Name of benchmark curve. (Note tag # was reserved in FIX 4.1, added in FIX 4.3)
Code | Meaning |
---|---|
EONIA | EONIA |
EUREPO | EUREPO |
Euribor | EURIBOR (deprecated use enum EURIBOR instead) |
FutureSWAP | FutureSWAP |
LIBID | LIBID |
LIBOR | LIBOR (London Inter-Bank Offer) |
MuniAAA | MuniAAA |
OTHER | OTHER |
Pfandbriefe | Pfandbriefe |
SONIA | SONIA |
SWAP | SWAP |
Treasury | Treasury |
FEDEFF | US Federal Reserve fed funds effective rate |
FEDOPEN | US fed funds target rate |
EURIBOR | Euro interbank offer rate |
AUBSW | Australian Bank Bill Swap Rate |
BUBOR | Budapest Bank Offered Rate |
CDOR | Canadian Dollar Offered Rate |
CIBOR | Copenhagen Interbank Offered Rate |
EONIASWAP | Euro Overnight Index Average Swap Rate |
ESTR | Euro Short Term Rate |
EURODOLLAR | Euro Dollar Rate |
EUROSWISS | Euro Swiss Franc Rate |
GCFREPO | DTCC General Collateral Finance Repo Index |
ISDAFIX | ICE Swap Rate |
JIBAR | Johannesburg Interbank Agreed Rate |
MOSPRIM | Moscow Prime Offered Rate |
NIBOR | Nigeria Three Month Interbank Rate |
PRIBOR | Czech Republic Interbank Offered Rate |
SOFR | Secured Overnight Financing Rate |
STIBOR | Stockholm Interbank Offered Rate |
TELBOR | Bank of Israel Interbank Offered Rate |
TIBOR | Tokyo Interbank Offered Rate |
WIBOR | Warsaw Interbank Offered Rate |
AONIA | Reserve Bank of Australia Interbank Overnight Cash Rate |
AONIA-R | Realised AONIA |
BKBM | New Zealand Bank Bill Market Rate |
CD91D | Republic of Korea 90-Day Certificate of Deposit Rate |
CORRA | Canadian Overnight Repo Rate Average |
DIRR-TN | Danish Interbank Interest Rate-Tomorrow or Next |
EIBOR | Emirates Interbank Offered Rate |
FixingRepoRate | China Interbank Overnight Repo Rate |
HIBOR | Hong Kong Interbank Offered Rate |
IBR | Colombia Overnight Interbank Reference Rate |
KLIBOR | Kuala Lumpur Interbank Offered Rate |
MIBOR | Mumbia Interbank Offered Rate |
NZONIA | New Zealand Overnight Indexed Swaps (OIS) |
PHIREF | Philippines Interbank Reference Rate |
REIBOR | Reykjavik Interbank Offered Rate |
SAIBOR | Saudi Arabian Interbank Offered Rate |
SARON | Swiss Average Rate Overnight |
SORA | Singapore Swap Offer Rate |
TLREF | Turkish Lira Overnight Reference Rate |
TIIE | Mexico Interbank Equilibrium Interest Rate |
THBFIX | Thai Baht Interest Rate Fixing |
TONAR | Tokyo Overnight Average Rate |