EUR1D EUR discount curve bootstrapped from EONIA swap rates EUR EUR1D Deposit MM/RATE/EUR/0D/1D EUR-EONIA-CONVENTIONS OIS IR_SWAP/RATE/EUR/2D/1D/1W IR_SWAP/RATE/EUR/2D/1D/2W IR_SWAP/RATE/EUR/2D/1D/1M IR_SWAP/RATE/EUR/2D/1D/2M IR_SWAP/RATE/EUR/2D/1D/3M IR_SWAP/RATE/EUR/2D/1D/4M IR_SWAP/RATE/EUR/2D/1D/5M IR_SWAP/RATE/EUR/2D/1D/6M IR_SWAP/RATE/EUR/2D/1D/7M IR_SWAP/RATE/EUR/2D/1D/8M IR_SWAP/RATE/EUR/2D/1D/9M IR_SWAP/RATE/EUR/2D/1D/10M IR_SWAP/RATE/EUR/2D/1D/11M IR_SWAP/RATE/EUR/2D/1D/1Y IR_SWAP/RATE/EUR/2D/1D/1Y3M IR_SWAP/RATE/EUR/2D/1D/1Y6M IR_SWAP/RATE/EUR/2D/1D/1Y9M IR_SWAP/RATE/EUR/2D/1D/2Y IR_SWAP/RATE/EUR/2D/1D/3Y IR_SWAP/RATE/EUR/2D/1D/4Y IR_SWAP/RATE/EUR/2D/1D/5Y IR_SWAP/RATE/EUR/2D/1D/6Y IR_SWAP/RATE/EUR/2D/1D/7Y IR_SWAP/RATE/EUR/2D/1D/8Y IR_SWAP/RATE/EUR/2D/1D/9Y IR_SWAP/RATE/EUR/2D/1D/10Y IR_SWAP/RATE/EUR/2D/1D/12Y IR_SWAP/RATE/EUR/2D/1D/15Y IR_SWAP/RATE/EUR/2D/1D/20Y IR_SWAP/RATE/EUR/2D/1D/25Y IR_SWAP/RATE/EUR/2D/1D/30Y EUR-OIS-CONVENTIONS Discount LogLinear A365 0.000000000001 EUR3M EUR EUR1D Deposit MM/RATE/EUR/2D/1W MM/RATE/EUR/2D/1M MM/RATE/EUR/2D/2M MM/RATE/EUR/2D/3M EUR-EURIBOR-CONVENTIONS EUR3M FRA FRA/RATE/EUR/1M/3M FRA/RATE/EUR/2M/3M FRA/RATE/EUR/3M/3M FRA/RATE/EUR/4M/3M FRA/RATE/EUR/5M/3M FRA/RATE/EUR/6M/3M FRA/RATE/EUR/9M/3M FRA/RATE/EUR/1Y/3M EUR-3M-FRA-CONVENTIONS EUR3M Swap IR_SWAP/RATE/EUR/2D/3M/2Y IR_SWAP/RATE/EUR/2D/3M/3Y IR_SWAP/RATE/EUR/2D/3M/4Y IR_SWAP/RATE/EUR/2D/3M/5Y IR_SWAP/RATE/EUR/2D/3M/6Y IR_SWAP/RATE/EUR/2D/3M/7Y IR_SWAP/RATE/EUR/2D/3M/8Y IR_SWAP/RATE/EUR/2D/3M/9Y IR_SWAP/RATE/EUR/2D/3M/10Y IR_SWAP/RATE/EUR/2D/3M/12Y IR_SWAP/RATE/EUR/2D/3M/15Y IR_SWAP/RATE/EUR/2D/3M/20Y IR_SWAP/RATE/EUR/2D/3M/25Y IR_SWAP/RATE/EUR/2D/3M/40Y IR_SWAP/RATE/EUR/2D/3M/50Y EUR-3M-SWAP-CONVENTIONS EUR3M GBP-IN-USD GBP collateralized in USD discount curve GBP Cross Currency Basis Swap CC_BASIS_SWAP/BASIS_SPREAD/USD/3M/GBP/3M/1Y CC_BASIS_SWAP/BASIS_SPREAD/USD/3M/GBP/3M/2Y CC_BASIS_SWAP/BASIS_SPREAD/USD/3M/GBP/3M/3Y CC_BASIS_SWAP/BASIS_SPREAD/USD/3M/GBP/3M/4Y CC_BASIS_SWAP/BASIS_SPREAD/USD/3M/GBP/3M/5Y CC_BASIS_SWAP/BASIS_SPREAD/USD/3M/GBP/3M/7Y CC_BASIS_SWAP/BASIS_SPREAD/USD/3M/GBP/3M/10Y CC_BASIS_SWAP/BASIS_SPREAD/USD/3M/GBP/3M/15Y CC_BASIS_SWAP/BASIS_SPREAD/USD/3M/GBP/3M/20Y CC_BASIS_SWAP/BASIS_SPREAD/USD/3M/GBP/3M/30Y CC_BASIS_SWAP/BASIS_SPREAD/USD/3M/GBP/3M/40Y CC_BASIS_SWAP/BASIS_SPREAD/USD/3M/GBP/3M/50Y USD-GBP-XCCY-BASIS-CONVENTIONS USD1D FX/RATE/GBP/USD GBP3M USD3M Discount LogLinear A365 0.000000000001 EUR-IN-USD EUR collateralized in USD discount curve EUR FX Forward FXFWD/RATE/EUR/USD/3M FXFWD/RATE/EUR/USD/6M FXFWD/RATE/EUR/USD/9M FXFWD/RATE/EUR/USD/12M EUR-USD-FX-CONVENTIONS USD1D FX/RATE/EUR/USD Cross Currency Basis Swap CC_BASIS_SWAP/BASIS_SPREAD/USD/3M/EUR/3M/2Y CC_BASIS_SWAP/BASIS_SPREAD/USD/3M/EUR/3M/3Y CC_BASIS_SWAP/BASIS_SPREAD/USD/3M/EUR/3M/4Y CC_BASIS_SWAP/BASIS_SPREAD/USD/3M/EUR/3M/5Y CC_BASIS_SWAP/BASIS_SPREAD/USD/3M/EUR/3M/7Y CC_BASIS_SWAP/BASIS_SPREAD/USD/3M/EUR/3M/10Y CC_BASIS_SWAP/BASIS_SPREAD/USD/3M/EUR/3M/15Y CC_BASIS_SWAP/BASIS_SPREAD/USD/3M/EUR/3M/20Y CC_BASIS_SWAP/BASIS_SPREAD/USD/3M/EUR/3M/30Y CC_BASIS_SWAP/BASIS_SPREAD/USD/3M/EUR/3M/40Y CC_BASIS_SWAP/BASIS_SPREAD/USD/3M/EUR/3M/50Y EUR-USD-XCCY-BASIS-CONVENTIONS USD1D FX/RATE/EUR/USD EUR3M USD3M Discount LogLinear A365 0.000000000001 GBP3M GBP GBP1D Deposit MM/RATE/GBP/0D/1W MM/RATE/GBP/0D/1M MM/RATE/GBP/0D/2M MM/RATE/GBP/0D/3M GBP-DEPOSIT GBP3M Tenor Basis Swap BASIS_SWAP/BASIS_SPREAD/6M/3M/GBP/1Y BASIS_SWAP/BASIS_SPREAD/6M/3M/GBP/2Y BASIS_SWAP/BASIS_SPREAD/6M/3M/GBP/3Y BASIS_SWAP/BASIS_SPREAD/6M/3M/GBP/4Y BASIS_SWAP/BASIS_SPREAD/6M/3M/GBP/5Y BASIS_SWAP/BASIS_SPREAD/6M/3M/GBP/7Y BASIS_SWAP/BASIS_SPREAD/6M/3M/GBP/10Y BASIS_SWAP/BASIS_SPREAD/6M/3M/GBP/12Y BASIS_SWAP/BASIS_SPREAD/6M/3M/GBP/15Y BASIS_SWAP/BASIS_SPREAD/6M/3M/GBP/20Y BASIS_SWAP/BASIS_SPREAD/6M/3M/GBP/30Y BASIS_SWAP/BASIS_SPREAD/6M/3M/GBP/40Y BASIS_SWAP/BASIS_SPREAD/6M/3M/GBP/50Y BASIS_SWAP/BASIS_SPREAD/6M/3M/GBP/60Y BASIS_SWAP/BASIS_SPREAD/6M/3M/GBP/70Y GBP-LIBOR-3M-6M-BASIS-CONVENTIONS GBP6M GBP6M GBP GBP1D Deposit MM/RATE/GBP/0D/1W MM/RATE/GBP/0D/1M MM/RATE/GBP/0D/2M MM/RATE/GBP/0D/3M MM/RATE/GBP/0D/6M GBP-DEPOSIT GBP6M FRA FRA/RATE/GBP/1M/6M FRA/RATE/GBP/2M/6M FRA/RATE/GBP/3M/6M FRA/RATE/GBP/4M/6M FRA/RATE/GBP/5M/6M FRA/RATE/GBP/6M/6M FRA/RATE/GBP/1Y/6M GBP-6M-FRA GBP6M Swap IR_SWAP/RATE/GBP/0D/6M/2Y IR_SWAP/RATE/GBP/0D/6M/3Y IR_SWAP/RATE/GBP/0D/6M/4Y IR_SWAP/RATE/GBP/0D/6M/5Y IR_SWAP/RATE/GBP/0D/6M/6Y IR_SWAP/RATE/GBP/0D/6M/7Y IR_SWAP/RATE/GBP/0D/6M/8Y IR_SWAP/RATE/GBP/0D/6M/9Y IR_SWAP/RATE/GBP/0D/6M/10Y IR_SWAP/RATE/GBP/0D/6M/12Y IR_SWAP/RATE/GBP/0D/6M/15Y IR_SWAP/RATE/GBP/0D/6M/20Y IR_SWAP/RATE/GBP/0D/6M/25Y IR_SWAP/RATE/GBP/0D/6M/30Y GBP-6M-SWAP-CONVENTIONS GBP6M GBP1D GBP GBP1D OIS IR_SWAP/RATE/GBP/0D/1D/1W IR_SWAP/RATE/GBP/0D/1D/2W IR_SWAP/RATE/GBP/0D/1D/1M IR_SWAP/RATE/GBP/0D/1D/2M 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/12M 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 IR_SWAP/RATE/GBP/0D/1D/6Y IR_SWAP/RATE/GBP/0D/1D/7Y IR_SWAP/RATE/GBP/0D/1D/8Y IR_SWAP/RATE/GBP/0D/1D/9Y IR_SWAP/RATE/GBP/0D/1D/10Y IR_SWAP/RATE/GBP/0D/1D/15Y IR_SWAP/RATE/GBP/0D/1D/20Y IR_SWAP/RATE/GBP/0D/1D/25Y IR_SWAP/RATE/GBP/0D/1D/30Y IR_SWAP/RATE/GBP/0D/1D/40Y IR_SWAP/RATE/GBP/0D/1D/50Y GBP-OIS-CONVENTIONS GBP1D USD3M USD USD1D Deposit MM/RATE/USD/2D/1W MM/RATE/USD/2D/1M MM/RATE/USD/2D/2M MM/RATE/USD/2D/3M USD-LIBOR-CONVENTIONS USD3M FRA FRA/RATE/USD/3M/3M FRA/RATE/USD/6M/3M FRA/RATE/USD/9M/3M FRA/RATE/USD/1Y/3M USD-3M-FRA-CONVENTIONS USD3M 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 USD-3M-SWAP-CONVENTIONS USD3M USD1D USD discount curve bootstrapped from FED FUNDS swap rates USD USD1D Deposit MM/RATE/USD/0D/1D USD-FED-FUNDS-CONVENTIONS OIS IR_SWAP/RATE/USD/2D/1D/1M IR_SWAP/RATE/USD/2D/1D/3M IR_SWAP/RATE/USD/2D/1D/6M IR_SWAP/RATE/USD/2D/1D/9M IR_SWAP/RATE/USD/2D/1D/1Y IR_SWAP/RATE/USD/2D/1D/1Y3M IR_SWAP/RATE/USD/2D/1D/1Y6M IR_SWAP/RATE/USD/2D/1D/1Y9M IR_SWAP/RATE/USD/2D/1D/2Y IR_SWAP/RATE/USD/2D/1D/3Y IR_SWAP/RATE/USD/2D/1D/4Y IR_SWAP/RATE/USD/2D/1D/5Y IR_SWAP/RATE/USD/2D/1D/7Y IR_SWAP/RATE/USD/2D/1D/10Y IR_SWAP/RATE/USD/2D/1D/12Y IR_SWAP/RATE/USD/2D/1D/15Y IR_SWAP/RATE/USD/2D/1D/20Y IR_SWAP/RATE/USD/2D/1D/25Y IR_SWAP/RATE/USD/2D/1D/30Y USD-OIS-CONVENTIONS Discount LogLinear A365 0.000000000001 GBP-IN-EUR GBP collateralized in EUR discount curve GBP Discount Ratio EUR1D GBP-IN-USD EUR-IN-USD