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USD-LIBOR-3M EUR-EURIBOR-3M Discount LogLinear A365 0.0000000000010000 true 0.0000000000010000 0.0000000000010000 false 5 2 2 10 USD-LIBOR-3M USD LIBOR 3M Index Curve USD USD-FedFunds Deposit MM/RATE/USD/2D/3M USD-DEPOSIT FRA FRA/RATE/USD/1M/3M FRA/RATE/USD/2M/3M FRA/RATE/USD/3M/3M FRA/RATE/USD/4M/3M FRA/RATE/USD/5M/3M FRA/RATE/USD/6M/3M FRA/RATE/USD/7M/3M FRA/RATE/USD/8M/3M FRA/RATE/USD/9M/3M USD-3M-FRA USD-LIBOR-3M Swap IR_SWAP/RATE/USD/2D/3M/2Y IR_SWAP/RATE/USD/2D/3M/3Y IR_SWAP/RATE/USD/2D/3M/4Y IR_SWAP/RATE/USD/2D/3M/5Y IR_SWAP/RATE/USD/2D/3M/6Y IR_SWAP/RATE/USD/2D/3M/7Y IR_SWAP/RATE/USD/2D/3M/8Y IR_SWAP/RATE/USD/2D/3M/9Y IR_SWAP/RATE/USD/2D/3M/10Y IR_SWAP/RATE/USD/2D/3M/12Y IR_SWAP/RATE/USD/2D/3M/15Y IR_SWAP/RATE/USD/2D/3M/20Y IR_SWAP/RATE/USD/2D/3M/25Y IR_SWAP/RATE/USD/2D/3M/30Y IR_SWAP/RATE/USD/2D/3M/40Y IR_SWAP/RATE/USD/2D/3M/50Y USD-LIBOR-3M-SWAP USD-LIBOR-3M Discount LogLinear A365 0.0000000000010000 true 0.0000000000010000 0.0000000000010000 false 5 2 2 10 EUR-EURIBOR-3M EUR 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0.0000000000010000 false 5 2 2 10 USD-FedFunds USD discount curve bootstrapped from FED FUNDS swap rates USD USD-FedFunds Deposit MM/RATE/USD/0D/1D USD-ON-DEPOSIT OIS IR_SWAP/RATE/USD/2D/1D/2W IR_SWAP/RATE/USD/2D/1D/1M IR_SWAP/RATE/USD/2D/1D/2M IR_SWAP/RATE/USD/2D/1D/3M IR_SWAP/RATE/USD/2D/1D/4M IR_SWAP/RATE/USD/2D/1D/5M IR_SWAP/RATE/USD/2D/1D/6M IR_SWAP/RATE/USD/2D/1D/7M IR_SWAP/RATE/USD/2D/1D/8M IR_SWAP/RATE/USD/2D/1D/9M IR_SWAP/RATE/USD/2D/1D/10M IR_SWAP/RATE/USD/2D/1D/11M IR_SWAP/RATE/USD/2D/1D/1Y USD-FedFunds-OIS Average OIS BASIS_SWAP/BASIS_SPREAD/3M/1D/USD/2Y IR_SWAP/RATE/USD/2D/3M/2Y BASIS_SWAP/BASIS_SPREAD/3M/1D/USD/3Y IR_SWAP/RATE/USD/2D/3M/3Y BASIS_SWAP/BASIS_SPREAD/3M/1D/USD/4Y IR_SWAP/RATE/USD/2D/3M/4Y BASIS_SWAP/BASIS_SPREAD/3M/1D/USD/5Y IR_SWAP/RATE/USD/2D/3M/5Y BASIS_SWAP/BASIS_SPREAD/3M/1D/USD/7Y IR_SWAP/RATE/USD/2D/3M/7Y BASIS_SWAP/BASIS_SPREAD/3M/1D/USD/10Y IR_SWAP/RATE/USD/2D/3M/10Y BASIS_SWAP/BASIS_SPREAD/3M/1D/USD/15Y IR_SWAP/RATE/USD/2D/3M/15Y BASIS_SWAP/BASIS_SPREAD/3M/1D/USD/20Y IR_SWAP/RATE/USD/2D/3M/20Y BASIS_SWAP/BASIS_SPREAD/3M/1D/USD/30Y IR_SWAP/RATE/USD/2D/3M/30Y USD-AVERAGE-OIS Discount LogLinear A365F 0.0000000000010000 true 0.0000000000010000 0.0000000000010000 false 5 2 2 10 EUR-EURIBOR-6M EUR EURIBOR 6M Index Curve EUR EUR-EONIA Deposit MM/RATE/EUR/2D/6M EUR-DEPOSIT FRA FRA/RATE/EUR/1M/6M FRA/RATE/EUR/2M/6M FRA/RATE/EUR/3M/6M FRA/RATE/EUR/4M/6M FRA/RATE/EUR/5M/6M FRA/RATE/EUR/6M/6M FRA/RATE/EUR/9M/6M FRA/RATE/EUR/12M/6M EUR-6M-FRA EUR-EURIBOR-6M Swap IR_SWAP/RATE/EUR/2D/6M/2Y IR_SWAP/RATE/EUR/2D/6M/3Y IR_SWAP/RATE/EUR/2D/6M/4Y IR_SWAP/RATE/EUR/2D/6M/5Y IR_SWAP/RATE/EUR/2D/6M/6Y IR_SWAP/RATE/EUR/2D/6M/7Y IR_SWAP/RATE/EUR/2D/6M/8Y IR_SWAP/RATE/EUR/2D/6M/9Y IR_SWAP/RATE/EUR/2D/6M/10Y IR_SWAP/RATE/EUR/2D/6M/12Y IR_SWAP/RATE/EUR/2D/6M/15Y IR_SWAP/RATE/EUR/2D/6M/20Y IR_SWAP/RATE/EUR/2D/6M/25Y IR_SWAP/RATE/EUR/2D/6M/30Y IR_SWAP/RATE/EUR/2D/6M/40Y IR_SWAP/RATE/EUR/2D/6M/50Y EUR-EURIBOR-6M-SWAP EUR-EURIBOR-6M Discount LogLinear A365 0.0000000000010000 true 0.0000000000010000 0.0000000000010000 false 5 2 2 10 RIC:.STOXX50E EURO STOXX 50 EUR Price Index option implied forward curve EUR EUR-EONIA OptionPremium European EQUITY/PRICE/RIC:.STOXX50E/EUR EQUITY_OPTION/PRICE/RIC:.STOXX50E/EUR/* A365 Zero Linear true RIC:.STOXX50E Lognormal option implied vols for RIC:.STOXX50E EUR A365 Premium European * * Linear Linear true Flat Flat