USD-FedFunds USD discount curve bootstrapped from FED FUNDS swap rates USD USD-FedFunds Deposit MM/RATE/USD/0D/1D USD-ON-DEPOSIT LastRelevantPillarDate 0 1 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 LastRelevantPillarDate 0 1 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 LastRelevantPillarDate 0 1 Discount LogLinear 1 A365F 0.0000000000010000 true 0.0000000000010000 0.0000000000010000 false 5 2 2 10