fixparser/types/fieldtypes/BenchmarkCurveName.d.ts

FIX.Latest / 5.0 SP2 Parser

/**
 * BenchmarkCurveName
 * - Tag: 221
 * - FIX Specification type: String
 * - Mapped type: string
 * @readonly
 * @public
 */
export declare const BenchmarkCurveName: Readonly<{
    /** EONIA */
    readonly EONIA: 'EONIA';
    /** EUREPO */
    readonly EUREPO: 'EUREPO';
    readonly Euribor: 'Euribor';
    /** FutureSWAP */
    readonly FutureSWAP: 'FutureSWAP';
    /** LIBID */
    readonly LIBID: 'LIBID';
    /** LIBOR (London Inter-Bank Offer) */
    readonly LIBOR: 'LIBOR';
    /** MuniAAA */
    readonly MuniAAA: 'MuniAAA';
    /** OTHER */
    readonly OTHER: 'OTHER';
    /** Pfandbriefe */
    readonly Pfandbriefe: 'Pfandbriefe';
    /** SONIA */
    readonly SONIA: 'SONIA';
    /** SWAP */
    readonly SWAP: 'SWAP';
    /** Treasury */
    readonly Treasury: 'Treasury';
    readonly FedFundRateEffective: 'FEDEFF';
    readonly FedOpen: 'FEDOPEN';
    /** Euro interbank offer rate */
    readonly EURIBOR: 'EURIBOR';
    /** Australian Bank Bill Swap Rate */
    readonly AUBSW: 'AUBSW';
    /** Budapest Bank Offered Rate */
    readonly BUBOR: 'BUBOR';
    /** Canadian Dollar Offered Rate */
    readonly CDOR: 'CDOR';
    /** Copenhagen Interbank Offered Rate */
    readonly CIBOR: 'CIBOR';
    /** Euro Overnight Index Average Swap Rate */
    readonly EONIASWAP: 'EONIASWAP';
    readonly ESTR: 'ESTR';
    /** Euro Dollar Rate */
    readonly EURODOLLAR: 'EURODOLLAR';
    /** Euro Swiss Franc Rate */
    readonly EUROSWISS: 'EUROSWISS';
    /** DTCC General Collateral Finance Repo Index */
    readonly GCFREPO: 'GCFREPO';
    /** ICE Swap Rate */
    readonly ISDAFIX: 'ISDAFIX';
    /** Johannesburg Interbank Agreed Rate */
    readonly JIBAR: 'JIBAR';
    /** Moscow Prime Offered Rate */
    readonly MOSPRIM: 'MOSPRIM';
    /** Nigeria Three Month Interbank Rate */
    readonly NIBOR: 'NIBOR';
    /** Czech Republic Interbank Offered Rate */
    readonly PRIBOR: 'PRIBOR';
    readonly SOFR: 'SOFR';
    /** Stockholm Interbank Offered Rate */
    readonly STIBOR: 'STIBOR';
    /** Bank of Israel Interbank Offered Rate */
    readonly TELBOR: 'TELBOR';
    /** Tokyo Interbank Offered Rate */
    readonly TIBOR: 'TIBOR';
    /** Warsaw Interbank Offered Rate */
    readonly WIBOR: 'WIBOR';
    readonly AONIA: 'AONIA';
    readonly AONIAR: 'AONIA-R';
    /** New Zealand Bank Bill Market Rate */
    readonly BKBM: 'BKBM';
    /** Republic of Korea 90-Day Certificate of Deposit Rate */
    readonly CD19D: 'CD91D';
    /** Canadian Overnight Repo Rate Average */
    readonly CORRA: 'CORRA';
    /** Danish Interbank Interest Rate-Tomorrow or Next */
    readonly DIRRTN: 'DIRR-TN';
    /** Emirates Interbank Offered Rate */
    readonly EIBOR: 'EIBOR';
    /** China Interbank Overnight Repo Rate */
    readonly FixingRepoRate: 'FixingRepoRate';
    /** Hong Kong Interbank Offered Rate */
    readonly HIBOR: 'HIBOR';
    /** Colombia Overnight Interbank Reference Rate */
    readonly IBR: 'IBR';
    /** Kuala Lumpur Interbank Offered Rate */
    readonly KLIBOR: 'KLIBOR';
    /** Mumbia Interbank Offered Rate */
    readonly MIBOR: 'MIBOR';
    /** New Zealand Overnight Indexed Swaps (OIS) */
    readonly NZONIA: 'NZONIA';
    /** Philippines Interbank Reference Rate */
    readonly PHIREF: 'PHIREF';
    /** Reykjavik Interbank Offered Rate */
    readonly REIBOR: 'REIBOR';
    /** Saudi Arabian Interbank Offered Rate */
    readonly SAIBOR: 'SAIBOR';
    /** Swiss Average Rate Overnight */
    readonly SARON: 'SARON';
    /** Singapore Swap Offer Rate */
    readonly SORA: 'SORA';
    /** Turkish Lira Overnight Reference Rate */
    readonly TLREF: 'TLREF';
    /** Mexico Interbank Equilibrium Interest Rate */
    readonly TIIE: 'TIIE';
    /** Thai Baht Interest Rate Fixing */
    readonly THBFIX: 'THBFIX';
    /** Tokyo Overnight Average Rate */
    readonly TONAR: 'TONAR';
}>;