Name of the Leg Benchmark Curve.
See BenchmarkCurveName (221) for description and valid values.
| 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 |