org_isda_cdm.FloatingRateIndexEnum.FloatingRateIndexEnum.go Maven / Gradle / Ivy
/**
* This file is auto-generated from the ISDA Common Domain Model, do not edit.
* Version: 6.0.0-dev.82
*/
package FloatingRateIndexEnum
import . "org_isda_cdm"
/**
* The enumerated values to specify the list of floating rate index.
*/
const (
/**
* Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
AED_EBOR_REUTERS FloatingRateIndexEnum = iota + 1
/**
* Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.
*/
AED_EIBOR FloatingRateIndexEnum = iota + 1
/**
* Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
AUD_AONIA FloatingRateIndexEnum = iota + 1
/**
* Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
AUD_AONIA_OIS_COMPOUND FloatingRateIndexEnum = iota + 1
/**
* Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
AUD_AONIA_OIS_COMPOUND_SWAP_MARKER FloatingRateIndexEnum = iota + 1
/**
* Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.
*/
AUD_AONIA_OIS_COMPOUND_1 FloatingRateIndexEnum = iota + 1
/**
* Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
AUD_BBR_AUBBSW FloatingRateIndexEnum = iota + 1
/**
* Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
AUD_BBR_BBSW FloatingRateIndexEnum = iota + 1
/**
* Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
AUD_BBR_BBSW_BLOOMBERG FloatingRateIndexEnum = iota + 1
/**
* Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
AUD_BBR_BBSY__BID_ FloatingRateIndexEnum = iota + 1
/**
* Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
AUD_BBR_ISDC FloatingRateIndexEnum = iota + 1
/**
* Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.
*/
AUD_BBSW FloatingRateIndexEnum = iota + 1
/**
* Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.
*/
AUD_BBSW_QUARTERLY_SWAP_RATE_ICAP FloatingRateIndexEnum = iota + 1
/**
* Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.
*/
AUD_BBSW_SEMI_ANNUAL_SWAP_RATE_ICAP FloatingRateIndexEnum = iota + 1
/**
* Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.
*/
AUD_BBSY_BID FloatingRateIndexEnum = iota + 1
/**
* Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
AUD_LIBOR_BBA FloatingRateIndexEnum = iota + 1
/**
* Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
AUD_LIBOR_BBA_BLOOMBERG FloatingRateIndexEnum = iota + 1
/**
* Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
AUD_LIBOR_REFERENCE_BANKS FloatingRateIndexEnum = iota + 1
/**
* Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
AUD_QUARTERLY_SWAP_RATE_ICAP FloatingRateIndexEnum = iota + 1
/**
* Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
AUD_QUARTERLY_SWAP_RATE_ICAP_REFERENCE_BANKS FloatingRateIndexEnum = iota + 1
/**
* Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
AUD_SEMI_ANNUAL_SWAP_RATE_11_00_BGCANTOR FloatingRateIndexEnum = iota + 1
/**
* Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
AUD_SEMI_ANNUAL_SWAP_RATE_BGCANTOR_REFERENCE_BANKS FloatingRateIndexEnum = iota + 1
/**
* Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
AUD_SEMI_ANNUAL_SWAP_RATE_ICAP_REFERENCE_BANKS FloatingRateIndexEnum = iota + 1
/**
* Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
AUD_SEMI_ANNUAL_SWAP_RATE_ICAP FloatingRateIndexEnum = iota + 1
/**
* Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
AUD_SWAP_RATE_REUTERS FloatingRateIndexEnum = iota + 1
/**
* Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.
*/
BRL_CDI FloatingRateIndexEnum = iota + 1
/**
* Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
CAD_BA_CDOR FloatingRateIndexEnum = iota + 1
/**
* Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
CAD_BA_CDOR_BLOOMBERG FloatingRateIndexEnum = iota + 1
/**
* Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
CAD_BA_ISDD FloatingRateIndexEnum = iota + 1
/**
* Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
CAD_BA_REFERENCE_BANKS FloatingRateIndexEnum = iota + 1
/**
* Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
CAD_BA_REUTERS FloatingRateIndexEnum = iota + 1
/**
* Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
CAD_BA_TELERATE FloatingRateIndexEnum = iota + 1
/**
* Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.
*/
CAD_CDOR FloatingRateIndexEnum = iota + 1
/**
* Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
CAD_CORRA FloatingRateIndexEnum = iota + 1
/**
* Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
CAD_CORRA_CAN_DEAL_TMX_TERM FloatingRateIndexEnum = iota + 1
/**
* Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
CAD_CORRA_COMPOUNDED_INDEX FloatingRateIndexEnum = iota + 1
/**
* Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
CAD_CORRA_OIS_COMPOUND FloatingRateIndexEnum = iota + 1
/**
* Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
CAD_CORRA_OIS_COMPOUND_1 FloatingRateIndexEnum = iota + 1
/**
* Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
CAD_ISDA_SWAP_RATE FloatingRateIndexEnum = iota + 1
/**
* Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
CAD_LIBOR_BBA FloatingRateIndexEnum = iota + 1
/**
* Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
CAD_LIBOR_BBA_BLOOMBERG FloatingRateIndexEnum = iota + 1
/**
* Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
CAD_LIBOR_BBA_SWAP_MARKER FloatingRateIndexEnum = iota + 1
/**
* Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
CAD_LIBOR_REFERENCE_BANKS FloatingRateIndexEnum = iota + 1
/**
* Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
CAD_REPO_CORRA FloatingRateIndexEnum = iota + 1
/**
* Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
CAD_TBILL_ISDD FloatingRateIndexEnum = iota + 1
/**
* Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
CAD_TBILL_REFERENCE_BANKS FloatingRateIndexEnum = iota + 1
/**
* Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
CAD_TBILL_REUTERS FloatingRateIndexEnum = iota + 1
/**
* Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
CAD_TBILL_TELERATE FloatingRateIndexEnum = iota + 1
/**
* Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
CHF_3_M_LIBOR_SWAP_CME_VS_LCH_ICAP FloatingRateIndexEnum = iota + 1
/**
* Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
CHF_3_M_LIBOR_SWAP_CME_VS_LCH_ICAP_BLOOMBERG FloatingRateIndexEnum = iota + 1
/**
* Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
CHF_3_M_LIBOR_SWAP_EUREX_VS_LCH_ICAP FloatingRateIndexEnum = iota + 1
/**
* Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
CHF_3_M_LIBOR_SWAP_EUREX_VS_LCH_ICAP_BLOOMBERG FloatingRateIndexEnum = iota + 1
/**
* Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
CHF_6_M_LIBORSWAP_CME_VS_LCH_ICAP_BLOOMBERG FloatingRateIndexEnum = iota + 1
/**
* Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
CHF_6_M_LIBOR_SWAP_CME_VS_LCH_ICAP FloatingRateIndexEnum = iota + 1
/**
* Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
CHF_6_M_LIBOR_SWAP_EUREX_VS_LCH_ICAP FloatingRateIndexEnum = iota + 1
/**
* Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
CHF_6_M_LIBOR_SWAP_EUREX_VS_LCH_ICAP_BLOOMBERG FloatingRateIndexEnum = iota + 1
/**
* Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
CHF_ANNUAL_SWAP_RATE FloatingRateIndexEnum = iota + 1
/**
* Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
CHF_ANNUAL_SWAP_RATE_11_00_ICAP FloatingRateIndexEnum = iota + 1
/**
* Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
CHF_ANNUAL_SWAP_RATE_REFERENCE_BANKS FloatingRateIndexEnum = iota + 1
/**
* Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
CHF_BASIS_SWAP_3_M_VS_6_M_LIBOR_11_00_ICAP FloatingRateIndexEnum = iota + 1
/**
* Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
CHF_ISDAFIX_SWAP_RATE FloatingRateIndexEnum = iota + 1
/**
* Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.
*/
CHF_LIBOR FloatingRateIndexEnum = iota + 1
/**
* Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
CHF_LIBOR_BBA FloatingRateIndexEnum = iota + 1
/**
* Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
CHF_LIBOR_BBA_BLOOMBERG FloatingRateIndexEnum = iota + 1
/**
* Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
CHF_LIBOR_ISDA FloatingRateIndexEnum = iota + 1
/**
* Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
CHF_LIBOR_REFERENCE_BANKS FloatingRateIndexEnum = iota + 1
/**
* Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
CHF_OIS_11_00_ICAP FloatingRateIndexEnum = iota + 1
/**
* Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
CHF_SARON FloatingRateIndexEnum = iota + 1
/**
* Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.
*/
CHF_SARON_AVERAGE_12_M FloatingRateIndexEnum = iota + 1
/**
* Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.
*/
CHF_SARON_AVERAGE_1_M FloatingRateIndexEnum = iota + 1
/**
* Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.
*/
CHF_SARON_AVERAGE_1_W FloatingRateIndexEnum = iota + 1
/**
* Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.
*/
CHF_SARON_AVERAGE_2_M FloatingRateIndexEnum = iota + 1
/**
* Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.
*/
CHF_SARON_AVERAGE_3_M FloatingRateIndexEnum = iota + 1
/**
* Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.
*/
CHF_SARON_AVERAGE_6_M FloatingRateIndexEnum = iota + 1
/**
* Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.
*/
CHF_SARON_AVERAGE_9_M FloatingRateIndexEnum = iota + 1
/**
* Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.
*/
CHF_SARON_COMPOUNDED_INDEX FloatingRateIndexEnum = iota + 1
/**
* Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
CHF_SARON_OIS_COMPOUND FloatingRateIndexEnum = iota + 1
/**
* Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.
*/
CHF_SARON_OIS_COMPOUND_1 FloatingRateIndexEnum = iota + 1
/**
* Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
CHF_TOIS_OIS_COMPOUND FloatingRateIndexEnum = iota + 1
/**
* Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
CHF_USD_BASIS_SWAPS_11_00_ICAP FloatingRateIndexEnum = iota + 1
/**
* Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.
*/
CLP_ICP FloatingRateIndexEnum = iota + 1
/**
* Refers to the Indice Camara Promedio ('ICP') rate for Chilean Pesos which, for a Reset Date, is determined and published by the Asociacion de Bancos e Instituciones Financieras de Chile A.G. ('ABIF') in accordance with the 'Reglamento Indice de Camara Promedio' of the ABIF as published in the Diario Oficial de la Republica de Chile (the 'ICP Rules') and which is reported on the ABIF website by not later than 10:00 a.m., Santiago time, on that Reset Date.
*/
CLP_TNA FloatingRateIndexEnum = iota + 1
/**
* Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
CL_CLICP_BLOOMBERG FloatingRateIndexEnum = iota + 1
/**
* Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.
*/
CNH_HIBOR FloatingRateIndexEnum = iota + 1
/**
* Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
CNH_HIBOR_REFERENCE_BANKS FloatingRateIndexEnum = iota + 1
/**
* Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
CNH_HIBOR_TMA FloatingRateIndexEnum = iota + 1
/**
* Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
CNY_7_REPO_COMPOUNDING_DATE FloatingRateIndexEnum = iota + 1
/**
* Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
CNY_CNREPOFIX_CFXS_REUTERS FloatingRateIndexEnum = iota + 1
/**
* Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.
*/
CNY_DEPOSIT_RATE FloatingRateIndexEnum = iota + 1
/**
* Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.
*/
CNY_FIXING_REPO_RATE FloatingRateIndexEnum = iota + 1
/**
* Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.
*/
CNY_LPR FloatingRateIndexEnum = iota + 1
/**
* Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
CNY_PBOCB_REUTERS FloatingRateIndexEnum = iota + 1
/**
* Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.
*/
CNY_QUARTERLY_7_D_REPO_NDS_RATE_TRADITION FloatingRateIndexEnum = iota + 1
/**
* Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
CNY_QUARTERLY_7_DAY_REPO_NON_DELIVERABLE_SWAP_RATE_TRADITION FloatingRateIndexEnum = iota + 1
/**
* Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
CNY_QUARTERLY_7_DAY_REPO_NON_DELIVERABLE_SWAP_RATE_TRADITION_REFERENCE_BANKS FloatingRateIndexEnum = iota + 1
/**
* Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.
*/
CNY_SHIBOR FloatingRateIndexEnum = iota + 1
/**
* Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.
*/
CNY_SHIBOR_OIS_COMPOUND FloatingRateIndexEnum = iota + 1
/**
* Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction..
*/
CNY_SHIBOR_REUTERS FloatingRateIndexEnum = iota + 1
/**
* Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
CNY_SEMI_ANNUAL_SWAP_RATE_11_00_BGCANTOR FloatingRateIndexEnum = iota + 1
/**
* Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
CNY_SEMI_ANNUAL_SWAP_RATE_REFERENCE_BANKS FloatingRateIndexEnum = iota + 1
/**
* Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
CNY_SHIBOR_OIS_COMPOUNDING FloatingRateIndexEnum = iota + 1
/**
* Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
COP_IBR_OIS_COMPOUND FloatingRateIndexEnum = iota + 1
/**
* Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.
*/
COP_IBR_OIS_COMPOUND_1 FloatingRateIndexEnum = iota + 1
/**
* Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
CZK_ANNUAL_SWAP_RATE_11_00_BGCANTOR FloatingRateIndexEnum = iota + 1
/**
* Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
CZK_ANNUAL_SWAP_RATE_REFERENCE_BANKS FloatingRateIndexEnum = iota + 1
/**
* Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.
*/
CZK_CZEONIA FloatingRateIndexEnum = iota + 1
/**
* Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.
*/
CZK_CZEONIA_OIS_COMPOUND FloatingRateIndexEnum = iota + 1
/**
* Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.
*/
CZK_PRIBOR FloatingRateIndexEnum = iota + 1
/**
* Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
CZK_PRIBOR_PRBO FloatingRateIndexEnum = iota + 1
/**
* Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
CZK_PRIBOR_REFERENCE_BANKS FloatingRateIndexEnum = iota + 1
/**
* Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.
*/
DKK_CIBOR FloatingRateIndexEnum = iota + 1
/**
* Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.
*/
DKK_CIBOR2 FloatingRateIndexEnum = iota + 1
/**
* Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
DKK_CIBOR_2_BLOOMBERG FloatingRateIndexEnum = iota + 1
/**
* Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
DKK_CIBOR2_DKNA13 FloatingRateIndexEnum = iota + 1
/**
* Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
DKK_CIBOR_DKNA13 FloatingRateIndexEnum = iota + 1
/**
* Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
DKK_CIBOR_DKNA_13_BLOOMBERG FloatingRateIndexEnum = iota + 1
/**
* Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
DKK_CIBOR_REFERENCE_BANKS FloatingRateIndexEnum = iota + 1
/**
* Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.
*/
DKK_CITA FloatingRateIndexEnum = iota + 1
/**
* Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
DKK_CITA_DKNA14_COMPOUND FloatingRateIndexEnum = iota + 1
/**
* Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.
*/
DKK_DESTR FloatingRateIndexEnum = iota + 1
/**
* Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.
*/
DKK_DESTR_COMPOUNDED_INDEX FloatingRateIndexEnum = iota + 1
/**
* Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.
*/
DKK_DESTR_OIS_COMPOUND FloatingRateIndexEnum = iota + 1
/**
* Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
DKK_DKKOIS_OIS_COMPOUND FloatingRateIndexEnum = iota + 1
/**
* Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.
*/
DKK_TOM_NEXT_OIS_COMPOUND FloatingRateIndexEnum = iota + 1
/**
* Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
EUR_3_M_EURIBOR_SWAP_CME_VS_LCH_ICAP FloatingRateIndexEnum = iota + 1
/**
* Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
EUR_3_M_EURIBOR_SWAP_CME_VS_LCH_ICAP_BLOOMBERG FloatingRateIndexEnum = iota + 1
/**
* Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
EUR_3_M_EURIBOR_SWAP_EUREX_VS_LCH_ICAP FloatingRateIndexEnum = iota + 1
/**
* Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
EUR_3_M_EURIBOR_SWAP_EUREX_VS_LCH_ICAP_BLOOMBERG FloatingRateIndexEnum = iota + 1
/**
* Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
EUR_6_M_EURIBOR_SWAP_CME_VS_LCH_ICAP FloatingRateIndexEnum = iota + 1
/**
* Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
EUR_6_M_EURIBOR_SWAP_CME_VS_LCH_ICAP_BLOOMBERG FloatingRateIndexEnum = iota + 1
/**
* Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
EUR_6_M_EURIBOR_SWAP_EUREX_VS_LCH_ICAP FloatingRateIndexEnum = iota + 1
/**
* Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
EUR_6_M_EURIBOR_SWAP_EUREX_VS_LCH_ICAP_BLOOMBERG FloatingRateIndexEnum = iota + 1
/**
* Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
EUR_ANNUAL_SWAP_RATE_10_00 FloatingRateIndexEnum = iota + 1
/**
* Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
EUR_ANNUAL_SWAP_RATE_10_00_BGCANTOR FloatingRateIndexEnum = iota + 1
/**
* Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
EUR_ANNUAL_SWAP_RATE_10_00_BLOOMBERG FloatingRateIndexEnum = iota + 1
/**
* Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
EUR_ANNUAL_SWAP_RATE_10_00_ICAP FloatingRateIndexEnum = iota + 1
/**
* Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
EUR_ANNUAL_SWAP_RATE_10_00_SWAP_MARKER FloatingRateIndexEnum = iota + 1
/**
* Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
EUR_ANNUAL_SWAP_RATE_10_00_TRADITION FloatingRateIndexEnum = iota + 1
/**
* Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
EUR_ANNUAL_SWAP_RATE_11_00 FloatingRateIndexEnum = iota + 1
/**
* Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
EUR_ANNUAL_SWAP_RATE_11_00_BLOOMBERG FloatingRateIndexEnum = iota + 1
/**
* Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
EUR_ANNUAL_SWAP_RATE_11_00_ICAP FloatingRateIndexEnum = iota + 1
/**
* Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
EUR_ANNUAL_SWAP_RATE_11_00_SWAP_MARKER FloatingRateIndexEnum = iota + 1
/**
* Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
EUR_ANNUAL_SWAP_RATE_3_MONTH FloatingRateIndexEnum = iota + 1
/**
* Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
EUR_ANNUAL_SWAP_RATE_3_MONTH_SWAP_MARKER FloatingRateIndexEnum = iota + 1
/**
* Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
EUR_ANNUAL_SWAP_RATE_4_15_TRADITION FloatingRateIndexEnum = iota + 1
/**
* Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
EUR_ANNUAL_SWAP_RATE_REFERENCE_BANKS FloatingRateIndexEnum = iota + 1
/**
* Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
EUR_BASIS_SWAP_EONIA_VS_3_M_EUR_IBOR_SWAP_RATES_A_360_10_00_ICAP FloatingRateIndexEnum = iota + 1
/**
* Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.
*/
EUR_CNO_TEC10 FloatingRateIndexEnum = iota + 1
/**
* Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.
*/
EUR_EONIA FloatingRateIndexEnum = iota + 1
/**
* Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
EUR_EONIA_AVERAGE_1 FloatingRateIndexEnum = iota + 1
/**
* Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.
*/
EUR_EONIA_AVERAGE FloatingRateIndexEnum = iota + 1
/**
* Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
EUR_EONIA_OIS_10_00_BGCANTOR FloatingRateIndexEnum = iota + 1
/**
* Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
EUR_EONIA_OIS_10_00_ICAP FloatingRateIndexEnum = iota + 1
/**
* Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
EUR_EONIA_OIS_10_00_TRADITION FloatingRateIndexEnum = iota + 1
/**
* Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
EUR_EONIA_OIS_11_00_ICAP FloatingRateIndexEnum = iota + 1
/**
* Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
EUR_EONIA_OIS_4_15_TRADITION FloatingRateIndexEnum = iota + 1
/**
* Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
EUR_EONIA_OIS_COMPOUND FloatingRateIndexEnum = iota + 1
/**
* Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
EUR_EONIA_OIS_COMPOUND_BLOOMBERG FloatingRateIndexEnum = iota + 1
/**
* Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.
*/
EUR_EONIA_OIS_COMPOUND_1 FloatingRateIndexEnum = iota + 1
/**
* Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
EUR_EONIA_SWAP_INDEX FloatingRateIndexEnum = iota + 1
/**
* Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.
*/
EUR_EURIBOR FloatingRateIndexEnum = iota + 1
/**
* Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
EUR_EURIBOR_ACT_365 FloatingRateIndexEnum = iota + 1
/**
* Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
EUR_EURIBOR_ACT_365_BLOOMBERG FloatingRateIndexEnum = iota + 1
/**
* Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
EUR_EURIBOR_ANNUAL_BOND_SWAP_VS_1_M_11_00_ICAP FloatingRateIndexEnum = iota + 1
/**
* Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
EUR_EURIBOR_BASIS_SWAP_1_M_VS_3_M_EURIBOR_11_00_ICAP FloatingRateIndexEnum = iota + 1
/**
* Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
EUR_EURIBOR_BASIS_SWAP_3_M_VS_6_M_11_00_ICAP FloatingRateIndexEnum = iota + 1
/**
* Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.
*/
EUR_EURIBOR_ICE_SWAP_RATE_11_00 FloatingRateIndexEnum = iota + 1
/**
* Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.
*/
EUR_EURIBOR_ICE_SWAP_RATE_12_00 FloatingRateIndexEnum = iota + 1
/**
* Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
EUR_EURIBOR_REFERENCE_BANKS FloatingRateIndexEnum = iota + 1
/**
* Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
EUR_EURIBOR_REUTERS FloatingRateIndexEnum = iota + 1
/**
* Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
EUR_EURIBOR_TELERATE FloatingRateIndexEnum = iota + 1
/**
* Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
EUR_EURONIA_OIS_COMPOUND FloatingRateIndexEnum = iota + 1
/**
* Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.
*/
EUR_EURONIA_OIS_COMPOUND_1 FloatingRateIndexEnum = iota + 1
/**
* Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
EUR_EURO_STR FloatingRateIndexEnum = iota + 1
/**
* Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
EUR_EURO_STR_AVERAGE_12_M FloatingRateIndexEnum = iota + 1
/**
* Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
EUR_EURO_STR_AVERAGE_1_M FloatingRateIndexEnum = iota + 1
/**
* Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
EUR_EURO_STR_AVERAGE_1_W FloatingRateIndexEnum = iota + 1
/**
* Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
EUR_EURO_STR_AVERAGE_3_M FloatingRateIndexEnum = iota + 1
/**
* Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
EUR_EURO_STR_AVERAGE_6_M FloatingRateIndexEnum = iota + 1
/**
* Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
EUR_EURO_STR_COMPOUND FloatingRateIndexEnum = iota + 1
/**
* Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
EUR_EURO_STR_COMPOUNDED_INDEX FloatingRateIndexEnum = iota + 1
/**
* Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.
*/
EUR_EURO_STR_FTSE_TERM FloatingRateIndexEnum = iota + 1
/**
* Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
EUR_EURO_STR_ICE_COMPOUNDED_INDEX FloatingRateIndexEnum = iota + 1
/**
* Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
EUR_EURO_STR_ICE_COMPOUNDED_INDEX_0_FLOOR FloatingRateIndexEnum = iota + 1
/**
* Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
EUR_EURO_STR_ICE_COMPOUNDED_INDEX_0_FLOOR_2_D_LAG FloatingRateIndexEnum = iota + 1
/**
* Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
EUR_EURO_STR_ICE_COMPOUNDED_INDEX_0_FLOOR_5_D_LAG FloatingRateIndexEnum = iota + 1
/**
* Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
EUR_EURO_STR_ICE_COMPOUNDED_INDEX_2_D_LAG FloatingRateIndexEnum = iota + 1
/**
* Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
EUR_EURO_STR_ICE_COMPOUNDED_INDEX_5_D_LAG FloatingRateIndexEnum = iota + 1
/**
* Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.
*/
EUR_EURO_STR_OIS_COMPOUND FloatingRateIndexEnum = iota + 1
/**
* Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.
*/
EUR_EURO_STR_TERM FloatingRateIndexEnum = iota + 1
/**
* Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
EUR_ISDA_EURIBOR_SWAP_RATE_11_00 FloatingRateIndexEnum = iota + 1
/**
* Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
EUR_ISDA_EURIBOR_SWAP_RATE_12_00 FloatingRateIndexEnum = iota + 1
/**
* Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
EUR_ISDA_LIBOR_SWAP_RATE_10_00 FloatingRateIndexEnum = iota + 1
/**
* Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
EUR_ISDA_LIBOR_SWAP_RATE_11_00 FloatingRateIndexEnum = iota + 1
/**
* Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.
*/
EUR_LIBOR FloatingRateIndexEnum = iota + 1
/**
* Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
EUR_LIBOR_BBA FloatingRateIndexEnum = iota + 1
/**
* Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
EUR_LIBOR_BBA_BLOOMBERG FloatingRateIndexEnum = iota + 1
/**
* Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
EUR_LIBOR_REFERENCE_BANKS FloatingRateIndexEnum = iota + 1
/**
* Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
EUR_TAM_CDC FloatingRateIndexEnum = iota + 1
/**
* Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
EUR_TEC10_CNO FloatingRateIndexEnum = iota + 1
/**
* Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
EUR_TEC_10_CNO_SWAP_MARKER FloatingRateIndexEnum = iota + 1
/**
* Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
EUR_TEC_10_REFERENCE_BANKS FloatingRateIndexEnum = iota + 1
/**
* Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
EUR_TEC5_CNO FloatingRateIndexEnum = iota + 1
/**
* Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
EUR_TEC_5_CNO_SWAP_MARKER FloatingRateIndexEnum = iota + 1
/**
* Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
EUR_TEC_5_REFERENCE_BANKS FloatingRateIndexEnum = iota + 1
/**
* Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
EUR_TMM_CDC_COMPOUND FloatingRateIndexEnum = iota + 1
/**
* Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
EUR_USD_BASIS_SWAPS_11_00_ICAP FloatingRateIndexEnum = iota + 1
/**
* Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
GBP_6_M_LIBOR_SWAP_CME_VS_LCH_ICAP FloatingRateIndexEnum = iota + 1
/**
* Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
GBP_6_M_LIBOR_SWAP_CME_VS_LCH_ICAP_BLOOMBERG FloatingRateIndexEnum = iota + 1
/**
* Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
GBP_6_M_LIBOR_SWAP_EUREX_VS_LCH_ICAP FloatingRateIndexEnum = iota + 1
/**
* Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
GBP_6_M_LIBOR_SWAP_EUREX_VS_LCH_ICAP_BLOOMBERG FloatingRateIndexEnum = iota + 1
/**
* Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
GBP_ISDA_SWAP_RATE FloatingRateIndexEnum = iota + 1
/**
* Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.
*/
GBP_LIBOR FloatingRateIndexEnum = iota + 1
/**
* Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
GBP_LIBOR_BBA FloatingRateIndexEnum = iota + 1
/**
* Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
GBP_LIBOR_BBA_BLOOMBERG FloatingRateIndexEnum = iota + 1
/**
* Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.
*/
GBP_LIBOR_ICE_SWAP_RATE FloatingRateIndexEnum = iota + 1
/**
* Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
GBP_LIBOR_ISDA FloatingRateIndexEnum = iota + 1
/**
* Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
GBP_LIBOR_REFERENCE_BANKS FloatingRateIndexEnum = iota + 1
/**
* Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.
*/
GBP_RONIA FloatingRateIndexEnum = iota + 1
/**
* Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.
*/
GBP_RONIA_OIS_COMPOUND FloatingRateIndexEnum = iota + 1
/**
* Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
GBP_SONIA FloatingRateIndexEnum = iota + 1
/**
* Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
GBP_SONIA_COMPOUND FloatingRateIndexEnum = iota + 1
/**
* Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
GBP_SONIA_COMPOUNDED_INDEX FloatingRateIndexEnum = iota + 1
/**
* Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
GBP_SONIA_FTSE_TERM FloatingRateIndexEnum = iota + 1
/**
* Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
GBP_SONIA_ICE_COMPOUNDED_INDEX FloatingRateIndexEnum = iota + 1
/**
* Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
GBP_SONIA_ICE_COMPOUNDED_INDEX_0_FLOOR FloatingRateIndexEnum = iota + 1
/**
* Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
GBP_SONIA_ICE_COMPOUNDED_INDEX_0_FLOOR_2_D_LAG FloatingRateIndexEnum = iota + 1
/**
* Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
GBP_SONIA_ICE_COMPOUNDED_INDEX_0_FLOOR_5_D_LAG FloatingRateIndexEnum = iota + 1
/**
* Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
GBP_SONIA_ICE_COMPOUNDED_INDEX_2_D_LAG FloatingRateIndexEnum = iota + 1
/**
* Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
GBP_SONIA_ICE_COMPOUNDED_INDEX_5_D_LAG FloatingRateIndexEnum = iota + 1
/**
* Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.
*/
GBP_SONIA_ICE_SWAP_RATE FloatingRateIndexEnum = iota + 1
/**
* Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
GBP_SONIA_ICE_TERM FloatingRateIndexEnum = iota + 1
/**
* Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
GBP_SONIA_OIS_11_00_ICAP FloatingRateIndexEnum = iota + 1
/**
* Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
GBP_SONIA_OIS_11_00_TRADITION FloatingRateIndexEnum = iota + 1
/**
* Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
GBP_SONIA_OIS_4_15_TRADITION FloatingRateIndexEnum = iota + 1
/**
* Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.
*/
GBP_SONIA_OIS_COMPOUND FloatingRateIndexEnum = iota + 1
/**
* Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
GBP_SONIA_SWAP_RATE FloatingRateIndexEnum = iota + 1
/**
* Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
GBP_SEMI_ANNUAL_SWAP_RATE FloatingRateIndexEnum = iota + 1
/**
* Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
GBP_SEMI_ANNUAL_SWAP_RATE_11_00_ICAP FloatingRateIndexEnum = iota + 1
/**
* Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
GBP_SEMI_ANNUAL_SWAP_RATE_11_00_TRADITION FloatingRateIndexEnum = iota + 1
/**
* Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
GBP_SEMI_ANNUAL_SWAP_RATE_4_15_TRADITION FloatingRateIndexEnum = iota + 1
/**
* Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
GBP_SEMI_ANNUAL_SWAP_RATE_REFERENCE_BANKS FloatingRateIndexEnum = iota + 1
/**
* Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
GBP_SEMI_ANNUAL_SWAP_RATE_SWAP_MARKER_26 FloatingRateIndexEnum = iota + 1
/**
* Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.
*/
GBP_UK_BASE_RATE FloatingRateIndexEnum = iota + 1
/**
* Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
GBP_USD_BASIS_SWAPS_11_00_ICAP FloatingRateIndexEnum = iota + 1
/**
* Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
GBP_WMBA_RONIA_COMPOUND FloatingRateIndexEnum = iota + 1
/**
* Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
GBP_WMBA_SONIA_COMPOUND FloatingRateIndexEnum = iota + 1
/**
* Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
GRD_ATHIBOR_ATHIBOR FloatingRateIndexEnum = iota + 1
/**
* Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
GRD_ATHIBOR_REFERENCE_BANKS FloatingRateIndexEnum = iota + 1
/**
* Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
GRD_ATHIBOR_TELERATE FloatingRateIndexEnum = iota + 1
/**
* Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
GRD_ATHIMID_REFERENCE_BANKS FloatingRateIndexEnum = iota + 1
/**
* Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
GRD_ATHIMID_REUTERS FloatingRateIndexEnum = iota + 1
/**
* Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.
*/
HKD_HIBOR FloatingRateIndexEnum = iota + 1
/**
* Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
HKD_HIBOR_HIBOR_ FloatingRateIndexEnum = iota + 1
/**
* Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
HKD_HIBOR_HIBOR_BLOOMBERG FloatingRateIndexEnum = iota + 1
/**
* Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
HKD_HIBOR_HKAB FloatingRateIndexEnum = iota + 1
/**
* Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
HKD_HIBOR_HKAB_BLOOMBERG FloatingRateIndexEnum = iota + 1
/**
* Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
HKD_HIBOR_ISDC FloatingRateIndexEnum = iota + 1
/**
* Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
HKD_HIBOR_REFERENCE_BANKS FloatingRateIndexEnum = iota + 1
/**
* Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
HKD_HONIA FloatingRateIndexEnum = iota + 1
/**
* Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.
*/
HKD_HONIA_OIS_COMPOUND FloatingRateIndexEnum = iota + 1
/**
* Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
HKD_HONIX_OIS_COMPOUND FloatingRateIndexEnum = iota + 1
/**
* Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
HKD_ISDA_SWAP_RATE_11_00 FloatingRateIndexEnum = iota + 1
/**
* Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
HKD_ISDA_SWAP_RATE_4_00 FloatingRateIndexEnum = iota + 1
/**
* Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
HKD_QUARTERLY_ANNUAL_SWAP_RATE_11_00_BGCANTOR FloatingRateIndexEnum = iota + 1
/**
* Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
HKD_QUARTERLY_ANNUAL_SWAP_RATE_11_00_TRADITION FloatingRateIndexEnum = iota + 1
/**
* Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
HKD_QUARTERLY_ANNUAL_SWAP_RATE_4_00_BGCANTOR FloatingRateIndexEnum = iota + 1
/**
* Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
HKD_QUARTERLY_ANNUAL_SWAP_RATE_REFERENCE_BANKS FloatingRateIndexEnum = iota + 1
/**
* Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
HKD_QUARTERLY_QUARTERLY_SWAP_RATE_11_00_ICAP FloatingRateIndexEnum = iota + 1
/**
* Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
HKD_QUARTERLY_QUARTERLY_SWAP_RATE_4_00_ICAP FloatingRateIndexEnum = iota + 1
/**
* Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
HKD_QUARTERLY_QUARTERLY_SWAP_RATE_REFERENCE_BANKS FloatingRateIndexEnum = iota + 1
/**
* Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.
*/
HUF_BUBOR FloatingRateIndexEnum = iota + 1
/**
* Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
HUF_BUBOR_REFERENCE_BANKS FloatingRateIndexEnum = iota + 1
/**
* Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
HUF_BUBOR_REUTERS FloatingRateIndexEnum = iota + 1
/**
* Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.
*/
HUF_HUFONIA FloatingRateIndexEnum = iota + 1
/**
* Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.
*/
HUF_HUFONIA_OIS_COMPOUND FloatingRateIndexEnum = iota + 1
/**
* Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
IDR_IDMA_BLOOMBERG FloatingRateIndexEnum = iota + 1
/**
* Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
IDR_IDRFIX FloatingRateIndexEnum = iota + 1
/**
* Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.
*/
IDR_JIBOR FloatingRateIndexEnum = iota + 1
/**
* Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
IDR_JIBOR_REUTERS FloatingRateIndexEnum = iota + 1
/**
* Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
IDR_SBI_REUTERS FloatingRateIndexEnum = iota + 1
/**
* Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
IDR_SOR_REFERENCE_BANKS FloatingRateIndexEnum = iota + 1
/**
* Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
IDR_SOR_REUTERS FloatingRateIndexEnum = iota + 1
/**
* Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
IDR_SOR_TELERATE FloatingRateIndexEnum = iota + 1
/**
* Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
IDR_SEMI_ANNUAL_SWAP_RATE_11_00_BGCANTOR FloatingRateIndexEnum = iota + 1
/**
* Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
IDR_SEMI_ANNUAL_SWAP_RATE_NON_DELIVERABLE_16_00_TULLETT_PREBON FloatingRateIndexEnum = iota + 1
/**
* Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
IDR_SEMI_ANNUAL_SWAP_RATE_REFERENCE_BANKS FloatingRateIndexEnum = iota + 1
/**
* Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.
*/
ILS_SHIR FloatingRateIndexEnum = iota + 1
/**
* Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.
*/
ILS_SHIR_OIS_COMPOUND FloatingRateIndexEnum = iota + 1
/**
* Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.
*/
ILS_TELBOR FloatingRateIndexEnum = iota + 1
/**
* Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
ILS_TELBOR_01_REUTERS FloatingRateIndexEnum = iota + 1
/**
* Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
ILS_TELBOR_REFERENCE_BANKS FloatingRateIndexEnum = iota + 1
/**
* Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
INR_BMK FloatingRateIndexEnum = iota + 1
/**
* Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
INR_CMT FloatingRateIndexEnum = iota + 1
/**
* Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
INR_FBIL_MIBOR_OIS_COMPOUND FloatingRateIndexEnum = iota + 1
/**
* Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
INR_INBMK_REUTERS FloatingRateIndexEnum = iota + 1
/**
* Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.
*/
INR_MIBOR_OIS FloatingRateIndexEnum = iota + 1
/**
* Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
INR_MIBOR_OIS_COMPOUND FloatingRateIndexEnum = iota + 1
/**
* Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.
*/
INR_MIBOR_OIS_COMPOUND_1 FloatingRateIndexEnum = iota + 1
/**
* Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
INR_MIFOR FloatingRateIndexEnum = iota + 1
/**
* Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
INR_MIOIS FloatingRateIndexEnum = iota + 1
/**
* Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
INR_MITOR_OIS_COMPOUND FloatingRateIndexEnum = iota + 1
/**
* Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
INR_MODIFIED_MIFOR FloatingRateIndexEnum = iota + 1
/**
* Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
INR_REFERENCE_BANKS FloatingRateIndexEnum = iota + 1
/**
* Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
INR_SEMI_ANNUAL_SWAP_RATE_11_30_BGCANTOR FloatingRateIndexEnum = iota + 1
/**
* Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
INR_SEMI_ANNUAL_SWAP_RATE_NON_DELIVERABLE_16_00_TULLETT_PREBON FloatingRateIndexEnum = iota + 1
/**
* Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
INR_SEMI_ANNUAL_SWAP_RATE_REFERENCE_BANKS FloatingRateIndexEnum = iota + 1
/**
* Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.
*/
ISK_REIBOR FloatingRateIndexEnum = iota + 1
/**
* Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
ISK_REIBOR_REFERENCE_BANKS FloatingRateIndexEnum = iota + 1
/**
* Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
ISK_REIBOR_REUTERS FloatingRateIndexEnum = iota + 1
/**
* Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
JPY_ANNUAL_SWAP_RATE_11_00_TRADITION FloatingRateIndexEnum = iota + 1
/**
* Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
JPY_ANNUAL_SWAP_RATE_3_00_TRADITION FloatingRateIndexEnum = iota + 1
/**
* Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
JPY_BBSF_BLOOMBERG_10_00 FloatingRateIndexEnum = iota + 1
/**
* Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
JPY_BBSF_BLOOMBERG_15_00 FloatingRateIndexEnum = iota + 1
/**
* Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.
*/
JPY_EUROYEN_TIBOR FloatingRateIndexEnum = iota + 1
/**
* Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
JPY_ISDA_SWAP_RATE_10_00 FloatingRateIndexEnum = iota + 1
/**
* Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
JPY_ISDA_SWAP_RATE_15_00 FloatingRateIndexEnum = iota + 1
/**
* Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.
*/
JPY_LIBOR FloatingRateIndexEnum = iota + 1
/**
* Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
JPY_LIBOR_BBA FloatingRateIndexEnum = iota + 1
/**
* Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
JPY_LIBOR_BBA_BLOOMBERG FloatingRateIndexEnum = iota + 1
/**
* Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
JPY_LIBOR_FRASETT FloatingRateIndexEnum = iota + 1
/**
* Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
JPY_LIBOR_ISDA FloatingRateIndexEnum = iota + 1
/**
* Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
JPY_LIBOR_REFERENCE_BANKS FloatingRateIndexEnum = iota + 1
/**
* Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.
*/
JPY_LIBOR_TSR_10_00 FloatingRateIndexEnum = iota + 1
/**
* Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.
*/
JPY_LIBOR_TSR_15_00 FloatingRateIndexEnum = iota + 1
/**
* Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.
*/
JPY_LTPR_MHBK FloatingRateIndexEnum = iota + 1
/**
* Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
JPY_LTPR_MHCB FloatingRateIndexEnum = iota + 1
/**
* Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
JPY_LTPR_TBC FloatingRateIndexEnum = iota + 1
/**
* Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
JPY_MUTANCALL_TONAR FloatingRateIndexEnum = iota + 1
/**
* Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
JPY_OIS_11_00_ICAP FloatingRateIndexEnum = iota + 1
/**
* Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
JPY_OIS_11_00_TRADITION FloatingRateIndexEnum = iota + 1
/**
* Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
JPY_OIS_3_00_TRADITION FloatingRateIndexEnum = iota + 1
/**
* Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
JPY_QUOTING_BANKS_LIBOR FloatingRateIndexEnum = iota + 1
/**
* Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
JPY_STPR_QUOTING_BANKS FloatingRateIndexEnum = iota + 1
/**
* Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.
*/
JPY_TIBOR FloatingRateIndexEnum = iota + 1
/**
* Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
JPY_TIBOR_17096 FloatingRateIndexEnum = iota + 1
/**
* Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
JPY_TIBOR_17097 FloatingRateIndexEnum = iota + 1
/**
* Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
JPY_TIBOR_DTIBOR01 FloatingRateIndexEnum = iota + 1
/**
* Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
JPY_TIBOR_TIBM FloatingRateIndexEnum = iota + 1
/**
* Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
JPY_TIBOR_TIBM_REFERENCE_BANKS FloatingRateIndexEnum = iota + 1
/**
* Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
JPY_TIBOR_TIBM_10_BANKS FloatingRateIndexEnum = iota + 1
/**
* Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
JPY_TIBOR_TIBM_5_BANKS FloatingRateIndexEnum = iota + 1
/**
* Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
JPY_TIBOR_TIBM_ALL_BANKS FloatingRateIndexEnum = iota + 1
/**
* Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
JPY_TIBOR_TIBM_ALL_BANKS_BLOOMBERG FloatingRateIndexEnum = iota + 1
/**
* Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
JPY_TIBOR_ZTIBOR FloatingRateIndexEnum = iota + 1
/**
* Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
JPY_TONA FloatingRateIndexEnum = iota + 1
/**
* Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
JPY_TONA_AVERAGE_180_D FloatingRateIndexEnum = iota + 1
/**
* Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
JPY_TONA_AVERAGE_30_D FloatingRateIndexEnum = iota + 1
/**
* Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
JPY_TONA_AVERAGE_90_D FloatingRateIndexEnum = iota + 1
/**
* Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
JPY_TONA_COMPOUNDED_INDEX FloatingRateIndexEnum = iota + 1
/**
* Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
JPY_TONA_ICE_COMPOUNDED_INDEX FloatingRateIndexEnum = iota + 1
/**
* Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
JPY_TONA_ICE_COMPOUNDED_INDEX_0_FLOOR FloatingRateIndexEnum = iota + 1
/**
* Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
JPY_TONA_ICE_COMPOUNDED_INDEX_0_FLOOR_2_D_LAG FloatingRateIndexEnum = iota + 1
/**
* Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
JPY_TONA_ICE_COMPOUNDED_INDEX_0_FLOOR_5_D_LAG FloatingRateIndexEnum = iota + 1
/**
* Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
JPY_TONA_ICE_COMPOUNDED_INDEX_2_D_LAG FloatingRateIndexEnum = iota + 1
/**
* Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
JPY_TONA_ICE_COMPOUNDED_INDEX_5_D_LAG FloatingRateIndexEnum = iota + 1
/**
* Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
JPY_TONA_OIS_COMPOUND FloatingRateIndexEnum = iota + 1
/**
* Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.
*/
JPY_TONA_OIS_COMPOUND_1 FloatingRateIndexEnum = iota + 1
/**
* Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
JPY_TONA_TSR_10_00 FloatingRateIndexEnum = iota + 1
/**
* Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
JPY_TONA_TSR_15_00 FloatingRateIndexEnum = iota + 1
/**
* Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
JPY_TORF_QUICK FloatingRateIndexEnum = iota + 1
/**
* Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
JPY_TSR_REFERENCE_BANKS FloatingRateIndexEnum = iota + 1
/**
* Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
JPY_TSR_REUTERS_10_00 FloatingRateIndexEnum = iota + 1
/**
* Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
JPY_TSR_REUTERS_15_00 FloatingRateIndexEnum = iota + 1
/**
* Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
JPY_TSR_TELERATE_10_00 FloatingRateIndexEnum = iota + 1
/**
* Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
JPY_TSR_TELERATE_15_00 FloatingRateIndexEnum = iota + 1
/**
* Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
JPY_USD_BASIS_SWAPS_11_00_ICAP FloatingRateIndexEnum = iota + 1
/**
* Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
KRW_BOND_3222 FloatingRateIndexEnum = iota + 1
/**
* Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
KRW_CD_3220 FloatingRateIndexEnum = iota + 1
/**
* Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.
*/
KRW_CD_91D FloatingRateIndexEnum = iota + 1
/**
* Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
KRW_CD_KSDA_BLOOMBERG FloatingRateIndexEnum = iota + 1
/**
* Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.
*/
KRW_KOFR FloatingRateIndexEnum = iota + 1
/**
* Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.
*/
KRW_KOFR_OIS_COMPOUND FloatingRateIndexEnum = iota + 1
/**
* Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
KRW_QUARTERLY_ANNUAL_SWAP_RATE_3_30_ICAP FloatingRateIndexEnum = iota + 1
/**
* Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.
*/
MXN_TIIE FloatingRateIndexEnum = iota + 1
/**
* Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
MXN_TIIE_BANXICO FloatingRateIndexEnum = iota + 1
/**
* Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
MXN_TIIE_BANXICO_BLOOMBERG FloatingRateIndexEnum = iota + 1
/**
* Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
MXN_TIIE_BANXICO_REFERENCE_BANKS FloatingRateIndexEnum = iota + 1
/**
* Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.
*/
MXN_TIIE_ON FloatingRateIndexEnum = iota + 1
/**
* Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.
*/
MXN_TIIE_ON_OIS_COMPOUND FloatingRateIndexEnum = iota + 1
/**
* Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
MXN_TIIE_REFERENCE_BANKS FloatingRateIndexEnum = iota + 1
/**
* Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.
*/
MYR_KLIBOR FloatingRateIndexEnum = iota + 1
/**
* Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
MYR_KLIBOR_BNM FloatingRateIndexEnum = iota + 1
/**
* Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
MYR_KLIBOR_REFERENCE_BANKS FloatingRateIndexEnum = iota + 1
/**
* Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.
*/
MYR_MYOR FloatingRateIndexEnum = iota + 1
/**
* Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.
*/
MYR_MYOR_OIS_COMPOUND FloatingRateIndexEnum = iota + 1
/**
* Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
MYR_QUARTERLY_SWAP_RATE_11_00_TRADITION FloatingRateIndexEnum = iota + 1
/**
* Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
MYR_QUARTERLY_SWAP_RATE_TRADITION_REFERENCE_BANKS FloatingRateIndexEnum = iota + 1
/**
* Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.
*/
NOK_NIBOR FloatingRateIndexEnum = iota + 1
/**
* Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
NOK_NIBOR_NIBR FloatingRateIndexEnum = iota + 1
/**
* Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
NOK_NIBOR_NIBR_BLOOMBERG FloatingRateIndexEnum = iota + 1
/**
* Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
NOK_NIBOR_NIBR_REFERENCE_BANKS FloatingRateIndexEnum = iota + 1
/**
* Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
NOK_NIBOR_OIBOR FloatingRateIndexEnum = iota + 1
/**
* Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
NOK_NIBOR_REFERENCE_BANKS FloatingRateIndexEnum = iota + 1
/**
* Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
NOK_NOWA FloatingRateIndexEnum = iota + 1
/**
* Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.
*/
NOK_NOWA_OIS_COMPOUND FloatingRateIndexEnum = iota + 1
/**
* Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
NZD_BBR_BID FloatingRateIndexEnum = iota + 1
/**
* Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
NZD_BBR_FRA FloatingRateIndexEnum = iota + 1
/**
* Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
NZD_BBR_ISDC FloatingRateIndexEnum = iota + 1
/**
* Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
NZD_BBR_REFERENCE_BANKS FloatingRateIndexEnum = iota + 1
/**
* Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
NZD_BBR_TELERATE FloatingRateIndexEnum = iota + 1
/**
* Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.
*/
NZD_BKBM_BID FloatingRateIndexEnum = iota + 1
/**
* Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.
*/
NZD_BKBM_FRA FloatingRateIndexEnum = iota + 1
/**
* Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.
*/
NZD_BKBM_FRA_SWAP_RATE_ICAP FloatingRateIndexEnum = iota + 1
/**
* Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
NZD_NZIONA FloatingRateIndexEnum = iota + 1
/**
* Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
NZD_NZIONA_OIS_COMPOUND FloatingRateIndexEnum = iota + 1
/**
* Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.
*/
NZD_NZIONA_OIS_COMPOUND_1 FloatingRateIndexEnum = iota + 1
/**
* Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
NZD_SEMI_ANNUAL_SWAP_RATE_11_00_BGCANTOR FloatingRateIndexEnum = iota + 1
/**
* Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
NZD_SEMI_ANNUAL_SWAP_RATE_BGCANTOR_REFERENCE_BANKS FloatingRateIndexEnum = iota + 1
/**
* Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
NZD_SWAP_RATE_ICAP FloatingRateIndexEnum = iota + 1
/**
* Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
NZD_SWAP_RATE_ICAP_REFERENCE_BANKS FloatingRateIndexEnum = iota + 1
/**
* Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.
*/
PHP_PHIREF FloatingRateIndexEnum = iota + 1
/**
* Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
PHP_PHIREF_BAP FloatingRateIndexEnum = iota + 1
/**
* Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
PHP_PHIREF_BLOOMBERG FloatingRateIndexEnum = iota + 1
/**
* Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
PHP_PHIREF_REFERENCE_BANKS FloatingRateIndexEnum = iota + 1
/**
* Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
PHP_SEMI_ANNUAL_SWAP_RATE_11_00_BGCANTOR FloatingRateIndexEnum = iota + 1
/**
* Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
PHP_SEMI_ANNUAL_SWAP_RATE_REFERENCE_BANKS FloatingRateIndexEnum = iota + 1
/**
* Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.
*/
PLN_POLONIA FloatingRateIndexEnum = iota + 1
/**
* Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
PLN_POLONIA_OIS_COMPOUND FloatingRateIndexEnum = iota + 1
/**
* Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.
*/
PLN_POLONIA_OIS_COMPOUND_1 FloatingRateIndexEnum = iota + 1
/**
* Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.
*/
PLN_WIBID FloatingRateIndexEnum = iota + 1
/**
* Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.
*/
PLN_WIBOR FloatingRateIndexEnum = iota + 1
/**
* Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
PLN_WIBOR_REFERENCE_BANKS FloatingRateIndexEnum = iota + 1
/**
* Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
PLN_WIBOR_WIBO FloatingRateIndexEnum = iota + 1
/**
* Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.
*/
PLN_WIRON FloatingRateIndexEnum = iota + 1
/**
* Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.
*/
PLN_WIRON_OIS_COMPOUND FloatingRateIndexEnum = iota + 1
/**
* Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
PLZ_WIBOR_REFERENCE_BANKS FloatingRateIndexEnum = iota + 1
/**
* Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
PLZ_WIBOR_WIBO FloatingRateIndexEnum = iota + 1
/**
* Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
REPOFUNDS_RATE_FRANCE_OIS_COMPOUND FloatingRateIndexEnum = iota + 1
/**
* Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
REPOFUNDS_RATE_GERMANY_OIS_COMPOUND FloatingRateIndexEnum = iota + 1
/**
* Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
REPOFUNDS_RATE_ITALY_OIS_COMPOUND FloatingRateIndexEnum = iota + 1
/**
* Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
RON_ANNUAL_SWAP_RATE_11_00_BGCANTOR FloatingRateIndexEnum = iota + 1
/**
* Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
RON_ANNUAL_SWAP_RATE_REFERENCE_BANKS FloatingRateIndexEnum = iota + 1
/**
* Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
RON_RBOR_REUTERS FloatingRateIndexEnum = iota + 1
/**
* Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.
*/
RON_ROBID FloatingRateIndexEnum = iota + 1
/**
* Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.
*/
RON_ROBOR FloatingRateIndexEnum = iota + 1
/**
* Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
RUB_ANNUAL_SWAP_RATE_11_00_BGCANTOR FloatingRateIndexEnum = iota + 1
/**
* Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
RUB_ANNUAL_SWAP_RATE_12_45_TRADITION FloatingRateIndexEnum = iota + 1
/**
* Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
RUB_ANNUAL_SWAP_RATE_4_15_TRADITION FloatingRateIndexEnum = iota + 1
/**
* Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
RUB_ANNUAL_SWAP_RATE_REFERENCE_BANKS FloatingRateIndexEnum = iota + 1
/**
* Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
RUB_ANNUAL_SWAP_RATE_TRADITION_REFERENCE_BANKS FloatingRateIndexEnum = iota + 1
/**
* Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.
*/
RUB_KEY_RATE_CBRF FloatingRateIndexEnum = iota + 1
/**
* Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
RUB_MOSPRIME_NFEA FloatingRateIndexEnum = iota + 1
/**
* Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
RUB_MOSPRIME_REFERENCE_BANKS FloatingRateIndexEnum = iota + 1
/**
* Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.
*/
RUB_MOS_PRIME FloatingRateIndexEnum = iota + 1
/**
* Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.
*/
RUB_RUONIA FloatingRateIndexEnum = iota + 1
/**
* Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
RUB_RUONIA_OIS_COMPOUND FloatingRateIndexEnum = iota + 1
/**
* Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.
*/
RUB_RUONIA_OIS_COMPOUND_1 FloatingRateIndexEnum = iota + 1
/**
* Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.
*/
SAR_SAIBOR FloatingRateIndexEnum = iota + 1
/**
* Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
SAR_SRIOR_REFERENCE_BANKS FloatingRateIndexEnum = iota + 1
/**
* Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
SAR_SRIOR_SUAA FloatingRateIndexEnum = iota + 1
/**
* Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
SEK_ANNUAL_SWAP_RATE FloatingRateIndexEnum = iota + 1
/**
* Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
SEK_ANNUAL_SWAP_RATE_SESWFI FloatingRateIndexEnum = iota + 1
/**
* Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
SEK_SIOR_OIS_COMPOUND FloatingRateIndexEnum = iota + 1
/**
* Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.
*/
SEK_STIBOR FloatingRateIndexEnum = iota + 1
/**
* Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
SEK_STIBOR_BLOOMBERG FloatingRateIndexEnum = iota + 1
/**
* Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.
*/
SEK_STIBOR_OIS_COMPOUND FloatingRateIndexEnum = iota + 1
/**
* Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
SEK_STIBOR_REFERENCE_BANKS FloatingRateIndexEnum = iota + 1
/**
* Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
SEK_STIBOR_SIDE FloatingRateIndexEnum = iota + 1
/**
* Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
SEK_SWESTR FloatingRateIndexEnum = iota + 1
/**
* Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
SEK_SWESTR_AVERAGE_1_M FloatingRateIndexEnum = iota + 1
/**
* Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
SEK_SWESTR_AVERAGE_1_W FloatingRateIndexEnum = iota + 1
/**
* Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
SEK_SWESTR_AVERAGE_2_M FloatingRateIndexEnum = iota + 1
/**
* Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
SEK_SWESTR_AVERAGE_3_M FloatingRateIndexEnum = iota + 1
/**
* Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
SEK_SWESTR_AVERAGE_6_M FloatingRateIndexEnum = iota + 1
/**
* Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
SEK_SWESTR_COMPOUNDED_INDEX FloatingRateIndexEnum = iota + 1
/**
* Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
SEK_SWESTR_OIS_COMPOUND FloatingRateIndexEnum = iota + 1
/**
* Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.
*/
SGD_SIBOR FloatingRateIndexEnum = iota + 1
/**
* Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
SGD_SIBOR_REFERENCE_BANKS FloatingRateIndexEnum = iota + 1
/**
* Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
SGD_SIBOR_REUTERS FloatingRateIndexEnum = iota + 1
/**
* Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
SGD_SIBOR_TELERATE FloatingRateIndexEnum = iota + 1
/**
* Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
SGD_SONAR_OIS_COMPOUND FloatingRateIndexEnum = iota + 1
/**
* Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
SGD_SONAR_OIS_VWAP_COMPOUND FloatingRateIndexEnum = iota + 1
/**
* Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.
*/
SGD_SOR FloatingRateIndexEnum = iota + 1
/**
* Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
SGD_SORA FloatingRateIndexEnum = iota + 1
/**
* Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
SGD_SORA_COMPOUND FloatingRateIndexEnum = iota + 1
/**
* Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.
*/
SGD_SORA_OIS_COMPOUND FloatingRateIndexEnum = iota + 1
/**
* Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
SGD_SOR_REFERENCE_BANKS FloatingRateIndexEnum = iota + 1
/**
* Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
SGD_SOR_REUTERS FloatingRateIndexEnum = iota + 1
/**
* Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
SGD_SOR_TELERATE FloatingRateIndexEnum = iota + 1
/**
* Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
SGD_SOR_VWAP FloatingRateIndexEnum = iota + 1
/**
* Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
SGD_SOR_VWAP_REFERENCE_BANKS FloatingRateIndexEnum = iota + 1
/**
* Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
SGD_SEMI_ANNUAL_CURRENCY_BASIS_SWAP_RATE_11_00_TULLETT_PREBON FloatingRateIndexEnum = iota + 1
/**
* Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
SGD_SEMI_ANNUAL_CURRENCY_BASIS_SWAP_RATE_16_00_TULLETT_PREBON FloatingRateIndexEnum = iota + 1
/**
* Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
SGD_SEMI_ANNUAL_SWAP_RATE_11_00_BGCANTOR FloatingRateIndexEnum = iota + 1
/**
* Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
SGD_SEMI_ANNUAL_SWAP_RATE_11_00_TRADITION FloatingRateIndexEnum = iota + 1
/**
* Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
SGD_SEMI_ANNUAL_SWAP_RATE_11_00_TULLETT_PREBON FloatingRateIndexEnum = iota + 1
/**
* Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
SGD_SEMI_ANNUAL_SWAP_RATE_16_00_TULLETT_PREBON FloatingRateIndexEnum = iota + 1
/**
* Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
SGD_SEMI_ANNUAL_SWAP_RATE_ICAP FloatingRateIndexEnum = iota + 1
/**
* Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
SGD_SEMI_ANNUAL_SWAP_RATE_ICAP_REFERENCE_BANKS FloatingRateIndexEnum = iota + 1
/**
* Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
SGD_SEMI_ANNUAL_SWAP_RATE_REFERENCE_BANKS FloatingRateIndexEnum = iota + 1
/**
* Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
SGD_SEMI_ANNUAL_SWAP_RATE_TRADITION_REFERENCE_BANKS FloatingRateIndexEnum = iota + 1
/**
* Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
SKK_BRIBOR_BRBO FloatingRateIndexEnum = iota + 1
/**
* Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
SKK_BRIBOR_BLOOMBERG FloatingRateIndexEnum = iota + 1
/**
* Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
SKK_BRIBOR_NBSK07 FloatingRateIndexEnum = iota + 1
/**
* Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
SKK_BRIBOR_REFERENCE_BANKS FloatingRateIndexEnum = iota + 1
/**
* Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
THB_SOR_REFERENCE_BANKS FloatingRateIndexEnum = iota + 1
/**
* Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
THB_SOR_REUTERS FloatingRateIndexEnum = iota + 1
/**
* Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
THB_SOR_TELERATE FloatingRateIndexEnum = iota + 1
/**
* Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
THB_SEMI_ANNUAL_SWAP_RATE_11_00_BGCANTOR FloatingRateIndexEnum = iota + 1
/**
* Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
THB_SEMI_ANNUAL_SWAP_RATE_REFERENCE_BANKS FloatingRateIndexEnum = iota + 1
/**
* Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.
*/
THB_THBFIX FloatingRateIndexEnum = iota + 1
/**
* Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
THB_THBFIX_REFERENCE_BANKS FloatingRateIndexEnum = iota + 1
/**
* Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
THB_THBFIX_REUTERS FloatingRateIndexEnum = iota + 1
/**
* Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
THB_THOR FloatingRateIndexEnum = iota + 1
/**
* Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
THB_THOR_COMPOUND FloatingRateIndexEnum = iota + 1
/**
* Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.
*/
THB_THOR_OIS_COMPOUND FloatingRateIndexEnum = iota + 1
/**
* Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
TRY_ANNUAL_SWAP_RATE_11_00_TRADITION FloatingRateIndexEnum = iota + 1
/**
* Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
TRY_ANNUAL_SWAP_RATE_11_15_BGCANTOR FloatingRateIndexEnum = iota + 1
/**
* Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
TRY_ANNUAL_SWAP_RATE_REFERENCE_BANKS FloatingRateIndexEnum = iota + 1
/**
* Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
TRY_SEMI_ANNUAL_SWAP_RATE_TRADITION_REFERENCE_BANKS FloatingRateIndexEnum = iota + 1
/**
* Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.
*/
TRY_TLREF FloatingRateIndexEnum = iota + 1
/**
* Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
TRY_TLREF_OIS_COMPOUND FloatingRateIndexEnum = iota + 1
/**
* Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.
*/
TRY_TLREF_OIS_COMPOUND_1 FloatingRateIndexEnum = iota + 1
/**
* Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.
*/
TRY_TRLIBOR FloatingRateIndexEnum = iota + 1
/**
* Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
TRY_TRYIBOR_REFERENCE_BANKS FloatingRateIndexEnum = iota + 1
/**
* Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
TRY_TRYIBOR_REUTERS FloatingRateIndexEnum = iota + 1
/**
* Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
TWD_QUARTERLY_ANNUAL_SWAP_RATE_11_00_BGCANTOR FloatingRateIndexEnum = iota + 1
/**
* Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
TWD_QUARTERLY_ANNUAL_SWAP_RATE_REFERENCE_BANKS FloatingRateIndexEnum = iota + 1
/**
* Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
TWD_REFERENCE_DEALERS FloatingRateIndexEnum = iota + 1
/**
* Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
TWD_REUTERS_6165 FloatingRateIndexEnum = iota + 1
/**
* Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
TWD_TAIBIR01 FloatingRateIndexEnum = iota + 1
/**
* Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
TWD_TAIBIR02 FloatingRateIndexEnum = iota + 1
/**
* Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.
*/
TWD_TAIBOR FloatingRateIndexEnum = iota + 1
/**
* Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
TWD_TAIBOR_BLOOMBERG FloatingRateIndexEnum = iota + 1
/**
* Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
TWD_TAIBOR_REUTERS FloatingRateIndexEnum = iota + 1
/**
* Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
TWD_TWCPBA FloatingRateIndexEnum = iota + 1
/**
* Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
TWD_TELERATE_6165 FloatingRateIndexEnum = iota + 1
/**
* Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
UK_BASE_RATE FloatingRateIndexEnum = iota + 1
/**
* Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
USD_3_M_LIBOR_SWAP_CME_VS_LCH_ICAP FloatingRateIndexEnum = iota + 1
/**
* Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
USD_3_M_LIBOR_SWAP_CME_VS_LCH_ICAP_BLOOMBERG FloatingRateIndexEnum = iota + 1
/**
* Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
USD_6_M_LIBOR_SWAP_CME_VS_LCH_ICAP FloatingRateIndexEnum = iota + 1
/**
* Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
USD_6_M_LIBOR_SWAP_CME_VS_LCH_ICAP_BLOOMBERG FloatingRateIndexEnum = iota + 1
/**
* Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
USD_AMERIBOR FloatingRateIndexEnum = iota + 1
/**
* Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
USD_AMERIBOR_AVERAGE_30_D FloatingRateIndexEnum = iota + 1
/**
* Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
USD_AMERIBOR_AVERAGE_90_D FloatingRateIndexEnum = iota + 1
/**
* Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
USD_AMERIBOR_TERM FloatingRateIndexEnum = iota + 1
/**
* Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
USD_AMERIBOR_TERM_STRUCTURE FloatingRateIndexEnum = iota + 1
/**
* Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.
*/
USD_AXI_TERM FloatingRateIndexEnum = iota + 1
/**
* Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
USD_ANNUAL_SWAP_RATE_11_00_BGCANTOR FloatingRateIndexEnum = iota + 1
/**
* Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
USD_ANNUAL_SWAP_RATE_11_00_TRADITION FloatingRateIndexEnum = iota + 1
/**
* Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
USD_ANNUAL_SWAP_RATE_4_00_TRADITION FloatingRateIndexEnum = iota + 1
/**
* Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
USD_BA_H_15 FloatingRateIndexEnum = iota + 1
/**
* Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
USD_BA_REFERENCE_DEALERS FloatingRateIndexEnum = iota + 1
/**
* Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
USD_BMA_MUNICIPAL_SWAP_INDEX FloatingRateIndexEnum = iota + 1
/**
* Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
USD_BSBY FloatingRateIndexEnum = iota + 1
/**
* Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
USD_CD_H_15 FloatingRateIndexEnum = iota + 1
/**
* Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
USD_CD_REFERENCE_DEALERS FloatingRateIndexEnum = iota + 1
/**
* Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
USD_CMS_REFERENCE_BANKS FloatingRateIndexEnum = iota + 1
/**
* Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
USD_CMS_REFERENCE_BANKS_ICAP_SWAP_PX FloatingRateIndexEnum = iota + 1
/**
* Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
USD_CMS_REUTERS FloatingRateIndexEnum = iota + 1
/**
* Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
USD_CMS_TELERATE FloatingRateIndexEnum = iota + 1
/**
* Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.
*/
USD_CMT FloatingRateIndexEnum = iota + 1
/**
* Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.
*/
USD_CMT_AVERAGE_1_W FloatingRateIndexEnum = iota + 1
/**
* Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
USD_CMT_T7051 FloatingRateIndexEnum = iota + 1
/**
* Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
USD_CMT_T7052 FloatingRateIndexEnum = iota + 1
/**
* Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
USD_COF11_FHLBSF FloatingRateIndexEnum = iota + 1
/**
* Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
USD_COF_11_REUTERS FloatingRateIndexEnum = iota + 1
/**
* Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
USD_COF_11_TELERATE FloatingRateIndexEnum = iota + 1
/**
* Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.
*/
USD_COFI FloatingRateIndexEnum = iota + 1
/**
* Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
USD_CP_H_15 FloatingRateIndexEnum = iota + 1
/**
* Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.
*/
USD_CP_MONEY_MARKET_YIELD FloatingRateIndexEnum = iota + 1
/**
* Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
USD_CP_REFERENCE_DEALERS FloatingRateIndexEnum = iota + 1
/**
* Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
USD_CRITR FloatingRateIndexEnum = iota + 1
/**
* Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
USD_FFCB_DISCO FloatingRateIndexEnum = iota + 1
/**
* Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.
*/
USD_FXI_TERM FloatingRateIndexEnum = iota + 1
/**
* Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.
*/
USD_FEDERAL_FUNDS FloatingRateIndexEnum = iota + 1
/**
* Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
USD_FEDERAL_FUNDS_H_15 FloatingRateIndexEnum = iota + 1
/**
* Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
USD_FEDERAL_FUNDS_H_15_BLOOMBERG FloatingRateIndexEnum = iota + 1
/**
* Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
USD_FEDERAL_FUNDS_H_15_OIS_COMPOUND FloatingRateIndexEnum = iota + 1
/**
* Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.
*/
USD_FEDERAL_FUNDS_OIS_COMPOUND FloatingRateIndexEnum = iota + 1
/**
* Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
USD_FEDERAL_FUNDS_REFERENCE_DEALERS FloatingRateIndexEnum = iota + 1
/**
* Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
USD_ISDAFIX_3_SWAP_RATE FloatingRateIndexEnum = iota + 1
/**
* Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
USD_ISDAFIX_3_SWAP_RATE_3_00 FloatingRateIndexEnum = iota + 1
/**
* Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
USD_ISDA_SWAP_RATE FloatingRateIndexEnum = iota + 1
/**
* Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
USD_ISDA_SWAP_RATE_3_00 FloatingRateIndexEnum = iota + 1
/**
* Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.
*/
USD_LIBOR FloatingRateIndexEnum = iota + 1
/**
* Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
USD_LIBOR_BBA FloatingRateIndexEnum = iota + 1
/**
* Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
USD_LIBOR_BBA_BLOOMBERG FloatingRateIndexEnum = iota + 1
/**
* Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.
*/
USD_LIBOR_ICE_SWAP_RATE_11_00 FloatingRateIndexEnum = iota + 1
/**
* Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.
*/
USD_LIBOR_ICE_SWAP_RATE_15_00 FloatingRateIndexEnum = iota + 1
/**
* Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
USD_LIBOR_ISDA FloatingRateIndexEnum = iota + 1
/**
* Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
USD_LIBOR_LIBO FloatingRateIndexEnum = iota + 1
/**
* Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
USD_LIBOR_REFERENCE_BANKS FloatingRateIndexEnum = iota + 1
/**
* Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.
*/
USD_MUNICIPAL_SWAP_INDEX FloatingRateIndexEnum = iota + 1
/**
* Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
USD_MUNICIPAL_SWAP_LIBOR_RATIO_11_00_ICAP FloatingRateIndexEnum = iota + 1
/**
* Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
USD_MUNICIPAL_SWAP_RATE_11_00_ICAP FloatingRateIndexEnum = iota + 1
/**
* Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
USD_OIS_11_00_BGCANTOR FloatingRateIndexEnum = iota + 1
/**
* Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
USD_OIS_11_00_LON_ICAP FloatingRateIndexEnum = iota + 1
/**
* Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
USD_OIS_11_00_NY_ICAP FloatingRateIndexEnum = iota + 1
/**
* Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
USD_OIS_11_00_TRADITION FloatingRateIndexEnum = iota + 1
/**
* Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
USD_OIS_3_00_BGCANTOR FloatingRateIndexEnum = iota + 1
/**
* Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
USD_OIS_3_00_NY_ICAP FloatingRateIndexEnum = iota + 1
/**
* Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
USD_OIS_4_00_TRADITION FloatingRateIndexEnum = iota + 1
/**
* Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
USD_OVERNIGHT_BANK_FUNDING_RATE FloatingRateIndexEnum = iota + 1
/**
* Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.
*/
USD_PRIME FloatingRateIndexEnum = iota + 1
/**
* Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
USD_PRIME_H_15 FloatingRateIndexEnum = iota + 1
/**
* Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
USD_PRIME_REFERENCE_BANKS FloatingRateIndexEnum = iota + 1
/**
* Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
USD_SIBOR_REFERENCE_BANKS FloatingRateIndexEnum = iota + 1
/**
* Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
USD_SIBOR_SIBO FloatingRateIndexEnum = iota + 1
/**
* Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
USD_SIFMA_MUNICIPAL_SWAP_INDEX FloatingRateIndexEnum = iota + 1
/**
* Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
USD_SOFR FloatingRateIndexEnum = iota + 1
/**
* Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
USD_SOFR_AVERAGE_180_D FloatingRateIndexEnum = iota + 1
/**
* Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
USD_SOFR_AVERAGE_30_D FloatingRateIndexEnum = iota + 1
/**
* Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
USD_SOFR_AVERAGE_90_D FloatingRateIndexEnum = iota + 1
/**
* Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
USD_SOFR_CME_TERM FloatingRateIndexEnum = iota + 1
/**
* Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
USD_SOFR_COMPOUND FloatingRateIndexEnum = iota + 1
/**
* Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
USD_SOFR_COMPOUNDED_INDEX FloatingRateIndexEnum = iota + 1
/**
* Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
USD_SOFR_ICE_COMPOUNDED_INDEX FloatingRateIndexEnum = iota + 1
/**
* Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
USD_SOFR_ICE_COMPOUNDED_INDEX_0_FLOOR FloatingRateIndexEnum = iota + 1
/**
* Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
USD_SOFR_ICE_COMPOUNDED_INDEX_0_FLOOR_2_D_LAG FloatingRateIndexEnum = iota + 1
/**
* Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
USD_SOFR_ICE_COMPOUNDED_INDEX_0_FLOOR_5_D_LAG FloatingRateIndexEnum = iota + 1
/**
* Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
USD_SOFR_ICE_COMPOUNDED_INDEX_2_D_LAG FloatingRateIndexEnum = iota + 1
/**
* Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
USD_SOFR_ICE_COMPOUNDED_INDEX_5_D_LAG FloatingRateIndexEnum = iota + 1
/**
* Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
USD_SOFR_ICE_SWAP_RATE FloatingRateIndexEnum = iota + 1
/**
* Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.
*/
USD_SOFR_ICE_TERM FloatingRateIndexEnum = iota + 1
/**
* Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.
*/
USD_SOFR_OIS_COMPOUND FloatingRateIndexEnum = iota + 1
/**
* Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
USD_S_P_INDEX_HIGH_GRADE FloatingRateIndexEnum = iota + 1
/**
* Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.
*/
USD_SAND_P_INDEX_HIGH_GRADE FloatingRateIndexEnum = iota + 1
/**
* Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
USD_SWAP_RATE_BCMP_1 FloatingRateIndexEnum = iota + 1
/**
* Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.
*/
USD_TBILL_AUCTION_HIGH_RATE FloatingRateIndexEnum = iota + 1
/**
* Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
USD_TBILL_H_15 FloatingRateIndexEnum = iota + 1
/**
* Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
USD_TBILL_H_15_BLOOMBERG FloatingRateIndexEnum = iota + 1
/**
* Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
USD_TBILL_SECONDARY_MARKET FloatingRateIndexEnum = iota + 1
/**
* Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.
*/
USD_TBILL_SECONDARY_MARKET_BOND_EQUIVALENT_YIELD FloatingRateIndexEnum = iota + 1
/**
* Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
USD_TIBOR_ISDC FloatingRateIndexEnum = iota + 1
/**
* Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
USD_TIBOR_REFERENCE_BANKS FloatingRateIndexEnum = iota + 1
/**
* Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
USD_TREASURY_19901_3_00_ICAP FloatingRateIndexEnum = iota + 1
/**
* Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
USD_TREASURY_RATE_BCMP_1 FloatingRateIndexEnum = iota + 1
/**
* Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
USD_TREASURY_RATE_ICAP_BROKER_TEC FloatingRateIndexEnum = iota + 1
/**
* Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
USD_TREASURY_RATE_SWAP_MARKER_100 FloatingRateIndexEnum = iota + 1
/**
* Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
USD_TREASURY_RATE_SWAP_MARKER_99 FloatingRateIndexEnum = iota + 1
/**
* Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
USD_TREASURY_RATE_T_19901 FloatingRateIndexEnum = iota + 1
/**
* Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
USD_TREASURY_RATE_T_500 FloatingRateIndexEnum = iota + 1
/**
* Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
VND_SEMI_ANNUAL_SWAP_RATE_11_00_BGCANTOR FloatingRateIndexEnum = iota + 1
/**
* Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
VND_SEMI_ANNUAL_SWAP_RATE_REFERENCE_BANKS FloatingRateIndexEnum = iota + 1
/**
* Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
ZAR_DEPOSIT_REFERENCE_BANKS FloatingRateIndexEnum = iota + 1
/**
* Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
ZAR_DEPOSIT_SAFEX FloatingRateIndexEnum = iota + 1
/**
* Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.
*/
ZAR_JIBAR FloatingRateIndexEnum = iota + 1
/**
* Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
ZAR_JIBAR_REFERENCE_BANKS FloatingRateIndexEnum = iota + 1
/**
* Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
ZAR_JIBAR_SAFEX FloatingRateIndexEnum = iota + 1
/**
* Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
ZAR_PRIME_AVERAGE FloatingRateIndexEnum = iota + 1
/**
* Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
ZAR_PRIME_AVERAGE_REFERENCE_BANKS FloatingRateIndexEnum = iota + 1
/**
* Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.
*/
ZAR_PRIME_AVERAGE_1 FloatingRateIndexEnum = iota + 1
/**
* Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
ZAR_QUARTERLY_SWAP_RATE_1_00_TRADITION FloatingRateIndexEnum = iota + 1
/**
* Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
ZAR_QUARTERLY_SWAP_RATE_5_30_TRADITION FloatingRateIndexEnum = iota + 1
/**
* Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
*/
ZAR_QUARTERLY_SWAP_RATE_TRADITION_REFERENCE_BANKS FloatingRateIndexEnum = iota + 1
/**
* Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.
*/
ZAR_ZARONIA FloatingRateIndexEnum = iota + 1
/**
* Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.
*/
ZAR_ZARONIA_OIS_COMPOUND FloatingRateIndexEnum = iota + 1
)
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