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Rune Testing is a java library that is utilised by Rosetta Code Generators and models expressed in the Rosetta DSL.
<?xml version="1.0" encoding="UTF-8"?>
<gcl:CodeList xmlns:doc="http://www.fpml.org/coding-scheme/documentation" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" xmlns:gcl="http://xml.genericode.org/2004/ns/CodeList/0.2/" xsi:schemaLocation="http://xml.genericode.org/2004/ns/CodeList/0.2/ CodeList.xsd">
<Annotation>
<Description>
<doc:definition>FpML Benchmark rates</doc:definition>
<doc:publicationDate>2022-11-30</doc:publicationDate>
<doc:confidentiality>This document contains only public information.</doc:confidentiality>
</Description>
</Annotation>
<Identification>
<ShortName>benchmarkRateScheme</ShortName>
<Version>1-3</Version>
<CanonicalUri>http://www.fpml.org/coding-scheme/benchmark-rate</CanonicalUri>
<CanonicalVersionUri>http://www.fpml.org/coding-scheme/benchmark-rate-1-3</CanonicalVersionUri>
<LocationUri>http://www.fpml.org/coding-scheme/benchmark-rate-1-3.xml</LocationUri>
</Identification>
<ColumnSet>
<Column Id="Code" Use="required">
<ShortName>Code</ShortName>
<Data Type="token">
<Annotation>
<Description>
<doc:field name="Code Name">The unique string/code identifying the benchmark rate.</doc:field>
</Description>
</Annotation>
<Parameter ShortName="maxLength">63</Parameter>
</Data>
</Column>
<Column Id="Source" Use="optional">
<ShortName>Source</ShortName>
<Data Type="string"/>
</Column>
<Column Id="Description" Use="optional">
<ShortName>Description</ShortName>
<Data Type="string"/>
</Column>
<Key Id="PrimaryKey">
<ShortName>key</ShortName>
<ColumnRef Ref="Code"/>
</Key>
</ColumnSet>
<SimpleCodeList>
<Row>
<Value>
<SimpleValue>AMERIBOR</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2021 ISDA Definitions, Section 10.3 Overnight Rate
Benchmarks.</SimpleValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>AONIA</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2021 ISDA Definitions, Section 10.3 Overnight Rate
Benchmarks.</SimpleValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>CORRA</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2021 ISDA Definitions, Section 10.3 Overnight Rate
Benchmarks.</SimpleValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>CZEONIA</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2021 ISDA Definitions, Section 10.3 Overnight Rate
Benchmarks.</SimpleValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>DESTR</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2021 ISDA Definitions, Section 10.3 Overnight Rate
Benchmarks.</SimpleValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>DKK OIS</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2021 ISDA Definitions, Section 10.3 Overnight Rate
Benchmarks.</SimpleValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>EFFR</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>"EFFR" or "Fed Funds" per 2021 ISDA Definitions, Section 10.3 Overnight
Rate Benchmarks.</SimpleValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>EONIA</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2021 ISDA Definitions, Section 10.3 Overnight Rate
Benchmarks.</SimpleValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>EuroSTR</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2021 ISDA Definitions, Section 10.3 Overnight Rate
Benchmarks.</SimpleValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>HONIA</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2021 ISDA Definitions, Section 10.3 Overnight Rate
Benchmarks.</SimpleValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>HUFONIA</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2021 ISDA Definitions, Section 10.3 Overnight Rate
Benchmarks.</SimpleValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>KOFR</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2021 ISDA Definitions, Section 10.3 Overnight Rate
Benchmarks.</SimpleValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>MIBOR</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2021 ISDA Definitions, Section 10.3 Overnight Rate
Benchmarks.</SimpleValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>MYOR</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2021 ISDA Definitions, Section 10.3 Overnight Rate
Benchmarks.</SimpleValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>NOWA</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2021 ISDA Definitions, Section 10.3 Overnight Rate
Benchmarks.</SimpleValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>NZIONA</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2021 ISDA Definitions, Section 10.3 Overnight Rate
Benchmarks.</SimpleValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>POLONIA</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2021 ISDA Definitions, Section 10.3 Overnight Rate
Benchmarks.</SimpleValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>RUONIA</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2021 ISDA Definitions, Section 10.3 Overnight Rate
Benchmarks.</SimpleValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>SARON</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2021 ISDA Definitions, Section 10.3 Overnight Rate
Benchmarks.</SimpleValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>SFXROD</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2021 ISDA Definitions, Section 10.3 Overnight Rate
Benchmarks.</SimpleValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>SHIR</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2021 ISDA Definitions, Section 10.3 Overnight Rate
Benchmarks.</SimpleValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>SOFR</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2021 ISDA Definitions, Section 10.3 Overnight Rate
Benchmarks.</SimpleValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>SONIA</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2021 ISDA Definitions, Section 10.3 Overnight Rate
Benchmarks.</SimpleValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>SORA</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2021 ISDA Definitions, Section 10.3 Overnight Rate
Benchmarks.</SimpleValue>
</Value>
</Row>
<Row>
<Annotation>
<Description>
<doc:description>
<doc:paragraph>Deprecated usage: "SWESTR" replaces "STIBOR". "STIBOR" code has been
deprecated in the 2021 Definitions V4. The code is kept in FpML for backward
compatibility purposes.</doc:paragraph>
</doc:description>
</Description>
</Annotation>
<Value>
<SimpleValue>STIBOR</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2021 ISDA Definition up to V3, Section 10.3 Overnight Rate Benchmarks.
What is defined as "SEK OIS" in the 2006 ISDA Collateral Cash Price Matrix up to
November 10, 2021 publication.</SimpleValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>SWESTR</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2021 ISDA Definitions, Section 10.3 Overnight Rate
Benchmarks.</SimpleValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>TELBOR</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2021 ISDA Definitions, Section 10.3 Overnight Rate
Benchmarks.</SimpleValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>THOR</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2021 ISDA Definitions, Section 10.3 Overnight Rate
Benchmarks.</SimpleValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>TLREF</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2021 ISDA Definitions, Section 10.3 Overnight Rate
Benchmarks.</SimpleValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>TONA</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2021 ISDA Definitions, Section 10.3 Overnight Rate Benchmarks. What is
defined as "TONAR" in the 2006 ISDA Collateral Cash Price Matrix.</SimpleValue>
</Value>
</Row>
<Row>
<Value>
<SimpleValue>WIRON</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA</SimpleValue>
</Value>
<Value>
<SimpleValue>Per 2021 ISDA Definitions, Section 10.3 Overnight Rate
Benchmarks.</SimpleValue>
</Value>
</Row>
</SimpleCodeList>
</gcl:CodeList> © 2015 - 2025 Weber Informatics LLC | Privacy Policy