@sotatech/node-fixjs/types/fieldtypes/BenchmarkCurveName.d.ts

FIX Protocol Parser for Node.js

export declare enum BenchmarkCurveName {
    /** EONIA */
    EONIA = "EONIA",
    /** EUREPO */
    EUREPO = "EUREPO",
    Euribor = "Euribor",
    /** FutureSWAP */
    FutureSWAP = "FutureSWAP",
    /** LIBID */
    LIBID = "LIBID",
    /** LIBOR (London Inter-Bank Offer) */
    LIBOR = "LIBOR",
    /** MuniAAA */
    MuniAAA = "MuniAAA",
    /** OTHER */
    OTHER = "OTHER",
    /** Pfandbriefe */
    Pfandbriefe = "Pfandbriefe",
    /** SONIA */
    SONIA = "SONIA",
    /** SWAP */
    SWAP = "SWAP",
    /** Treasury */
    Treasury = "Treasury",
    FedFundRateEffective = "FEDEFF",
    FedOpen = "FEDOPEN",
    /** Euro interbank offer rate */
    EURIBOR = "EURIBOR",
    /** Australian Bank Bill Swap Rate */
    AUBSW = "AUBSW",
    /** Budapest Bank Offered Rate */
    BUBOR = "BUBOR",
    /** Canadian Dollar Offered Rate */
    CDOR = "CDOR",
    /** Copenhagen Interbank Offered Rate */
    CIBOR = "CIBOR",
    /** Euro Overnight Index Average Swap Rate */
    EONIASWAP = "EONIASWAP",
    ESTR = "ESTR",
    /** Euro Dollar Rate */
    EURODOLLAR = "EURODOLLAR",
    /** Euro Swiss Franc Rate */
    EUROSWISS = "EUROSWISS",
    /** DTCC General Collateral Finance Repo Index */
    GCFREPO = "GCFREPO",
    /** ICE Swap Rate */
    ISDAFIX = "ISDAFIX",
    /** Johannesburg Interbank Agreed Rate */
    JIBAR = "JIBAR",
    /** Moscow Prime Offered Rate */
    MOSPRIM = "MOSPRIM",
    /** Nigeria Three Month Interbank Rate */
    NIBOR = "NIBOR",
    /** Czech Republic Interbank Offered Rate */
    PRIBOR = "PRIBOR",
    SOFR = "SOFR",
    /** Stockholm Interbank Offered Rate */
    STIBOR = "STIBOR",
    /** Bank of Israel Interbank Offered Rate */
    TELBOR = "TELBOR",
    /** Tokyo Interbank Offered Rate */
    TIBOR = "TIBOR",
    /** Warsaw Interbank Offered Rate */
    WIBOR = "WIBOR",
    AONIA = "AONIA",
    AONIAR = "AONIA-R",
    /** New Zealand Bank Bill Market Rate */
    BKBM = "BKBM",
    /** Republic of Korea 90-Day Certificate of Deposit Rate */
    CD19D = "CD91D",
    /** Canadian Overnight Repo Rate Average */
    CORRA = "CORRA",
    /** Danish Interbank Interest Rate-Tomorrow or Next */
    DIRRTN = "DIRR-TN",
    /** Emirates Interbank Offered Rate */
    EIBOR = "EIBOR",
    /** China Interbank Overnight Repo Rate */
    FixingRepoRate = "FixingRepoRate",
    /** Hong Kong Interbank Offered Rate */
    HIBOR = "HIBOR",
    /** Colombia Overnight Interbank Reference Rate */
    IBR = "IBR",
    /** Kuala Lumpur Interbank Offered Rate */
    KLIBOR = "KLIBOR",
    /** Mumbia Interbank Offered Rate */
    MIBOR = "MIBOR",
    /** New Zealand Overnight Indexed Swaps (OIS) */
    NZONIA = "NZONIA",
    /** Philippines Interbank Reference Rate */
    PHIREF = "PHIREF",
    /** Reykjavik Interbank Offered Rate */
    REIBOR = "REIBOR",
    /** Saudi Arabian Interbank Offered Rate */
    SAIBOR = "SAIBOR",
    /** Swiss Average Rate Overnight */
    SARON = "SARON",
    /** Singapore Swap Offer Rate */
    SORA = "SORA",
    /** Turkish Lira Overnight Reference Rate */
    TLREF = "TLREF",
    /** Mexico Interbank Equilibrium Interest Rate */
    TIIE = "TIIE",
    /** Thai Baht Interest Rate Fixing */
    THBFIX = "THBFIX",
    /** Tokyo Overnight Average Rate */
    TONAR = "TONAR"
}