GBP1D GBP discount curve bootstrapped from OIS swap rates GBP GBP1D Deposit MM/RATE/GBP/0D/1D GBP-DEPOSIT 0 OIS IR_SWAP/RATE/GBP/0D/1D/1W IR_SWAP/RATE/GBP/0D/1D/2W IR_SWAP/RATE/GBP/0D/1D/3W IR_SWAP/RATE/GBP/0D/1D/1M IR_SWAP/RATE/GBP/0D/1D/2M GBP-OIS 2 5 OIS IR_SWAP/RATE/GBP/20251218/1D/20260205 IR_SWAP/RATE/GBP/20260205/1D/20260319 IR_SWAP/RATE/GBP/20260319/1D/20260430 IR_SWAP/RATE/GBP/20260430/1D/20260618 GBP-OIS 1 OIS IR_SWAP/RATE/GBP/0D/1D/3M IR_SWAP/RATE/GBP/0D/1D/4M IR_SWAP/RATE/GBP/0D/1D/5M IR_SWAP/RATE/GBP/0D/1D/6M IR_SWAP/RATE/GBP/0D/1D/7M IR_SWAP/RATE/GBP/0D/1D/8M IR_SWAP/RATE/GBP/0D/1D/9M IR_SWAP/RATE/GBP/0D/1D/10M IR_SWAP/RATE/GBP/0D/1D/11M IR_SWAP/RATE/GBP/0D/1D/1Y IR_SWAP/RATE/GBP/0D/1D/2Y IR_SWAP/RATE/GBP/0D/1D/3Y IR_SWAP/RATE/GBP/0D/1D/4Y IR_SWAP/RATE/GBP/0D/1D/5Y GBP-OIS 2 5 Discount DefaultLogMixedLinearCubic 3 A365 1E-14 true GBP_VOL GBP normal swaption volatilities ATM Lognormal Flat Actual/365 (Fixed) TARGET Following 5Y,10Y,20Y 5Y,10Y,20Y GBP-CMS-SONIA-1Y GBP-CMS-SONIA-10Y