Name of the Leg Benchmark Curve.
See BenchmarkCurveName (22) for description and valid values.
| EONIA | = | EONIA | Added EP-1
| | [EONIA] |
| EUREPO | = | EUREPO | Added EP-1
| | [EUREPO] |
| Euribor | = | EURIBOR (deprecated use enum EURIBOR instead) Deprecated use of EURIBOR for the enumeration. | Added FIX.4.3
Updated EP132
Deprecated EP132 | | [Euribor] |
| FutureSWAP | = | FutureSWAP | Added FIX.4.3
| | [FutureSWAP] |
| LIBID | = | LIBID | Added FIX.4.3
| | [LIBID] |
| LIBOR | = | LIBOR (London Inter-Bank Offer) | Added FIX.4.3
| | [LIBOR] |
| MuniAAA | = | MuniAAA | Added FIX.4.3
| | [MuniAAA] |
| OTHER | = | OTHER | Added FIX.4.3
| | [OTHER] |
| Pfandbriefe | = | Pfandbriefe | Added FIX.4.3
| | [Pfandbriefe] |
| SONIA | = | SONIA | Added EP-1
| | [SONIA] |
| SWAP | = | SWAP | Added FIX.4.3
| | [SWAP] |
| Treasury | = | Treasury | Added FIX.4.3
| | [Treasury] |
| FEDEFF | = | US Federal Reserve fed funds effective rate US Federal Reserve fed funds effective rate or the weighted average of the actual negotiated rates banks pay each other to to borrow funds. | Added EP132
| | [FedFundRateEffective] |
| FEDOPEN | = | US fed funds target rate Fed funds target rate as determined by the US Federal Reserve Federal Open Market Committee. | Added EP132
| | [FedOpen] |
| EURIBOR | = | Euro interbank offer rate | Added EP132
| | [EURIBOR] |
| AUBSW | = | Australian Bank Bill Swap Rate | Added EP254
| | [AUBSW] |
| BUBOR | = | Budapest Bank Offered Rate | Added EP254
| | [BUBOR] |
| CDOR | = | Canadian Dollar Offered Rate | Added EP254
| | [CDOR] |
| CIBOR | = | Copenhagen Interbank Offered Rate | Added EP254
| | [CIBOR] |
| EONIASWAP | = | Euro Overnight Index Average Swap Rate | Added EP254
| | [EONIASWAP] |
| ESTR | = | Euro Short Term Rate Replaces EONIA. | Added EP254
| | [ESTR] |
| EURODOLLAR | = | Euro Dollar Rate | Added EP254
| | [EURODOLLAR] |
| EUROSWISS | = | Euro Swiss Franc Rate | Added EP254
| | [EUROSWISS] |
| GCFREPO | = | DTCC General Collateral Finance Repo Index | Added EP254
| | [GCFREPO] |
| ISDAFIX | = | ICE Swap Rate | Added EP254
| | [ISDAFIX] |
| JIBAR | = | Johannesburg Interbank Agreed Rate | Added EP254
| | [JIBAR] |
| MOSPRIM | = | Moscow Prime Offered Rate | Added EP254
| | [MOSPRIM] |
| NIBOR | = | Nigeria Three Month Interbank Rate | Added EP254
| | [NIBOR] |
| PRIBOR | = | Czech Republic Interbank Offered Rate | Added EP254
| | [PRIBOR] |
| SOFR | = | Secured Overnight Financing Rate Replaces LIBOR. | Added EP254
| | [SOFR] |
| STIBOR | = | Stockholm Interbank Offered Rate | Added EP254
| | [STIBOR] |
| TELBOR | = | Bank of Israel Interbank Offered Rate | Added EP254
| | [TELBOR] |
| TIBOR | = | Tokyo Interbank Offered Rate | Added EP254
| | [TIBOR] |
| WIBOR | = | Warsaw Interbank Offered Rate | Added EP254
| | [WIBOR] |
| AONIA | = | Reserve Bank of Australia Interbank Overnight Cash Rate Also known as AUD Overnight Index Average. | Added EP272
| | [AONIA] |
| AONIA-R | = | Realised AONIA Realised AONIA applies a compounding formula to the daily AONIA rate, to determine the compounded average rate over the prior 1 to 6 month period. (source https://www.asx.com.au/documents/products/realised-aonia-explained.pdf).
| Added EP272
| | [AONIAR] |
| BKBM | = | New Zealand Bank Bill Market Rate | Added EP272
| | [BKBM] |
| CD91D | = | Republic of Korea 90-Day Certificate of Deposit Rate | Added EP272
| | [CD19D] |
| CORRA | = | Canadian Overnight Repo Rate Average | Added EP272
| | [CORRA] |
| DIRR-TN | = | Danish Interbank Interest Rate-Tomorrow or Next | Added EP272
| | [DIRRTN] |
| EIBOR | = | Emirates Interbank Offered Rate | Added EP272
| | [EIBOR] |
| FixingRepoRate | = | China Interbank Overnight Repo Rate | Added EP272
| | [FixingRepoRate] |
| HIBOR | = | Hong Kong Interbank Offered Rate | Added EP272
| | [HIBOR] |
| IBR | = | Colombia Overnight Interbank Reference Rate | Added EP272
| | [IBR] |
| KLIBOR | = | Kuala Lumpur Interbank Offered Rate | Added EP272
| | [KLIBOR] |
| MIBOR | = | Mumbia Interbank Offered Rate | Added EP272
| | [MIBOR] |
| NZONIA | = | New Zealand Overnight Indexed Swaps (OIS) | Added EP272
| | [NZONIA] |
| PHIREF | = | Philippines Interbank Reference Rate | Added EP272
| | [PHIREF] |
| REIBOR | = | Reykjavik Interbank Offered Rate | Added EP272
| | [REIBOR] |
| SAIBOR | = | Saudi Arabian Interbank Offered Rate | Added EP272
| | [SAIBOR] |
| SARON | = | Swiss Average Rate Overnight | Added EP272
| | [SARON] |
| SORA | = | Singapore Swap Offer Rate | Added EP272
| | [SORA] |
| TLREF | = | Turkish Lira Overnight Reference Rate | Added EP272
| | [TLREF] |
| TIIE | = | Mexico Interbank Equilibrium Interest Rate | Added EP272
| | [TIIE] |
| THBFIX | = | Thai Baht Interest Rate Fixing | Added EP272
| | [THBFIX] |
| TONAR | = | Tokyo Overnight Average Rate | Added EP272
| | [TONAR] |