USD-FedFunds USD discount curve bootstrapped from FED FUNDS swap rates USD USD-FedFunds 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 USD-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/LIBOR_FEDFUNDS/6Y IR_SWAP/RATE/USD/2D/3M/6Y BASIS_SWAP/BASIS_SPREAD/3M/1D/USD/LIBOR_FEDFUNDS/7Y IR_SWAP/RATE/USD/2D/3M/7Y BASIS_SWAP/BASIS_SPREAD/3M/1D/USD/LIBOR_FEDFUNDS/8Y IR_SWAP/RATE/USD/2D/3M/8Y BASIS_SWAP/BASIS_SPREAD/3M/1D/USD/LIBOR_FEDFUNDS/9Y IR_SWAP/RATE/USD/2D/3M/9Y BASIS_SWAP/BASIS_SPREAD/3M/1D/USD/LIBOR_FEDFUNDS/10Y IR_SWAP/RATE/USD/2D/3M/10Y BASIS_SWAP/BASIS_SPREAD/3M/1D/USD/LIBOR_FEDFUNDS/12Y IR_SWAP/RATE/USD/2D/3M/12Y BASIS_SWAP/BASIS_SPREAD/3M/1D/USD/LIBOR_FEDFUNDS/15Y IR_SWAP/RATE/USD/2D/3M/15Y BASIS_SWAP/BASIS_SPREAD/3M/1D/USD/LIBOR_FEDFUNDS/20Y IR_SWAP/RATE/USD/2D/3M/20Y BASIS_SWAP/BASIS_SPREAD/3M/1D/USD/LIBOR_FEDFUNDS/25Y IR_SWAP/RATE/USD/2D/3M/25Y BASIS_SWAP/BASIS_SPREAD/3M/1D/USD/LIBOR_FEDFUNDS/30Y IR_SWAP/RATE/USD/2D/3M/30Y USD-AVERAGE-OIS-CONVENTIONS Discount LogLinear A365 0.0000000000010000 true USD-LIBOR-3M USD USD-FedFunds Deposit MM/RATE/USD/2D/1W MM/RATE/USD/2D/1M MM/RATE/USD/2D/2M MM/RATE/USD/2D/3M USD-LIBOR-CONVENTIONS USD-LIBOR-3M 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 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 USD-3M-SWAP-CONVENTIONS USD-LIBOR-3M Discount LogLinear A365 0.0000000000010000 true USD-Prime USD discount curve bootstrapped from PRIME swap rates USD USD-FedFunds Average OIS BASIS_SWAP/BASIS_SPREAD/3M/1D/USD/LIBOR_PRIME/2Y IR_SWAP/RATE/USD/2D/3M/2Y BASIS_SWAP/BASIS_SPREAD/3M/1D/USD/LIBOR_PRIME/3Y IR_SWAP/RATE/USD/2D/3M/3Y BASIS_SWAP/BASIS_SPREAD/3M/1D/USD/LIBOR_PRIME/4Y IR_SWAP/RATE/USD/2D/3M/4Y BASIS_SWAP/BASIS_SPREAD/3M/1D/USD/LIBOR_PRIME/5Y IR_SWAP/RATE/USD/2D/3M/5Y BASIS_SWAP/BASIS_SPREAD/3M/1D/USD/LIBOR_PRIME/7Y IR_SWAP/RATE/USD/2D/3M/7Y USD-AVERAGE-Prime-CONVENTIONS Discount LogLinear A365 0.0000000000010000 true