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• SwapIndexData.csv

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META-INF.com.opengamma.strata.config.base.SwapIndexData.csv Maven / Gradle / Ivy

Name,Active,Convention,Tenor,FixingTime,FixingZone
,,,,,
USD-LIBOR-1100-1Y,TRUE,USD-FIXED-6M-LIBOR-3M,1Y,11:00,America/New_York
USD-LIBOR-1100-2Y,TRUE,USD-FIXED-6M-LIBOR-3M,2Y,11:00,America/New_York
USD-LIBOR-1100-3Y,TRUE,USD-FIXED-6M-LIBOR-3M,3Y,11:00,America/New_York
USD-LIBOR-1100-4Y,TRUE,USD-FIXED-6M-LIBOR-3M,4Y,11:00,America/New_York
USD-LIBOR-1100-5Y,TRUE,USD-FIXED-6M-LIBOR-3M,5Y,11:00,America/New_York
USD-LIBOR-1100-6Y,TRUE,USD-FIXED-6M-LIBOR-3M,6Y,11:00,America/New_York
USD-LIBOR-1100-7Y,TRUE,USD-FIXED-6M-LIBOR-3M,7Y,11:00,America/New_York
USD-LIBOR-1100-8Y,TRUE,USD-FIXED-6M-LIBOR-3M,8Y,11:00,America/New_York
USD-LIBOR-1100-9Y,TRUE,USD-FIXED-6M-LIBOR-3M,9Y,11:00,America/New_York
USD-LIBOR-1100-10Y,TRUE,USD-FIXED-6M-LIBOR-3M,10Y,11:00,America/New_York
USD-LIBOR-1100-15Y,TRUE,USD-FIXED-6M-LIBOR-3M,15Y,11:00,America/New_York
USD-LIBOR-1100-20Y,TRUE,USD-FIXED-6M-LIBOR-3M,20Y,11:00,America/New_York
USD-LIBOR-1100-30Y,TRUE,USD-FIXED-6M-LIBOR-3M,30Y,11:00,America/New_York
USD-LIBOR-1500-1Y,TRUE,USD-FIXED-6M-LIBOR-3M,1Y,15:00,America/New_York
,,,,,
EUR-EURIBOR-1100-1Y,TRUE,EUR-FIXED-1Y-EURIBOR-3M,1Y,11:00,Europe/Berlin
EUR-EURIBOR-1100-2Y,TRUE,EUR-FIXED-1Y-EURIBOR-6M,2Y,11:00,Europe/Berlin
EUR-EURIBOR-1100-3Y,TRUE,EUR-FIXED-1Y-EURIBOR-6M,3Y,11:00,Europe/Berlin
EUR-EURIBOR-1100-4Y,TRUE,EUR-FIXED-1Y-EURIBOR-6M,4Y,11:00,Europe/Berlin
EUR-EURIBOR-1100-5Y,TRUE,EUR-FIXED-1Y-EURIBOR-6M,5Y,11:00,Europe/Berlin
EUR-EURIBOR-1100-6Y,TRUE,EUR-FIXED-1Y-EURIBOR-6M,6Y,11:00,Europe/Berlin
EUR-EURIBOR-1100-7Y,TRUE,EUR-FIXED-1Y-EURIBOR-6M,7Y,11:00,Europe/Berlin
EUR-EURIBOR-1100-8Y,TRUE,EUR-FIXED-1Y-EURIBOR-6M,8Y,11:00,Europe/Berlin
EUR-EURIBOR-1100-9Y,TRUE,EUR-FIXED-1Y-EURIBOR-6M,9Y,11:00,Europe/Berlin
EUR-EURIBOR-1100-10Y,TRUE,EUR-FIXED-1Y-EURIBOR-6M,10Y,11:00,Europe/Berlin
EUR-EURIBOR-1100-12Y,TRUE,EUR-FIXED-1Y-EURIBOR-6M,12Y,11:00,Europe/Berlin
EUR-EURIBOR-1100-15Y,TRUE,EUR-FIXED-1Y-EURIBOR-6M,15Y,11:00,Europe/Berlin
EUR-EURIBOR-1100-20Y,TRUE,EUR-FIXED-1Y-EURIBOR-6M,20Y,11:00,Europe/Berlin
EUR-EURIBOR-1100-25Y,TRUE,EUR-FIXED-1Y-EURIBOR-6M,25Y,11:00,Europe/Berlin
EUR-EURIBOR-1100-30Y,TRUE,EUR-FIXED-1Y-EURIBOR-6M,30Y,11:00,Europe/Berlin
,,,,,
EUR-EURIBOR-1200-1Y,TRUE,EUR-FIXED-1Y-EURIBOR-3M,1Y,12:00,Europe/Berlin
EUR-EURIBOR-1200-2Y,TRUE,EUR-FIXED-1Y-EURIBOR-6M,2Y,12:00,Europe/Berlin
EUR-EURIBOR-1200-3Y,TRUE,EUR-FIXED-1Y-EURIBOR-6M,3Y,12:00,Europe/Berlin
EUR-EURIBOR-1200-4Y,TRUE,EUR-FIXED-1Y-EURIBOR-6M,4Y,12:00,Europe/Berlin
EUR-EURIBOR-1200-5Y,TRUE,EUR-FIXED-1Y-EURIBOR-6M,5Y,12:00,Europe/Berlin
EUR-EURIBOR-1200-6Y,TRUE,EUR-FIXED-1Y-EURIBOR-6M,6Y,12:00,Europe/Berlin
EUR-EURIBOR-1200-7Y,TRUE,EUR-FIXED-1Y-EURIBOR-6M,7Y,12:00,Europe/Berlin
EUR-EURIBOR-1200-8Y,TRUE,EUR-FIXED-1Y-EURIBOR-6M,8Y,12:00,Europe/Berlin
EUR-EURIBOR-1200-9Y,TRUE,EUR-FIXED-1Y-EURIBOR-6M,9Y,12:00,Europe/Berlin
EUR-EURIBOR-1200-10Y,TRUE,EUR-FIXED-1Y-EURIBOR-6M,10Y,12:00,Europe/Berlin
EUR-EURIBOR-1200-12Y,TRUE,EUR-FIXED-1Y-EURIBOR-6M,12Y,12:00,Europe/Berlin
EUR-EURIBOR-1200-15Y,TRUE,EUR-FIXED-1Y-EURIBOR-6M,15Y,12:00,Europe/Berlin
EUR-EURIBOR-1200-20Y,TRUE,EUR-FIXED-1Y-EURIBOR-6M,20Y,12:00,Europe/Berlin
EUR-EURIBOR-1200-25Y,TRUE,EUR-FIXED-1Y-EURIBOR-6M,25Y,12:00,Europe/Berlin
EUR-EURIBOR-1200-30Y,TRUE,EUR-FIXED-1Y-EURIBOR-6M,30Y,12:00,Europe/Berlin
,,,,,
GBP-LIBOR-1100-1Y,TRUE,GBP-FIXED-1Y-LIBOR-3M,1Y,11:00,Europe/London
GBP-LIBOR-1100-2Y,TRUE,GBP-FIXED-6M-LIBOR-6M,2Y,11:00,Europe/London
GBP-LIBOR-1100-3Y,TRUE,GBP-FIXED-6M-LIBOR-6M,3Y,11:00,Europe/London
GBP-LIBOR-1100-4Y,TRUE,GBP-FIXED-6M-LIBOR-6M,4Y,11:00,Europe/London
GBP-LIBOR-1100-5Y,TRUE,GBP-FIXED-6M-LIBOR-6M,5Y,11:00,Europe/London
GBP-LIBOR-1100-6Y,TRUE,GBP-FIXED-6M-LIBOR-6M,6Y,11:00,Europe/London
GBP-LIBOR-1100-7Y,TRUE,GBP-FIXED-6M-LIBOR-6M,7Y,11:00,Europe/London
GBP-LIBOR-1100-8Y,TRUE,GBP-FIXED-6M-LIBOR-6M,8Y,11:00,Europe/London
GBP-LIBOR-1100-9Y,TRUE,GBP-FIXED-6M-LIBOR-6M,9Y,11:00,Europe/London
GBP-LIBOR-1100-10Y,TRUE,GBP-FIXED-6M-LIBOR-6M,10Y,11:00,Europe/London
GBP-LIBOR-1100-12Y,TRUE,GBP-FIXED-6M-LIBOR-6M,12Y,11:00,Europe/London
GBP-LIBOR-1100-15Y,TRUE,GBP-FIXED-6M-LIBOR-6M,15Y,11:00,Europe/London
GBP-LIBOR-1100-20Y,TRUE,GBP-FIXED-6M-LIBOR-6M,20Y,11:00,Europe/London
GBP-LIBOR-1100-25Y,TRUE,GBP-FIXED-6M-LIBOR-6M,25Y,11:00,Europe/London
GBP-LIBOR-1100-30Y,TRUE,GBP-FIXED-6M-LIBOR-6M,30Y,11:00,Europe/London
,,,,,
GBP-SONIA-1100-1Y,TRUE,GBP-FIXED-1Y-SONIA-OIS,1Y,11:00,Europe/London
GBP-SONIA-1100-2Y,TRUE,GBP-FIXED-1Y-SONIA-OIS,2Y,11:00,Europe/London
GBP-SONIA-1100-3Y,TRUE,GBP-FIXED-1Y-SONIA-OIS,3Y,11:00,Europe/London
GBP-SONIA-1100-4Y,TRUE,GBP-FIXED-1Y-SONIA-OIS,4Y,11:00,Europe/London
GBP-SONIA-1100-5Y,TRUE,GBP-FIXED-1Y-SONIA-OIS,5Y,11:00,Europe/London
GBP-SONIA-1100-6Y,TRUE,GBP-FIXED-1Y-SONIA-OIS,6Y,11:00,Europe/London
GBP-SONIA-1100-7Y,TRUE,GBP-FIXED-1Y-SONIA-OIS,7Y,11:00,Europe/London
GBP-SONIA-1100-8Y,TRUE,GBP-FIXED-1Y-SONIA-OIS,8Y,11:00,Europe/London
GBP-SONIA-1100-9Y,TRUE,GBP-FIXED-1Y-SONIA-OIS,9Y,11:00,Europe/London
GBP-SONIA-1100-10Y,TRUE,GBP-FIXED-1Y-SONIA-OIS,10Y,11:00,Europe/London
GBP-SONIA-1100-12Y,TRUE,GBP-FIXED-1Y-SONIA-OIS,12Y,11:00,Europe/London
GBP-SONIA-1100-15Y,TRUE,GBP-FIXED-1Y-SONIA-OIS,15Y,11:00,Europe/London
GBP-SONIA-1100-20Y,TRUE,GBP-FIXED-1Y-SONIA-OIS,20Y,11:00,Europe/London
GBP-SONIA-1100-25Y,TRUE,GBP-FIXED-1Y-SONIA-OIS,25Y,11:00,Europe/London
GBP-SONIA-1100-30Y,TRUE,GBP-FIXED-1Y-SONIA-OIS,30Y,11:00,Europe/London
,,,,,
USD-SOFR-1100-1Y,TRUE,USD-FIXED-1Y-SOFR-OIS,1Y,11:00,America/New_York
USD-SOFR-1100-2Y,TRUE,USD-FIXED-1Y-SOFR-OIS,2Y,11:00,America/New_York
USD-SOFR-1100-3Y,TRUE,USD-FIXED-1Y-SOFR-OIS,3Y,11:00,America/New_York
USD-SOFR-1100-4Y,TRUE,USD-FIXED-1Y-SOFR-OIS,4Y,11:00,America/New_York
USD-SOFR-1100-5Y,TRUE,USD-FIXED-1Y-SOFR-OIS,5Y,11:00,America/New_York
USD-SOFR-1100-6Y,TRUE,USD-FIXED-1Y-SOFR-OIS,6Y,11:00,America/New_York
USD-SOFR-1100-7Y,TRUE,USD-FIXED-1Y-SOFR-OIS,7Y,11:00,America/New_York
USD-SOFR-1100-8Y,TRUE,USD-FIXED-1Y-SOFR-OIS,8Y,11:00,America/New_York
USD-SOFR-1100-9Y,TRUE,USD-FIXED-1Y-SOFR-OIS,9Y,11:00,America/New_York
USD-SOFR-1100-10Y,TRUE,USD-FIXED-1Y-SOFR-OIS,10Y,11:00,America/New_York
USD-SOFR-1100-15Y,TRUE,USD-FIXED-1Y-SOFR-OIS,15Y,11:00,America/New_York
USD-SOFR-1100-20Y,TRUE,USD-FIXED-1Y-SOFR-OIS,20Y,11:00,America/New_York
USD-SOFR-1100-30Y,TRUE,USD-FIXED-1Y-SOFR-OIS,30Y,11:00,America/New_York
,,,,,
JPY-TONA-1030-1Y,TRUE,JPY-FIXED-1Y-TONAR-OIS,1Y,10:30,Asia/Tokyo
JPY-TONA-1030-18M,TRUE,JPY-FIXED-1Y-TONAR-OIS,18M,10:30,Asia/Tokyo
JPY-TONA-1030-2Y,TRUE,JPY-FIXED-1Y-TONAR-OIS,2Y,10:30,Asia/Tokyo
JPY-TONA-1030-3Y,TRUE,JPY-FIXED-1Y-TONAR-OIS,3Y,10:30,Asia/Tokyo
JPY-TONA-1030-4Y,TRUE,JPY-FIXED-1Y-TONAR-OIS,4Y,10:30,Asia/Tokyo
JPY-TONA-1030-5Y,TRUE,JPY-FIXED-1Y-TONAR-OIS,5Y,10:30,Asia/Tokyo
JPY-TONA-1030-6Y,TRUE,JPY-FIXED-1Y-TONAR-OIS,6Y,10:30,Asia/Tokyo
JPY-TONA-1030-7Y,TRUE,JPY-FIXED-1Y-TONAR-OIS,7Y,10:30,Asia/Tokyo
JPY-TONA-1030-8Y,TRUE,JPY-FIXED-1Y-TONAR-OIS,8Y,10:30,Asia/Tokyo
JPY-TONA-1030-9Y,TRUE,JPY-FIXED-1Y-TONAR-OIS,9Y,10:30,Asia/Tokyo
JPY-TONA-1030-10Y,TRUE,JPY-FIXED-1Y-TONAR-OIS,10Y,10:30,Asia/Tokyo
JPY-TONA-1030-12Y,TRUE,JPY-FIXED-1Y-TONAR-OIS,12Y,10:30,Asia/Tokyo
JPY-TONA-1030-15Y,TRUE,JPY-FIXED-1Y-TONAR-OIS,15Y,10:30,Asia/Tokyo
JPY-TONA-1030-20Y,TRUE,JPY-FIXED-1Y-TONAR-OIS,20Y,10:30,Asia/Tokyo
JPY-TONA-1030-25Y,TRUE,JPY-FIXED-1Y-TONAR-OIS,25Y,10:30,Asia/Tokyo
JPY-TONA-1030-30Y,TRUE,JPY-FIXED-1Y-TONAR-OIS,30Y,10:30,Asia/Tokyo
JPY-TONA-1030-40Y,TRUE,JPY-FIXED-1Y-TONAR-OIS,40Y,10:30,Asia/Tokyo
,,,,,
JPY-TONA-1530-1Y,TRUE,JPY-FIXED-1Y-TONAR-OIS,1Y,15:30,Asia/Tokyo
JPY-TONA-1530-18M,TRUE,JPY-FIXED-1Y-TONAR-OIS,18M,15:30,Asia/Tokyo
JPY-TONA-1530-2Y,TRUE,JPY-FIXED-1Y-TONAR-OIS,2Y,15:30,Asia/Tokyo
JPY-TONA-1530-3Y,TRUE,JPY-FIXED-1Y-TONAR-OIS,3Y,15:30,Asia/Tokyo
JPY-TONA-1530-4Y,TRUE,JPY-FIXED-1Y-TONAR-OIS,4Y,15:30,Asia/Tokyo
JPY-TONA-1530-5Y,TRUE,JPY-FIXED-1Y-TONAR-OIS,5Y,15:30,Asia/Tokyo
JPY-TONA-1530-6Y,TRUE,JPY-FIXED-1Y-TONAR-OIS,6Y,15:30,Asia/Tokyo
JPY-TONA-1530-7Y,TRUE,JPY-FIXED-1Y-TONAR-OIS,7Y,15:30,Asia/Tokyo
JPY-TONA-1530-8Y,TRUE,JPY-FIXED-1Y-TONAR-OIS,8Y,15:30,Asia/Tokyo
JPY-TONA-1530-9Y,TRUE,JPY-FIXED-1Y-TONAR-OIS,9Y,15:30,Asia/Tokyo
JPY-TONA-1530-10Y,TRUE,JPY-FIXED-1Y-TONAR-OIS,10Y,15:30,Asia/Tokyo
JPY-TONA-1530-12Y,TRUE,JPY-FIXED-1Y-TONAR-OIS,12Y,15:30,Asia/Tokyo
JPY-TONA-1530-15Y,TRUE,JPY-FIXED-1Y-TONAR-OIS,15Y,15:30,Asia/Tokyo
JPY-TONA-1530-20Y,TRUE,JPY-FIXED-1Y-TONAR-OIS,20Y,15:30,Asia/Tokyo
JPY-TONA-1530-25Y,TRUE,JPY-FIXED-1Y-TONAR-OIS,25Y,15:30,Asia/Tokyo
JPY-TONA-1530-30Y,TRUE,JPY-FIXED-1Y-TONAR-OIS,30Y,15:30,Asia/Tokyo