EUR-EONIA EUR discount curve bootstrapped from OIS swap rates EUR EUR-EONIA Deposit MM/RATE/EUR/0D/1D EUR-ON-DEPOSIT OIS IR_SWAP/RATE/EUR/2D/1D/1W IR_SWAP/RATE/EUR/2D/1D/2W IR_SWAP/RATE/EUR/2D/1D/3W 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/15M IR_SWAP/RATE/EUR/2D/1D/18M IR_SWAP/RATE/EUR/2D/1D/21M 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/11Y 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 Discount LogLinear A365 0.0000000000010000 true 0.0000000000010000 0.0000000000010000 false 5 2 2 10 EUR-ESTER ESTER curve as spread over Eonia EUR Zero Spread ZERO/YIELD_SPREAD/EUR/Ester_Eonia_Spread/A365/1D ZERO/YIELD_SPREAD/EUR/Ester_Eonia_Spread/A365/50Y EUR-ZERO-TENOR-BASED EUR-EONIA Discount LogLinear A365 0.0000000000010000 true 0.0000000000010000 0.0000000000010000 false 5 2 2 10 EUR-EURIBOR-3M EUR EURIBOR 3M Index Curve EUR EUR-EONIA Deposit MM/RATE/EUR/2D/3M EUR-DEPOSIT 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/7M/3M FRA/RATE/EUR/8M/3M FRA/RATE/EUR/9M/3M FRA/RATE/EUR/12M/3M FRA/RATE/EUR/15M/3M FRA/RATE/EUR/18M/3M EUR-3M-FRA EUR-EURIBOR-3M Tenor Basis Two Swaps BASIS_SWAP/BASIS_SPREAD/3M/6M/EUR/2Y BASIS_SWAP/BASIS_SPREAD/3M/6M/EUR/3Y BASIS_SWAP/BASIS_SPREAD/3M/6M/EUR/4Y BASIS_SWAP/BASIS_SPREAD/3M/6M/EUR/5Y BASIS_SWAP/BASIS_SPREAD/3M/6M/EUR/6Y BASIS_SWAP/BASIS_SPREAD/3M/6M/EUR/7Y BASIS_SWAP/BASIS_SPREAD/3M/6M/EUR/8Y BASIS_SWAP/BASIS_SPREAD/3M/6M/EUR/9Y BASIS_SWAP/BASIS_SPREAD/3M/6M/EUR/10Y BASIS_SWAP/BASIS_SPREAD/3M/6M/EUR/12Y BASIS_SWAP/BASIS_SPREAD/3M/6M/EUR/15Y BASIS_SWAP/BASIS_SPREAD/3M/6M/EUR/20Y BASIS_SWAP/BASIS_SPREAD/3M/6M/EUR/25Y BASIS_SWAP/BASIS_SPREAD/3M/6M/EUR/30Y EURIBOR-3M-6M-BASIS EUR-EURIBOR-6M EUR-EURIBOR-3M Discount LogLinear A365 0.0000000000010000 true 0.0000000000010000 0.0000000000010000 false 5 2 2 10 EUR-EURIBOR-6M EUR EURIBOR 6M Index Curve EUR EUR-EONIA Deposit MM/RATE/EUR/2D/6M EUR-DEPOSIT FRA FRA/RATE/EUR/1M/6M FRA/RATE/EUR/2M/6M FRA/RATE/EUR/3M/6M FRA/RATE/EUR/4M/6M FRA/RATE/EUR/5M/6M FRA/RATE/EUR/6M/6M FRA/RATE/EUR/9M/6M FRA/RATE/EUR/12M/6M EUR-6M-FRA EUR-EURIBOR-6M Swap IR_SWAP/RATE/EUR/2D/6M/2Y IR_SWAP/RATE/EUR/2D/6M/3Y IR_SWAP/RATE/EUR/2D/6M/4Y IR_SWAP/RATE/EUR/2D/6M/5Y IR_SWAP/RATE/EUR/2D/6M/6Y IR_SWAP/RATE/EUR/2D/6M/7Y IR_SWAP/RATE/EUR/2D/6M/8Y IR_SWAP/RATE/EUR/2D/6M/9Y IR_SWAP/RATE/EUR/2D/6M/10Y IR_SWAP/RATE/EUR/2D/6M/12Y IR_SWAP/RATE/EUR/2D/6M/15Y IR_SWAP/RATE/EUR/2D/6M/20Y IR_SWAP/RATE/EUR/2D/6M/25Y IR_SWAP/RATE/EUR/2D/6M/30Y IR_SWAP/RATE/EUR/2D/6M/40Y IR_SWAP/RATE/EUR/2D/6M/50Y EUR-EURIBOR-6M-SWAP EUR-EURIBOR-6M Discount LogLinear A365 0.0000000000010000 true 0.0000000000010000 0.0000000000010000 false 5 2 2 10 EUR-IN-USD EUR collateralised in USD discount curve EUR FX Forward FXFWD/RATE/EUR/USD/1W FXFWD/RATE/EUR/USD/2W FXFWD/RATE/EUR/USD/3W FXFWD/RATE/EUR/USD/1M FXFWD/RATE/EUR/USD/2M FXFWD/RATE/EUR/USD/3M FXFWD/RATE/EUR/USD/4M FXFWD/RATE/EUR/USD/5M FXFWD/RATE/EUR/USD/6M FXFWD/RATE/EUR/USD/7M FXFWD/RATE/EUR/USD/8M FXFWD/RATE/EUR/USD/9M FXFWD/RATE/EUR/USD/10M FXFWD/RATE/EUR/USD/11M FXFWD/RATE/EUR/USD/1Y FXFWD/RATE/EUR/USD/15M FXFWD/RATE/EUR/USD/18M FXFWD/RATE/EUR/USD/21M EUR-USD-FX USD-FedFunds 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/6Y CC_BASIS_SWAP/BASIS_SPREAD/USD/3M/EUR/3M/7Y CC_BASIS_SWAP/BASIS_SPREAD/USD/3M/EUR/3M/8Y CC_BASIS_SWAP/BASIS_SPREAD/USD/3M/EUR/3M/9Y CC_BASIS_SWAP/BASIS_SPREAD/USD/3M/EUR/3M/10Y CC_BASIS_SWAP/BASIS_SPREAD/USD/3M/EUR/3M/12Y 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/25Y CC_BASIS_SWAP/BASIS_SPREAD/USD/3M/EUR/3M/30Y EUR-USD-XCCY-BASIS USD-FedFunds FX/RATE/EUR/USD EUR-EURIBOR-3M USD-LIBOR-3M Discount LogLinear A365 0.0000000000010000 true 0.0000000000010000 0.0000000000010000 false 5 2 2 10 USD-FedFunds USD discount curve bootstrapped from FED FUNDS swap rates USD USD-FedFunds Deposit MM/RATE/USD/0D/1D USD-ON-DEPOSIT 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-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/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 Discount LogLinear A365F 0.0000000000010000 true 0.0000000000010000 0.0000000000010000 false 5 2 2 10 USD-IN-EUR USD collateralised in EUR discount curve USD FX Forward FXFWD/RATE/EUR/USD/1W FXFWD/RATE/EUR/USD/2W FXFWD/RATE/EUR/USD/3W FXFWD/RATE/EUR/USD/1M FXFWD/RATE/EUR/USD/2M FXFWD/RATE/EUR/USD/3M FXFWD/RATE/EUR/USD/4M FXFWD/RATE/EUR/USD/5M FXFWD/RATE/EUR/USD/6M FXFWD/RATE/EUR/USD/7M FXFWD/RATE/EUR/USD/8M FXFWD/RATE/EUR/USD/9M FXFWD/RATE/EUR/USD/10M FXFWD/RATE/EUR/USD/11M FXFWD/RATE/EUR/USD/1Y FXFWD/RATE/EUR/USD/15M FXFWD/RATE/EUR/USD/18M FXFWD/RATE/EUR/USD/21M EUR-USD-FX EUR-EONIA 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/6Y CC_BASIS_SWAP/BASIS_SPREAD/USD/3M/EUR/3M/7Y CC_BASIS_SWAP/BASIS_SPREAD/USD/3M/EUR/3M/8Y CC_BASIS_SWAP/BASIS_SPREAD/USD/3M/EUR/3M/9Y CC_BASIS_SWAP/BASIS_SPREAD/USD/3M/EUR/3M/10Y CC_BASIS_SWAP/BASIS_SPREAD/USD/3M/EUR/3M/12Y 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/25Y CC_BASIS_SWAP/BASIS_SPREAD/USD/3M/EUR/3M/30Y EUR-USD-XCCY-BASIS EUR-EONIA FX/RATE/EUR/USD USD-LIBOR-3M EUR-EURIBOR-3M Discount LogLinear A365 0.0000000000010000 true 0.0000000000010000 0.0000000000010000 false 5 2 2 10 USD-LIBOR-3M USD LIBOR 3M Index Curve USD USD-FedFunds Deposit MM/RATE/USD/2D/3M USD-DEPOSIT FRA FRA/RATE/USD/1M/3M FRA/RATE/USD/2M/3M FRA/RATE/USD/3M/3M FRA/RATE/USD/4M/3M FRA/RATE/USD/5M/3M FRA/RATE/USD/6M/3M FRA/RATE/USD/7M/3M FRA/RATE/USD/8M/3M FRA/RATE/USD/9M/3M USD-3M-FRA 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 IR_SWAP/RATE/USD/2D/3M/40Y IR_SWAP/RATE/USD/2D/3M/50Y USD-LIBOR-3M-SWAP USD-LIBOR-3M Discount LogLinear A365 0.0000000000010000 true 0.0000000000010000 0.0000000000010000 false 5 2 2 10 USD-LIBOR-6M USD LIBOR 6M Index Curve USD USD-FedFunds Deposit MM/RATE/USD/2D/6M USD-DEPOSIT FRA FRA/RATE/USD/1M/6M FRA/RATE/USD/2M/6M FRA/RATE/USD/3M/6M FRA/RATE/USD/4M/6M FRA/RATE/USD/5M/6M FRA/RATE/USD/6M/6M FRA/RATE/USD/9M/6M FRA/RATE/USD/12M/6M USD-6M-FRA USD-LIBOR-6M Tenor Basis Swap BASIS_SWAP/BASIS_SPREAD/3M/6M/USD/2Y BASIS_SWAP/BASIS_SPREAD/3M/6M/USD/3Y BASIS_SWAP/BASIS_SPREAD/3M/6M/USD/4Y BASIS_SWAP/BASIS_SPREAD/3M/6M/USD/5Y BASIS_SWAP/BASIS_SPREAD/3M/6M/USD/6Y BASIS_SWAP/BASIS_SPREAD/3M/6M/USD/7Y BASIS_SWAP/BASIS_SPREAD/3M/6M/USD/8Y BASIS_SWAP/BASIS_SPREAD/3M/6M/USD/9Y BASIS_SWAP/BASIS_SPREAD/3M/6M/USD/10Y BASIS_SWAP/BASIS_SPREAD/3M/6M/USD/11Y BASIS_SWAP/BASIS_SPREAD/3M/6M/USD/12Y BASIS_SWAP/BASIS_SPREAD/3M/6M/USD/15Y BASIS_SWAP/BASIS_SPREAD/3M/6M/USD/20Y BASIS_SWAP/BASIS_SPREAD/3M/6M/USD/25Y BASIS_SWAP/BASIS_SPREAD/3M/6M/USD/30Y USD-LIBOR-3M-6M-BASIS USD-LIBOR-6M USD-LIBOR-3M Discount LogLinear A365 0.0000000000010000 true 0.0000000000010000 0.0000000000010000 false 5 2 2 10