references.template2_symbolslist.json Maven / Gradle / Ivy
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Project to support the implementation a of smart derivative contract.
[
{
"symbol": "EUROSTR=",
"curve": "ESTR",
"itemType": "Fixing",
"tenor": "1D"
},
{
"symbol": "EUR6MD=",
"curve": "Euribor6M",
"itemType": "Deposit",
"tenor": "6M"
},
{
"symbol": "EURIBOR6MD=",
"curve": "Euribor6M",
"itemType": "Fixing",
"tenor": "6M"
},
{
"symbol": "EUR1X7F=",
"curve": "Euribor6M",
"itemType": "Forward-Rate-Agreement",
"tenor": "7M"
},
{
"symbol": "EUR2X8F=",
"curve": "Euribor6M",
"itemType": "Forward-Rate-Agreement",
"tenor": "8M"
},
{
"symbol": "EUR3X9F=",
"curve": "Euribor6M",
"itemType": "Forward-Rate-Agreement",
"tenor": "9M"
},
{
"symbol": "EUR4X10F=",
"curve": "Euribor6M",
"itemType": "Forward-Rate-Agreement",
"tenor": "10M"
},
{
"symbol": "EUR6X12F=",
"curve": "Euribor6M",
"itemType": "Forward-Rate-Agreement",
"tenor": "12M"
},
{
"symbol": "EUR9X15F=",
"curve": "Euribor6M",
"itemType": "Forward-Rate-Agreement",
"tenor": "15M"
},
{
"symbol": "EUR12X18F=",
"curve": "Euribor6M",
"itemType": "Forward-Rate-Agreement",
"tenor": "18M"
},
{
"symbol": "EURAB6E2Y=",
"curve": "Euribor6M",
"itemType": "Swap-Rate",
"tenor": "2Y"
},
{
"symbol": "EURAB6E3Y=",
"curve": "Euribor6M",
"itemType": "Swap-Rate",
"tenor": "3Y"
},
{
"symbol": "EURAB6E4Y=",
"curve": "Euribor6M",
"itemType": "Swap-Rate",
"tenor": "4Y"
},
{
"symbol": "EURAB6E5Y=",
"curve": "Euribor6M",
"itemType": "Swap-Rate",
"tenor": "5Y"
},
{
"symbol": "EURAB6E6Y=",
"curve": "Euribor6M",
"itemType": "Swap-Rate",
"tenor": "6Y"
},
{
"symbol": "EURAB6E7Y=",
"curve": "Euribor6M",
"itemType": "Swap-Rate",
"tenor": "7Y"
},
{
"symbol": "EURAB6E8Y=",
"curve": "Euribor6M",
"itemType": "Swap-Rate",
"tenor": "8Y"
},
{
"symbol": "EURAB6E9Y=",
"curve": "Euribor6M",
"itemType": "Swap-Rate",
"tenor": "9Y"
},
{
"symbol": "EURAB6E10Y=",
"curve": "Euribor6M",
"itemType": "Swap-Rate",
"tenor": "10Y"
},
{
"symbol": "EURAB6E11Y=",
"curve": "Euribor6M",
"itemType": "Swap-Rate",
"tenor": "11Y"
},
{
"symbol": "EURAB6E12Y=",
"curve": "Euribor6M",
"itemType": "Swap-Rate",
"tenor": "12Y"
},
{
"symbol": "EURAB6E13Y=",
"curve": "Euribor6M",
"itemType": "Swap-Rate",
"tenor": "13Y"
},
{
"symbol": "EURAB6E14Y=",
"curve": "Euribor6M",
"itemType": "Swap-Rate",
"tenor": "14Y"
},
{
"symbol": "EURAB6E15Y=",
"curve": "Euribor6M",
"itemType": "Swap-Rate",
"tenor": "15Y"
},
{
"symbol": "EURAB6E16Y=",
"curve": "Euribor6M",
"itemType": "Swap-Rate",
"tenor": "16Y"
},
{
"symbol": "EURAB6E17Y=",
"curve": "Euribor6M",
"itemType": "Swap-Rate",
"tenor": "17Y"
},
{
"symbol": "EURAB6E18Y=",
"curve": "Euribor6M",
"itemType": "Swap-Rate",
"tenor": "18Y"
},
{
"symbol": "EURAB6E19Y=",
"curve": "Euribor6M",
"itemType": "Swap-Rate",
"tenor": "19Y"
},
{
"symbol": "EURAB6E20Y=",
"curve": "Euribor6M",
"itemType": "Swap-Rate",
"tenor": "20Y"
},
{
"symbol": "EURAB6E21Y=",
"curve": "Euribor6M",
"itemType": "Swap-Rate",
"tenor": "21Y"
},
{
"symbol": "EURAB6E22Y=",
"curve": "Euribor6M",
"itemType": "Swap-Rate",
"tenor": "22Y"
},
{
"symbol": "EURAB6E23Y=",
"curve": "Euribor6M",
"itemType": "Swap-Rate",
"tenor": "23Y"
},
{
"symbol": "EURAB6E24Y=",
"curve": "Euribor6M",
"itemType": "Swap-Rate",
"tenor": "24Y"
},
{
"symbol": "EURAB6E25Y=",
"curve": "Euribor6M",
"itemType": "Swap-Rate",
"tenor": "25Y"
},
{
"symbol": "EURAB6E26Y=",
"curve": "Euribor6M",
"itemType": "Swap-Rate",
"tenor": "26Y"
},
{
"symbol": "EURAB6E27Y=",
"curve": "Euribor6M",
"itemType": "Swap-Rate",
"tenor": "27Y"
},
{
"symbol": "EURAB6E28Y=",
"curve": "Euribor6M",
"itemType": "Swap-Rate",
"tenor": "28Y"
},
{
"symbol": "EURAB6E29Y=",
"curve": "Euribor6M",
"itemType": "Swap-Rate",
"tenor": "29Y"
},
{
"symbol": "EURAB6E30Y=",
"curve": "Euribor6M",
"itemType": "Swap-Rate",
"tenor": "30Y"
},
{
"symbol": "EURAB6E40Y=",
"curve": "Euribor6M",
"itemType": "Swap-Rate",
"tenor": "40Y"
},
{
"symbol": "EURAB6E50Y=",
"curve": "Euribor6M",
"itemType": "Swap-Rate",
"tenor": "50Y"
},
{
"symbol": "EURESTSW=",
"curve": "ESTR",
"itemType": "Swap-Rate",
"tenor": "7D"
},
{
"symbol": "EUREST2W=",
"curve": "ESTR",
"itemType": "Swap-Rate",
"tenor": "14D"
},
{
"symbol": "EUREST3W=",
"curve": "ESTR",
"itemType": "Swap-Rate",
"tenor": "21D"
},
{
"symbol": "EUREST1M=",
"curve": "ESTR",
"itemType": "Swap-Rate",
"tenor": "1M"
},
{
"symbol": "EUREST2M=",
"curve": "ESTR",
"itemType": "Swap-Rate",
"tenor": "2M"
},
{
"symbol": "EUREST3M=",
"curve": "ESTR",
"itemType": "Swap-Rate",
"tenor": "3M"
},
{
"symbol": "EUREST4M=",
"curve": "ESTR",
"itemType": "Swap-Rate",
"tenor": "4M"
},
{
"symbol": "EUREST5M=",
"curve": "ESTR",
"itemType": "Swap-Rate",
"tenor": "5M"
},
{
"symbol": "EUREST6M=",
"curve": "ESTR",
"itemType": "Swap-Rate",
"tenor": "6M"
},
{
"symbol": "EUREST7M=",
"curve": "ESTR",
"itemType": "Swap-Rate",
"tenor": "7M"
},
{
"symbol": "EUREST8M=",
"curve": "ESTR",
"itemType": "Swap-Rate",
"tenor": "8M"
},
{
"symbol": "EUREST9M=",
"curve": "ESTR",
"itemType": "Swap-Rate",
"tenor": "9M"
},
{
"symbol": "EUREST1Y=",
"curve": "ESTR",
"itemType": "Swap-Rate",
"tenor": "1Y"
},
{
"symbol": "EUREST15M=",
"curve": "ESTR",
"itemType": "Swap-Rate",
"tenor": "15M"
},
{
"symbol": "EUREST18M=",
"curve": "ESTR",
"itemType": "Swap-Rate",
"tenor": "18M"
},
{
"symbol": "EUREST21M=",
"curve": "ESTR",
"itemType": "Swap-Rate",
"tenor": "21M"
},
{
"symbol": "EUREST2Y=",
"curve": "ESTR",
"itemType": "Swap-Rate",
"tenor": "2Y"
},
{
"symbol": "EUREST3Y=",
"curve": "ESTR",
"itemType": "Swap-Rate",
"tenor": "3Y"
},
{
"symbol": "EUREST4Y=",
"curve": "ESTR",
"itemType": "Swap-Rate",
"tenor": "4Y"
},
{
"symbol": "EUREST5Y=",
"curve": "ESTR",
"itemType": "Swap-Rate",
"tenor": "5Y"
},
{
"symbol": "EUREST6Y=",
"curve": "ESTR",
"itemType": "Swap-Rate",
"tenor": "6Y"
},
{
"symbol": "EUREST7Y=",
"curve": "ESTR",
"itemType": "Swap-Rate",
"tenor": "7Y"
},
{
"symbol": "EUREST8Y=",
"curve": "ESTR",
"itemType": "Swap-Rate",
"tenor": "8Y"
},
{
"symbol": "EUREST9Y=",
"curve": "ESTR",
"itemType": "Swap-Rate",
"tenor": "9Y"
},
{
"symbol": "EUREST10Y=",
"curve": "ESTR",
"itemType": "Swap-Rate",
"tenor": "10Y"
},
{
"symbol": "EUREST11Y=",
"curve": "ESTR",
"itemType": "Swap-Rate",
"tenor": "11Y"
},
{
"symbol": "EUREST12Y=",
"curve": "ESTR",
"itemType": "Swap-Rate",
"tenor": "12Y"
},
{
"symbol": "EUREST15Y=",
"curve": "ESTR",
"itemType": "Swap-Rate",
"tenor": "15Y"
},
{
"symbol": "EUREST20Y=",
"curve": "ESTR",
"itemType": "Swap-Rate",
"tenor": "20Y"
},
{
"symbol": "EUREST25Y=",
"curve": "ESTR",
"itemType": "Swap-Rate",
"tenor": "25Y"
},
{
"symbol": "EUREST30Y=",
"curve": "ESTR",
"itemType": "Swap-Rate",
"tenor": "30Y"
}
]
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