fixparser

/** * Name of benchmark curve. (Note tag # was reserved in FIX 4.1, added in FIX 4.3) * - Tag: 221 * - FIX Specification type: String * - Mapped type: string * @readonly * @public */ export declare const BenchmarkCurveName: Readonly<{ /** EONIA */ readonly EONIA: "EONIA"; /** EUREPO */ readonly EUREPO: "EUREPO"; /** EURIBOR (deprecated use enum EURIBOR instead) Deprecated use of EURIBOR for the enumeration. */ 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"; /** 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. */ readonly FedFundRateEffective: "FEDEFF"; /** US fed funds target rate Fed funds target rate as determined by the US Federal Reserve Federal Open Market Committee. */ 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"; /** Euro Short Term Rate Replaces EONIA. */ 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"; /** Secured Overnight Financing Rate Replaces LIBOR. */ 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"; /** Reserve Bank of Australia Interbank Overnight Cash Rate Also known as AUD Overnight Index Average. */ readonly AONIA: "AONIA"; /** 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). */ readonly AONIAR: "AONIA-R"; /** New Zealand Bank Bill Market Rate */ readonly BKBM: "BKBM"; /** Republic of Korea 90-Day Certificate of Deposit Rate */ readonly CD91D: "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"; }>; export type BenchmarkCurveName = (typeof BenchmarkCurveName)[keyof typeof BenchmarkCurveName];