Name of the Leg Benchmark Curve.
See BenchmarkCurveName <221> for description and valid values.
- EONIA = EONIA
- EUREPO = EUREPO
Euribor = EURIBOR (deprecated use enum EURIBOR instead)
Deprecated use of EURIBOR for the enumeration.
- FutureSWAP = FutureSWAP
- LIBID = LIBID
- LIBOR = LIBOR (London Inter-Bank Offer)
- MuniAAA = MuniAAA
- OTHER = OTHER
- Pfandbriefe = Pfandbriefe
- SONIA = SONIA
- SWAP = SWAP
- Treasury = Treasury
FEDEFF = US Federal Reserve fed funds effective rate
US Federal Reserve fed funds effective rate or the weighted average of the actual negotiated rates banks pay each other to to borrow funds.
FEDOPEN = US fed funds target rate
Fed funds target rate as determined by the US Federal Reserve Federal Open Market Committee.
- EURIBOR = Euro interbank offer rate
- AUBSW = Australian Bank Bill Swap Rate
- BUBOR = Budapest Bank Offered Rate
- CDOR = Canadian Dollar Offered Rate
- CIBOR = Copenhagen Interbank Offered Rate
- EONIASWAP = Euro Overnight Index Average Swap Rate
ESTR = Euro Short Term Rate
- EURODOLLAR = Euro Dollar Rate
- EUROSWISS = Euro Swiss Franc Rate
- GCFREPO = DTCC General Collateral Finance Repo Index
- ISDAFIX = ICE Swap Rate
- JIBAR = Johannesburg Interbank Agreed Rate
- MOSPRIM = Moscow Prime Offered Rate
- NIBOR = Nigeria Three Month Interbank Rate
- PRIBOR = Czech Republic Interbank Offered Rate
SOFR = Secured Overnight Financing Rate
- STIBOR = Stockholm Interbank Offered Rate
- TELBOR = Bank of Israel Interbank Offered Rate
- TIBOR = Tokyo Interbank Offered Rate
- WIBOR = Warsaw Interbank Offered Rate