Description
Type: String
Name of benchmark curve. (Note tag # was reserved in FIX 4.1, added in FIX 4.3)
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
Replaces EONIA.
- 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
Replaces LIBOR.
- STIBOR = Stockholm Interbank Offered Rate
- TELBOR = Bank of Israel Interbank Offered Rate
- TIBOR = Tokyo Interbank Offered Rate
- WIBOR = Warsaw Interbank Offered Rate
-
AONIA = Reserve Bank of Australia Interbank Overnight Cash Rate
Also known as AUD Overnight Index Average.
-
AONIA-R = Realised AONIA
"Realised AONIA applies a compounding formula to the daily AONIA rate, to determine the compounded average rate over the prior 1 to 6 month period." (source https://www.asx.com.au/documents/products/realised-aonia-explained.pdf).
- BKBM = New Zealand Bank Bill Market Rate
- CD91D = Republic of Korea 90-Day Certificate of Deposit Rate
- CORRA = Canadian Overnight Repo Rate Average
- DIRR-TN = Danish Interbank Interest Rate-Tomorrow or Next
- EIBOR = Emirates Interbank Offered Rate
- FixingRepoRate = China Interbank Overnight Repo Rate
- HIBOR = Hong Kong Interbank Offered Rate
- IBR = Colombia Overnight Interbank Reference Rate
- KLIBOR = Kuala Lumpur Interbank Offered Rate
- MIBOR = Mumbia Interbank Offered Rate
- NZONIA = New Zealand Overnight Indexed Swaps (OIS)
- PHIREF = Philippines Interbank Reference Rate
- REIBOR = Reykjavik Interbank Offered Rate
- SAIBOR = Saudi Arabian Interbank Offered Rate
- SARON = Swiss Average Rate Overnight
- SORA = Singapore Swap Offer Rate
- TLREF = Turkish Lira Overnight Reference Rate
- TIIE = Mexico Interbank Equilibrium Interest Rate
- THBFIX = Thai Baht Interest Rate Fixing
- TONAR = Tokyo Overnight Average Rate