EURUSD Euro United States Dollar volatility surface Smile BFRR Cubic 10, 25 EUR-USD-FXOPTION 1M,3M,6M,1Y,2Y,3Y,5Y,10Y FX/EUR/USD Yield/EUR/EUR-ESTER Yield/USD/USD-IN-EUR JoinHolidays(TARGET, US settlement) Actual/365 (Fixed) EUR EUR normal swaption volatilities Smile Normal Normal Flat Actual/365 (Fixed) TARGET Following 1M, 2M, 3M, 6M, 9M, 1Y, 18M, 2Y, 3Y, 4Y, 5Y, 6Y, 7Y, 8Y, 9Y, 10Y, 15Y, 20Y, 25Y, 30Y 1Y, 2Y, 3Y, 4Y, 5Y, 6Y, 7Y, 8Y, 9Y, 10Y, 15Y, 20Y, 25Y, 30Y EUR-CMS-1Y EUR-CMS-30Y 3M, 6M, 9M, 1Y, 18M, 2Y, 3Y, 4Y, 5Y, 7Y, 10Y, 15Y, 20Y, 25Y, 30Y 2Y, 5Y, 10Y, 15Y, 20Y, 25Y, 30Y -0.1, -0.05, -0.04, -0.03, -0.02, -0.015, -0.01, -0.0075, -0.005, -0.0025, -0.00125, 0.00125, 0.0025, 0.005, 0.0075, 0.01, 0.015, 0.02, 0.03, 0.04, 0.05, 0.1 USD-SOFR USD-SOFR normal swaption volatilities Smile Normal Normal Flat Actual/365 (Fixed) JoinHolidays(US settlement, UK settlement) Following 1M, 3M, 6M, 9M, 1Y, 18M, 2Y, 3Y, 4Y, 5Y, 6Y, 7Y, 8Y, 9Y, 10Y, 15Y, 20Y, 25Y, 30Y 1Y, 2Y, 3Y, 4Y, 5Y, 6Y, 7Y, 8Y, 9Y, 10Y, 15Y, 20Y, 25Y, 30Y USD-CMS-SOFR-1Y USD-CMS-SOFR-30Y 1M, 3M, 6M, 9M, 1Y, 2Y, 3Y, 5Y, 7Y, 10Y, 15Y, 20Y, 25Y, 30Y 1Y, 2Y, 5Y, 10Y, 15Y, 20Y, 30Y -0.04, -0.03, -0.02, -0.015, -0.01, -0.0075, -0.005, -0.0025, 0.0025, 0.005, 0.0075, 0.01, 0.015, 0.02, 0.03, 0.04 SOFR EUR-ESTER EUR ESTER discount curve bootstrapped from OIS swap rates EUR EUR-ESTER Deposit MM/RATE/EUR/ESTER/0D/1D EUR-ON-DEPOSIT-ESTER LastRelevantPillarDate 0 1 OIS IR_SWAP/RATE/EUR/ESTER/2D/1D/1W IR_SWAP/RATE/EUR/ESTER/2D/1D/2W IR_SWAP/RATE/EUR/ESTER/2D/1D/3W IR_SWAP/RATE/EUR/ESTER/2D/1D/1M IR_SWAP/RATE/EUR/ESTER/2D/1D/2M IR_SWAP/RATE/EUR/ESTER/2D/1D/3M IR_SWAP/RATE/EUR/ESTER/2D/1D/4M IR_SWAP/RATE/EUR/ESTER/2D/1D/5M IR_SWAP/RATE/EUR/ESTER/2D/1D/6M IR_SWAP/RATE/EUR/ESTER/2D/1D/7M IR_SWAP/RATE/EUR/ESTER/2D/1D/8M IR_SWAP/RATE/EUR/ESTER/2D/1D/9M IR_SWAP/RATE/EUR/ESTER/2D/1D/10M IR_SWAP/RATE/EUR/ESTER/2D/1D/11M IR_SWAP/RATE/EUR/ESTER/2D/1D/1Y IR_SWAP/RATE/EUR/ESTER/2D/1D/15M IR_SWAP/RATE/EUR/ESTER/2D/1D/18M IR_SWAP/RATE/EUR/ESTER/2D/1D/21M IR_SWAP/RATE/EUR/ESTER/2D/1D/2Y IR_SWAP/RATE/EUR/ESTER/2D/1D/3Y IR_SWAP/RATE/EUR/ESTER/2D/1D/4Y IR_SWAP/RATE/EUR/ESTER/2D/1D/5Y IR_SWAP/RATE/EUR/ESTER/2D/1D/6Y IR_SWAP/RATE/EUR/ESTER/2D/1D/7Y IR_SWAP/RATE/EUR/ESTER/2D/1D/8Y IR_SWAP/RATE/EUR/ESTER/2D/1D/9Y IR_SWAP/RATE/EUR/ESTER/2D/1D/10Y IR_SWAP/RATE/EUR/ESTER/2D/1D/11Y IR_SWAP/RATE/EUR/ESTER/2D/1D/12Y IR_SWAP/RATE/EUR/ESTER/2D/1D/15Y IR_SWAP/RATE/EUR/ESTER/2D/1D/20Y IR_SWAP/RATE/EUR/ESTER/2D/1D/25Y IR_SWAP/RATE/EUR/ESTER/2D/1D/30Y IR_SWAP/RATE/EUR/ESTER/2D/1D/40Y IR_SWAP/RATE/EUR/ESTER/2D/1D/50Y IR_SWAP/RATE/EUR/ESTER/2D/1D/60Y EUR-ESTER-OIS LastRelevantPillarDate 0 1 Discount LogLinear 1 A365 0.0000000000010000 true 0.0000000000010000 0.0000000000010000 false 5 2 2 10 EUR-EURIBOR-3M EUR EURIBOR 3M Index Curve EUR EUR-ESTER Deposit MM/RATE/EUR/2D/3M EUR-DEPOSIT LastRelevantPillarDate 0 1 Future MM_FUTURE/PRICE/EUR/2024-07/XICE:FEI/3M MM_FUTURE/PRICE/EUR/2024-08/XICE:FEI/3M MM_FUTURE/PRICE/EUR/2024-09/XICE:FEI/3M MM_FUTURE/PRICE/EUR/2024-10/XICE:FEI/3M MM_FUTURE/PRICE/EUR/2024-11/XICE:FEI/3M MM_FUTURE/PRICE/EUR/2024-12/XICE:FEI/3M MM_FUTURE/PRICE/EUR/2025-03/XICE:FEI/3M MM_FUTURE/PRICE/EUR/2025-06/XICE:FEI/3M MM_FUTURE/PRICE/EUR/2025-09/XICE:FEI/3M MM_FUTURE/PRICE/EUR/2025-12/XICE:FEI/3M EURIBOR-3M-FUTURES LastRelevantPillarDate 0 1 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/30Y IR_SWAP/RATE/EUR/2D/3M/40Y IR_SWAP/RATE/EUR/2D/3M/50Y IR_SWAP/RATE/EUR/2D/3M/60Y EUR-EURIBOR-3M-SWAP LastRelevantPillarDate 0 1 EUR-EURIBOR-3M Discount LogLinear 1 A365 0.0000000000010000 true 0.0000000000010000 0.0000000000010000 false 5 2 2 10 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