
"additionalProperties": false
}
},
"required": [
"Header",
"Attributes"
],
"additionalProperties": false
}
You can’t perform that action at this time.