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functions work (still needs testing)

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Macocian Adrian Radu
2022-06-01 17:23:30 +02:00
parent 63ae41e612
commit d7a0d46344
14 changed files with 1094 additions and 40 deletions
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2
app/Main.hs
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@@ -26,7 +26,7 @@ import Data.Void
import Utils.Utils
import Data.Text (Text)
import Parser.Expression (expressionParser)
-- :l resources/Generated/ContractDSL.hs resources/Generated/Imports.hs
-- :l resources/Generated/ContractDSL.hs resources/Generated/ImportsTypes.hs resources/Generated/ImportsEnums.hs
-- :set args resources/Rosetta/Contracts/contractDSL.rosetta
-- :set args resources/Rosetta/test-all.rosetta

22
resources/Rosetta/Contracts/contractDSL.rosetta
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@@ -1,7 +1,8 @@
namespace contractDSL : <"Generic product concepts: quantity, price, economic terms and payout, that are built using template features.">
version "${project.version}"
import imports.*
import imports.types.*
import imports.enums.*
type Obs:
@@ -236,13 +237,13 @@ func PayoutParty1:
else
contract
/*
func ResolveQuantity:
inputs:
address Address (1..1)
tradeLot TradeLot (1..*)
output:
quantity ResolvedQuantity (1..1)
resolvedQuantity Quantity (1..1)
alias resolvedValue:
tradeLot
@@ -250,14 +251,13 @@ func ResolveQuantity:
flatten
map [item -> quantity]
flatten
filter [item -> meta -> location only-element = address]
filter [item -> location = address]
only-element
-> value
assign-output quantity -> multiplier:
resolvedValue -> amount
assign-output resolvedQuantity -> multiplier:
resolvedValue -> value
assign-output quantity -> unitOfAmount:
assign-output resolvedQuantity -> unitOfAmount:
resolvedValue -> unitOfAmount
func CashflowPayoutToContract:
@@ -269,7 +269,7 @@ func CashflowPayoutToContract:
zcb Contract (1..1)
alias quantity:
ResolveQuantity(cashflow -> payoutQuantity -> resolvedQuantity -> address, tradeLot)
ResolveQuantity(cashflow -> payoutQuantity -> resolvedQuantity -> location, tradeLot)
alias fixingDate:
if settlementTerms -> cashSettlementTerms exists then
@@ -308,7 +308,7 @@ func CashflowPayoutToContract:
MkOne(quantity -> unitOfAmount -> currency))
)
/*
func ForeignExchangeToContract:
inputs:
foreignExchange ForeignExchange (1..1)
@@ -410,7 +410,7 @@ func ProductToContract:
func Main:
inputs:
meta MetaData (1..1)
//meta MetaData (1..1)
trade Trade (1..1)
output:
contract Contract (1..1)

14
resources/Rosetta/Contracts/imports-enums.rosetta Normal file
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@@ -0,0 +1,14 @@
namespace imports.enums : <"Enums used for the contract dsl">
version "${version.ok}"
enum CounterpartyRoleEnum:
Party1
Party2
enum CapacityUnitEnum:
ALW
BBL
enum FinancialUnitEnum:
Contract
ContractualProduct

70
resources/Rosetta/Contracts/imports-types.rosetta Normal file
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@@ -0,0 +1,70 @@
namespace imports.types : <"Types used for the contract dsl">
version "${version.ok}"
import imports.enums.*
type UnitType:
capacityUnit CapacityUnitEnum (0..1)
financialUnit FinancialUnitEnum (0..1)
currency string (0..1)
condition: one-of
type PayoutBase:
payerReceiver PayerReceiver (1..1)
payoutQuantity ResolvablePayoutQuantity (1..1)
type PayerReceiver:
payer CounterpartyRoleEnum (1..1)
receiver CounterpartyRoleEnum (1..1)
type Address:
street string (1..*)
city string (1..1)
state string (0..1)
country string (1..1)
postalCode string (1..1)
type TradeLot:
priceQuantity PriceQuantity (1..*)
type PriceQuantity:
quantity Quantity (0..*)
type Quantity:
location Address (1..1)
multiplier number (0..1)
value number (0..1)
unitOfAmount UnitType (0..1)
type ResolvablePayoutQuantity:
resolvedQuantity Quantity (0..1)
type Cashflow extends PayoutBase:
type SettlementTerms:
cashSettlementTerms CashSettlementTerms (0..*)
settlementDate SettlementDate (0..1)
settlementCurrency string (0..1)
type SettlementDate:
valueDate string (0..1) //date
type CashSettlementTerms:
valuationDate ValuationDate (0..1)
type ValuationDate:
fxFixingDate FxFixingDate (0..1)
type FxFixingDate:
fxFixingDate AdjustableOrRelativeDate (0..1)
type AdjustableOrRelativeDate:
adjustableDate AdjustableDate (0..1)
type AdjustableDate:
unadjastableDate string (0..1) //date
type ForeignExchange:
exchangedCurrency1 Cashflow (1..1)
exchangedCurrency2 Cashflow (1..1)

783
resources/Rosetta/Contracts/imports.rosetta
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@@ -5,6 +5,20 @@ enum CounterpartyRoleEnum: <"Defines the enumerated values to specify the two co
Party1
Party2
enum TransferTypeEnum: <"The qualification of the type of cash flows associated with OTC derivatives contracts and their lifecycle events.">
BrokerageCommission <"The brokerage commission.">
CorporateAction <"A cash flow corresponding to a corporate action event.">
Coupon <"A cash flow corresponding to the periodic accrued interests.">
CreditEvent <"A cashflow resulting from a credit event.">
DividendReturn <"A cash flow corresponding to the synthetic dividend of an equity underlier asset traded through a derivative instrument.">
Exercise <"A cash flow associated with an exercise lifecycle event.">
Interest <"Interest, without qualification as to whether it a gross or net interest relates cashflow.">
InterestReturn <"A cash flow corresponding to the return of the interest rate portion of a derivative instrument that has different types of underlying assets, such as a total return swap.">
NetInterest <"Net interest across payout components. Applicable to products such as interest rate swaps.">
Performance <"A cash flow corresponding to a performance return. The settlementOrigin attribute on the Transfer should point to the relevant Payout defining the performance calculation.">
PrincipalExchange <"A cash flow which amount typically corresponds to the notional of the contract and that is exchanged between the parties on trade inception and reverted back when the contract is terminated.">
enum CapacityUnitEnum: <"Provides enumerated values for capacity units, generally used in the context of defining quantities for commodities.">
ALW <"Denotes Allowances as standard unit.">
BBL <"Denotes a Barrel as a standard unit.">
@@ -127,6 +141,667 @@ enum CsaTypeEnum: <"How is the Creadit Support Annex defined for this transacti
ExistingCSA displayName "ExistingCSA" <"Thre is an existing Credit Support Annex">
ReferenceVMCSA displayName "ReferenceVMCSA" <"There is a bilateral Credit Support Annex specific to the transaction">
enum FloatingRateIndexEnum: <"The enumerated values to specify the list of floating rate index.">
[docReference ISDA FpML_Coding_Scheme schemeLocation "http://www.fpml.org/coding-scheme/floating-rate-index-3-2"]
AED_EBOR_Reuters displayName "AED-EBOR-Reuters" <"Per 2006 ISDA Definitions or Annex to 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_EIBOR displayName "AED-EIBOR" <"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 displayName "AUD-AONIA" <"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_OIS_Compound_1 displayName "AUD-AONIA-OIS Compound" <"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 displayName "AUD-AONIA-OIS-COMPOUND" <"Per 2006 ISDA Definitions or Annex to 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_SwapMarker displayName "AUD-AONIA-OIS-COMPOUND-SwapMarker" <"Per 2006 ISDA Definitions or Annex to 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 displayName "AUD-BBR-AUBBSW" <"Per 2006 ISDA Definitions or Annex to 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 displayName "AUD-BBR-BBSW" <"Per 2006 ISDA Definitions or Annex to 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 displayName "AUD-BBR-BBSW-Bloomberg" <"Per 2006 ISDA Definitions or Annex to 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_ displayName "AUD-BBR-BBSY (BID)" <"Per 2006 ISDA Definitions or Annex to 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 displayName "AUD-BBR-ISDC" <"Per 2006 ISDA Definitions or Annex to 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_BBSW displayName "AUD-BBSW" <"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 displayName "AUD-BBSW Quarterly Swap Rate ICAP" <"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 displayName "AUD-BBSW Semi Annual Swap Rate ICAP" <"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 displayName "AUD-BBSY Bid" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.">
AUD_LIBOR_BBA displayName "AUD-LIBOR-BBA" <"Per 2006 ISDA Definitions or Annex to 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 displayName "AUD-LIBOR-BBA-Bloomberg" <"Per 2006 ISDA Definitions or Annex to 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 displayName "AUD-LIBOR-Reference Banks" <"Per 2006 ISDA Definitions or Annex to 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 displayName "AUD-Quarterly Swap Rate-ICAP" <"Per 2006 ISDA Definitions or Annex to 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 displayName "AUD-Quarterly Swap Rate-ICAP-Reference Banks" <"Per 2006 ISDA Definitions or Annex to 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 displayName "AUD-Semi-Annual Swap Rate-11:00-BGCANTOR" <"Per 2006 ISDA Definitions or Annex to 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 displayName "AUD-Semi-Annual Swap Rate-BGCANTOR-Reference Banks" <"Per 2006 ISDA Definitions or Annex to 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 displayName "AUD-Semi-annual Swap Rate-ICAP" <"Per 2006 ISDA Definitions or Annex to 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 displayName "AUD-Semi-Annual Swap Rate-ICAP-Reference Banks" <"Per 2006 ISDA Definitions or Annex to 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 displayName "AUD-Swap Rate-Reuters" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.">
BRL_CDI displayName "BRL-CDI" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.">
CAD_BA_CDOR displayName "CAD-BA-CDOR" <"Per 2006 ISDA Definitions or Annex to 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 displayName "CAD-BA-CDOR-Bloomberg" <"Per 2006 ISDA Definitions or Annex to 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 displayName "CAD-BA-ISDD" <"Per 2006 ISDA Definitions or Annex to 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 displayName "CAD-BA-Reference Banks" <"Per 2006 ISDA Definitions or Annex to 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 displayName "CAD-BA-Reuters" <"Per 2006 ISDA Definitions or Annex to 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 displayName "CAD-BA-Telerate" <"Per 2006 ISDA Definitions or Annex to 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_CDOR displayName "CAD-CDOR" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.">
CAD_CORRA displayName "CAD-CORRA" <"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 displayName "CAD-CORRA-OIS Compound" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.">
CAD_CORRA_OIS_COMPOUND displayName "CAD-CORRA-OIS-COMPOUND" <"Per 2006 ISDA Definitions or Annex to 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 displayName "CAD-ISDA-Swap Rate" <"Per 2006 ISDA Definitions or Annex to 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 displayName "CAD-LIBOR-BBA" <"Per 2006 ISDA Definitions or Annex to 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 displayName "CAD-LIBOR-BBA-Bloomberg" <"Per 2006 ISDA Definitions or Annex to 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_SwapMarker displayName "CAD-LIBOR-BBA-SwapMarker" <"Per 2006 ISDA Definitions or Annex to 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 displayName "CAD-LIBOR-Reference Banks" <"Per 2006 ISDA Definitions or Annex to 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 displayName "CAD-REPO-CORRA" <"Per 2006 ISDA Definitions or Annex to 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 displayName "CAD-TBILL-ISDD" <"Per 2006 ISDA Definitions or Annex to 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 displayName "CAD-TBILL-Reference Banks" <"Per 2006 ISDA Definitions or Annex to 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 displayName "CAD-TBILL-Reuters" <"Per 2006 ISDA Definitions or Annex to 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 displayName "CAD-TBILL-Telerate" <"Per 2006 ISDA Definitions or Annex to 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_3M_LIBOR_SWAP_CME_vs_LCH_ICAP displayName "CHF-3M LIBOR SWAP-CME vs LCH-ICAP" <"Per 2006 ISDA Definitions or Annex to 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_3M_LIBOR_SWAP_CME_vs_LCH_ICAP_Bloomberg displayName "CHF-3M LIBOR SWAP-CME vs LCH-ICAP-Bloomberg" <"Per 2006 ISDA Definitions or Annex to 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_3M_LIBOR_SWAP_EUREX_vs_LCH_ICAP displayName "CHF-3M LIBOR SWAP-EUREX vs LCH-ICAP" <"Per 2006 ISDA Definitions or Annex to 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_3M_LIBOR_SWAP_EUREX_vs_LCH_ICAP_Bloomberg displayName "CHF-3M LIBOR SWAP-EUREX vs LCH-ICAP-Bloomberg" <"Per 2006 ISDA Definitions or Annex to 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_6M_LIBOR_SWAP_CME_vs_LCH_ICAP displayName "CHF-6M LIBOR SWAP-CME vs LCH-ICAP" <"Per 2006 ISDA Definitions or Annex to 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_6M_LIBORSWAP_CME_vs_LCH_ICAP_Bloomberg displayName "CHF-6M LIBORSWAP-CME vs LCH-ICAP-Bloomberg" <"Per 2006 ISDA Definitions or Annex to 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_6M_LIBOR_SWAP_EUREX_vs_LCH_ICAP displayName "CHF-6M LIBOR SWAP-EUREX vs LCH-ICAP" <"Per 2006 ISDA Definitions or Annex to 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_6M_LIBOR_SWAP_EUREX_vs_LCH_ICAP_Bloomberg displayName "CHF-6M LIBOR SWAP-EUREX vs LCH-ICAP-Bloomberg" <"Per 2006 ISDA Definitions or Annex to 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 displayName "CHF-Annual Swap Rate" <"Per 2006 ISDA Definitions or Annex to 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 displayName "CHF-Annual Swap Rate-11:00-ICAP" <"Per 2006 ISDA Definitions or Annex to 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 displayName "CHF-Annual Swap Rate-Reference Banks" <"Per 2006 ISDA Definitions or Annex to 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_3m_vs_6m_LIBOR_11_00_ICAP displayName "CHF-Basis Swap-3m vs 6m-LIBOR-11:00-ICAP" <"Per 2006 ISDA Definitions or Annex to 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 displayName "CHF-ISDAFIX-Swap Rate" <"Per 2006 ISDA Definitions or Annex to 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 displayName "CHF-LIBOR" <"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_BBA displayName "CHF-LIBOR-BBA" <"Per 2006 ISDA Definitions or Annex to 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 displayName "CHF-LIBOR-BBA-Bloomberg" <"Per 2006 ISDA Definitions or Annex to 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 displayName "CHF-LIBOR-ISDA" <"Per 2006 ISDA Definitions or Annex to 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 displayName "CHF-LIBOR-Reference Banks" <"Per 2006 ISDA Definitions or Annex to 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 displayName "CHF-OIS-11:00-ICAP" <"Per 2006 ISDA Definitions or Annex to 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 displayName "CHF-SARON" <"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_OIS_Compound_1 displayName "CHF-SARON-OIS Compound" <"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 displayName "CHF-SARON-OIS-COMPOUND" <"Per 2006 ISDA Definitions or Annex to 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 displayName "CHF-TOIS-OIS-COMPOUND" <"Per 2006 ISDA Definitions or Annex to 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 displayName "CHF USD-Basis Swaps-11:00-ICAP" <"Per 2006 ISDA Definitions or Annex to 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 displayName "CL-CLICP-Bloomberg" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.">
CLP_ICP displayName "CLP-ICP" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.">
CLP_TNA displayName "CLP-TNA" <"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.">
CNH_HIBOR displayName "CNH-HIBOR" <"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_Reference_Banks displayName "CNH-HIBOR-Reference Banks" <"Per 2006 ISDA Definitions or Annex to 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 displayName "CNH-HIBOR-TMA" <"Per 2006 ISDA Definitions or Annex to 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 displayName "CNY 7-Repo Compounding Date" <"Per 2006 ISDA Definitions or Annex to 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 displayName "CNY-CNREPOFIX=CFXS-Reuters" <"Per 2006 ISDA Definitions or Annex to 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_Deposit_Rate displayName "CNY-Deposit Rate" <"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 displayName "CNY-Fixing Repo Rate" <"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 displayName "CNY-LPR" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.">
CNY_PBOCB_Reuters displayName "CNY-PBOCB-Reuters" <"Per 2006 ISDA Definitions or Annex to 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 displayName "CNY-Quarterly 7 day Repo Non Deliverable Swap Rate-TRADITION" <"Per 2006 ISDA Definitions or Annex to 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 displayName "CNY-Quarterly 7 day Repo Non Deliverable Swap Rate-TRADITION-Reference Banks" <"Per 2006 ISDA Definitions or Annex to 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_7D_Repo_NDS_Rate_Tradition displayName "CNY-Quarterly 7D Repo NDS Rate Tradition" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.">
CNY_Semi_Annual_Swap_Rate_11_00_BGCANTOR displayName "CNY-Semi-Annual Swap Rate-11:00-BGCANTOR" <"Per 2006 ISDA Definitions or Annex to 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 displayName "CNY-Semi-Annual Swap Rate-Reference Banks" <"Per 2006 ISDA Definitions or Annex to 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 displayName "CNY-SHIBOR" <"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 displayName "CNY-SHIBOR-OIS Compound" <"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_Compounding displayName "CNY-Shibor-OIS-Compounding" <"Per 2006 ISDA Definitions or Annex to 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 displayName "CNY-SHIBOR-Reuters" <"Per 2006 ISDA Definitions or Annex to 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_1 displayName "COP-IBR-OIS Compound" <"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 displayName "COP-IBR-OIS-COMPOUND" <"Per 2006 ISDA Definitions or Annex to 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 displayName "CZK-Annual Swap Rate-11:00-BGCANTOR" <"Per 2006 ISDA Definitions or Annex to 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 displayName "CZK-Annual Swap Rate-Reference Banks" <"Per 2006 ISDA Definitions or Annex to 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_CZEONIA displayName "CZK-CZEONIA" <"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 displayName "CZK-CZEONIA-OIS Compound" <"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 displayName "CZK-PRIBOR" <"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_PRBO displayName "CZK-PRIBOR-PRBO" <"Per 2006 ISDA Definitions or Annex to 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 displayName "CZK-PRIBOR-Reference Banks" <"Per 2006 ISDA Definitions or Annex to 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 displayName "DKK-CIBOR" <"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 displayName "DKK-CIBOR2" <"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_Bloomberg displayName "DKK-CIBOR2-Bloomberg" <"Per 2006 ISDA Definitions or Annex to 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 displayName "DKK-CIBOR2-DKNA13" <"Per 2006 ISDA Definitions or Annex to 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 displayName "DKK-CIBOR-DKNA13" <"Per 2006 ISDA Definitions or Annex to 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_Bloomberg displayName "DKK-CIBOR-DKNA13-Bloomberg" <"Per 2006 ISDA Definitions or Annex to 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 displayName "DKK-CIBOR-Reference Banks" <"Per 2006 ISDA Definitions or Annex to 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 displayName "DKK-CITA" <"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_DKNA14_COMPOUND displayName "DKK-CITA-DKNA14-COMPOUND" <"Per 2006 ISDA Definitions or Annex to 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 displayName "DKK-DKKOIS-OIS-COMPOUND" <"Per 2006 ISDA Definitions or Annex to 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_Tom_Next_OIS_Compound displayName "DKK-Tom Next-OIS Compound" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.">
EUR_3M_EURIBOR_SWAP_CME_vs_LCH_ICAP displayName "EUR-3M EURIBOR SWAP-CME vs LCH-ICAP" <"Per 2006 ISDA Definitions or Annex to 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_3M_EURIBOR_SWAP_CME_vs_LCH_ICAP_Bloomberg displayName "EUR-3M EURIBOR SWAP-CME vs LCH-ICAP-Bloomberg" <"Per 2006 ISDA Definitions or Annex to 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_3M_EURIBOR_SWAP_EUREX_vs_LCH_ICAP displayName "EUR-3M EURIBOR SWAP-EUREX vs LCH-ICAP" <"Per 2006 ISDA Definitions or Annex to 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_3M_EURIBOR_SWAP_EUREX_vs_LCH_ICAP_Bloomberg displayName "EUR-3M EURIBOR SWAP-EUREX vs LCH-ICAP-Bloomberg" <"Per 2006 ISDA Definitions or Annex to 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_6M_EURIBOR_SWAP_CME_vs_LCH_ICAP displayName "EUR-6M EURIBOR SWAP-CME vs LCH-ICAP" <"Per 2006 ISDA Definitions or Annex to 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_6M_EURIBOR_SWAP_CME_vs_LCH_ICAP_Bloomberg displayName "EUR-6M EURIBOR SWAP-CME vs LCH-ICAP-Bloomberg" <"Per 2006 ISDA Definitions or Annex to 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_6M_EURIBOR_SWAP_EUREX_vs_LCH_ICAP displayName "EUR-6M EURIBOR SWAP-EUREX vs LCH-ICAP" <"Per 2006 ISDA Definitions or Annex to 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_6M_EURIBOR_SWAP_EUREX_vs_LCH_ICAP_Bloomberg displayName "EUR-6M EURIBOR SWAP-EUREX vs LCH-ICAP-Bloomberg" <"Per 2006 ISDA Definitions or Annex to 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 displayName "EUR-Annual Swap Rate-10:00" <"Per 2006 ISDA Definitions or Annex to 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 displayName "EUR-Annual Swap Rate-10:00-BGCANTOR" <"Per 2006 ISDA Definitions or Annex to 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 displayName "EUR-Annual Swap Rate-10:00-Bloomberg" <"Per 2006 ISDA Definitions or Annex to 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 displayName "EUR-Annual Swap Rate-10:00-ICAP" <"Per 2006 ISDA Definitions or Annex to 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_SwapMarker displayName "EUR-Annual Swap Rate-10:00-SwapMarker" <"Per 2006 ISDA Definitions or Annex to 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 displayName "EUR-Annual Swap Rate-10:00-TRADITION" <"Per 2006 ISDA Definitions or Annex to 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 displayName "EUR-Annual Swap Rate-11:00" <"Per 2006 ISDA Definitions or Annex to 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 displayName "EUR-Annual Swap Rate-11:00-Bloomberg" <"Per 2006 ISDA Definitions or Annex to 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 displayName "EUR-Annual Swap Rate-11:00-ICAP" <"Per 2006 ISDA Definitions or Annex to 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_SwapMarker displayName "EUR-Annual Swap Rate-11:00-SwapMarker" <"Per 2006 ISDA Definitions or Annex to 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 displayName "EUR-Annual Swap Rate-3 Month" <"Per 2006 ISDA Definitions or Annex to 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_SwapMarker displayName "EUR-Annual Swap Rate-3 Month-SwapMarker" <"Per 2006 ISDA Definitions or Annex to 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 displayName "EUR-Annual Swap Rate-4:15-TRADITION" <"Per 2006 ISDA Definitions or Annex to 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 displayName "EUR-Annual Swap Rate-Reference Banks" <"Per 2006 ISDA Definitions or Annex to 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_3m_EUR_IBOR_Swap_Rates_A_360_10_00_ICAP displayName "EUR Basis Swap-EONIA vs 3m EUR+IBOR Swap Rates-A/360-10:00-ICAP" <"Per 2006 ISDA Definitions or Annex to 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_CNO_TEC10 displayName "EUR-CNO TEC10" <"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 displayName "EUR-EONIA" <"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_1 displayName "EUR-EONIA-AVERAGE" <"Per 2006 ISDA Definitions or Annex to 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 displayName "EUR-EONIA-Average" <"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_10_00_BGCANTOR displayName "EUR-EONIA-OIS-10:00-BGCANTOR" <"Per 2006 ISDA Definitions or Annex to 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 displayName "EUR-EONIA-OIS-10:00-ICAP" <"Per 2006 ISDA Definitions or Annex to 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 displayName "EUR-EONIA-OIS-10:00-TRADITION" <"Per 2006 ISDA Definitions or Annex to 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 displayName "EUR-EONIA-OIS-11:00-ICAP" <"Per 2006 ISDA Definitions or Annex to 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 displayName "EUR-EONIA-OIS-4:15-TRADITION" <"Per 2006 ISDA Definitions or Annex to 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_1 displayName "EUR-EONIA-OIS Compound" <"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 displayName "EUR-EONIA-OIS-COMPOUND" <"Per 2006 ISDA Definitions or Annex to 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 displayName "EUR-EONIA-OIS-COMPOUND-Bloomberg" <"Per 2006 ISDA Definitions or Annex to 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 displayName "EUR-EONIA-Swap-Index" <"Per 2006 ISDA Definitions or Annex to 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 displayName "EUR-EURIBOR" <"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_Act_365 displayName "EUR-EURIBOR-Act/365" <"Per 2006 ISDA Definitions or Annex to 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 displayName "EUR-EURIBOR-Act/365-Bloomberg" <"Per 2006 ISDA Definitions or Annex to 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_1m_11_00_ICAP displayName "EUR EURIBOR-Annual Bond Swap vs 1m-11:00-ICAP" <"Per 2006 ISDA Definitions or Annex to 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_1m_vs_3m_Euribor_11_00_ICAP displayName "EUR EURIBOR-Basis Swap-1m vs 3m-Euribor-11:00-ICAP" <"Per 2006 ISDA Definitions or Annex to 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_3m_vs_6m_11_00_ICAP displayName "EUR EURIBOR-Basis Swap-3m vs 6m-11:00-ICAP" <"Per 2006 ISDA Definitions or Annex to 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_ICE_Swap_Rate_11_00 displayName "EUR-EURIBOR ICE Swap Rate-11:00" <"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 displayName "EUR-EURIBOR ICE Swap Rate-12:00" <"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_Reference_Banks displayName "EUR-EURIBOR-Reference Banks" <"Per 2006 ISDA Definitions or Annex to 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 displayName "EUR-EURIBOR-Reuters" <"Per 2006 ISDA Definitions or Annex to 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 displayName "EUR-EURIBOR-Telerate" <"Per 2006 ISDA Definitions or Annex to 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_1 displayName "EUR-EURONIA-OIS Compound" <"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 displayName "EUR-EURONIA-OIS-COMPOUND" <"Per 2006 ISDA Definitions or Annex to 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_EuroSTR displayName "EUR-EuroSTR" <"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_EuroSTR_Average_12M displayName "EUR-EuroSTR Average 12M" <"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_EuroSTR_Average_1M displayName "EUR-EuroSTR Average 1M" <"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_EuroSTR_Average_1W displayName "EUR-EuroSTR Average 1W" <"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_EuroSTR_Average_3M displayName "EUR-EuroSTR Average 3M" <"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_EuroSTR_Average_6M displayName "EUR-EuroSTR Average 6M" <"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_EuroSTR_COMPOUND displayName "EUR-EuroSTR-COMPOUND" <"Per 2006 ISDA Definitions or Annex to 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_EuroSTR_Compounded_Index displayName "EUR-EuroSTR Compounded Index" <"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_EuroSTR_OIS_Compound displayName "EUR-EuroSTR-OIS Compound" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.">
EUR_ISDA_EURIBOR_Swap_Rate_11_00 displayName "EUR-ISDA-EURIBOR Swap Rate-11:00" <"Per 2006 ISDA Definitions or Annex to 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 displayName "EUR-ISDA-EURIBOR Swap Rate-12:00" <"Per 2006 ISDA Definitions or Annex to 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 displayName "EUR-ISDA-LIBOR Swap Rate-10:00" <"Per 2006 ISDA Definitions or Annex to 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 displayName "EUR-ISDA-LIBOR Swap Rate-11:00" <"Per 2006 ISDA Definitions or Annex to 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 displayName "EUR-LIBOR" <"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_BBA displayName "EUR-LIBOR-BBA" <"Per 2006 ISDA Definitions or Annex to 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 displayName "EUR-LIBOR-BBA-Bloomberg" <"Per 2006 ISDA Definitions or Annex to 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 displayName "EUR-LIBOR-Reference Banks" <"Per 2006 ISDA Definitions or Annex to 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 displayName "EUR-TAM-CDC" <"Per 2006 ISDA Definitions or Annex to 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 displayName "EUR-TEC10-CNO" <"Per 2006 ISDA Definitions or Annex to 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_SwapMarker displayName "EUR-TEC10-CNO-SwapMarker" <"Per 2006 ISDA Definitions or Annex to 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_Reference_Banks displayName "EUR-TEC10-Reference Banks" <"Per 2006 ISDA Definitions or Annex to 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 displayName "EUR-TEC5-CNO" <"Per 2006 ISDA Definitions or Annex to 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_SwapMarker displayName "EUR-TEC5-CNO-SwapMarker" <"Per 2006 ISDA Definitions or Annex to 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_Reference_Banks displayName "EUR-TEC5-Reference Banks" <"Per 2006 ISDA Definitions or Annex to 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 displayName "EUR-TMM-CDC-COMPOUND" <"Per 2006 ISDA Definitions or Annex to 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 displayName "EUR USD-Basis Swaps-11:00-ICAP" <"Per 2006 ISDA Definitions or Annex to 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_6M_LIBOR_SWAP_CME_vs_LCH_ICAP displayName "GBP-6M LIBOR SWAP-CME vs LCH-ICAP" <"Per 2006 ISDA Definitions or Annex to 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_6M_LIBOR_SWAP_CME_vs_LCH_ICAP_Bloomberg displayName "GBP-6M LIBOR SWAP-CME vs LCH-ICAP-Bloomberg" <"Per 2006 ISDA Definitions or Annex to 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_6M_LIBOR_SWAP_EUREX_vs_LCH_ICAP displayName "GBP-6M LIBOR SWAP-EUREX vs LCH-ICAP" <"Per 2006 ISDA Definitions or Annex to 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_6M_LIBOR_SWAP_EUREX_vs_LCH_ICAP_Bloomberg displayName "GBP-6M LIBOR SWAP-EUREX vs LCH-ICAP-Bloomberg" <"Per 2006 ISDA Definitions or Annex to 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 displayName "GBP-ISDA-Swap Rate" <"Per 2006 ISDA Definitions or Annex to 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 displayName "GBP-LIBOR" <"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_BBA displayName "GBP-LIBOR-BBA" <"Per 2006 ISDA Definitions or Annex to 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 displayName "GBP-LIBOR-BBA-Bloomberg" <"Per 2006 ISDA Definitions or Annex to 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_ICE_Swap_Rate displayName "GBP-LIBOR ICE Swap Rate" <"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_ISDA displayName "GBP-LIBOR-ISDA" <"Per 2006 ISDA Definitions or Annex to 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 displayName "GBP-LIBOR-Reference Banks" <"Per 2006 ISDA Definitions or Annex to 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_RONIA displayName "GBP-RONIA" <"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 displayName "GBP-RONIA-OIS Compound" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.">
GBP_Semi_Annual_Swap_Rate displayName "GBP-Semi-Annual Swap Rate" <"Per 2006 ISDA Definitions or Annex to 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 displayName "GBP-Semi-Annual Swap Rate-11:00-ICAP" <"Per 2006 ISDA Definitions or Annex to 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 displayName "GBP-Semi Annual Swap Rate-11:00-TRADITION" <"Per 2006 ISDA Definitions or Annex to 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 displayName "GBP-Semi Annual Swap Rate-4:15-TRADITION" <"Per 2006 ISDA Definitions or Annex to 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 displayName "GBP-Semi-Annual Swap Rate-Reference Banks" <"Per 2006 ISDA Definitions or Annex to 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_SwapMarker26 displayName "GBP-Semi-Annual Swap Rate-SwapMarker26" <"Per 2006 ISDA Definitions or Annex to 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 displayName "GBP-SONIA" <"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_COMPOUND displayName "GBP-SONIA-COMPOUND" <"Per 2006 ISDA Definitions or Annex to 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_Compounded_Index displayName "GBP-SONIA Compounded Index" <"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_Swap_Rate displayName "GBP-SONIA ICE Swap Rate" <"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_Term displayName "GBP-SONIA ICE Term" <"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_OIS_11_00_ICAP displayName "GBP-SONIA-OIS-11:00-ICAP" <"Per 2006 ISDA Definitions or Annex to 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 displayName "GBP-SONIA-OIS-11:00-TRADITION" <"Per 2006 ISDA Definitions or Annex to 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 displayName "GBP-SONIA-OIS-4:15-TRADITION" <"Per 2006 ISDA Definitions or Annex to 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_Compound displayName "GBP-SONIA-OIS Compound" <"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_Refinitiv_Term displayName "GBP-SONIA Refinitiv Term" <"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_Swap_Rate displayName "GBP-SONIA Swap Rate" <"Per 2006 ISDA Definitions or Annex to 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_UK_Base_Rate displayName "GBP-UK Base Rate" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.">
GBP_USD_Basis_Swaps_11_00_ICAP displayName "GBP USD-Basis Swaps-11:00-ICAP" <"Per 2006 ISDA Definitions or Annex to 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 displayName "GBP-WMBA-RONIA-COMPOUND" <"Per 2006 ISDA Definitions or Annex to 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 displayName "GBP-WMBA-SONIA-COMPOUND" <"Per 2006 ISDA Definitions or Annex to 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 displayName "GRD-ATHIBOR-ATHIBOR" <"Per 2006 ISDA Definitions or Annex to 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 displayName "GRD-ATHIBOR-Reference Banks" <"Per 2006 ISDA Definitions or Annex to 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 displayName "GRD-ATHIBOR-Telerate" <"Per 2006 ISDA Definitions or Annex to 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 displayName "GRD-ATHIMID-Reference Banks" <"Per 2006 ISDA Definitions or Annex to 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 displayName "GRD-ATHIMID-Reuters" <"Per 2006 ISDA Definitions or Annex to 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 displayName "HKD-HIBOR" <"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_HIBOR_ displayName "HKD-HIBOR-HIBOR=" <"Per 2006 ISDA Definitions or Annex to 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 displayName "HKD-HIBOR-HIBOR-Bloomberg" <"Per 2006 ISDA Definitions or Annex to 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 displayName "HKD-HIBOR-HKAB" <"Per 2006 ISDA Definitions or Annex to 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 displayName "HKD-HIBOR-HKAB-Bloomberg" <"Per 2006 ISDA Definitions or Annex to 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 displayName "HKD-HIBOR-ISDC" <"Per 2006 ISDA Definitions or Annex to 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 displayName "HKD-HIBOR-Reference Banks" <"Per 2006 ISDA Definitions or Annex to 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_HONIA displayName "HKD-HONIA" <"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_OIS_Compound displayName "HKD-HONIA-OIS Compound" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.">
HKD_HONIX_OIS_COMPOUND displayName "HKD-HONIX-OIS-COMPOUND" <"Per 2006 ISDA Definitions or Annex to 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 displayName "HKD-ISDA-Swap Rate-11:00" <"Per 2006 ISDA Definitions or Annex to 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 displayName "HKD-ISDA-Swap Rate-4:00" <"Per 2006 ISDA Definitions or Annex to 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 displayName "HKD-Quarterly-Annual Swap Rate-11:00-BGCANTOR" <"Per 2006 ISDA Definitions or Annex to 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 displayName "HKD-Quarterly-Annual Swap Rate-11:00-TRADITION" <"Per 2006 ISDA Definitions or Annex to 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 displayName "HKD-Quarterly-Annual Swap Rate-4:00-BGCANTOR" <"Per 2006 ISDA Definitions or Annex to 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 displayName "HKD-Quarterly-Annual Swap Rate-Reference Banks" <"Per 2006 ISDA Definitions or Annex to 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 displayName "HKD-Quarterly-Quarterly Swap Rate-11:00-ICAP" <"Per 2006 ISDA Definitions or Annex to 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 displayName "HKD-Quarterly-Quarterly Swap Rate-4:00-ICAP" <"Per 2006 ISDA Definitions or Annex to 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 displayName "HKD-Quarterly-Quarterly Swap Rate-Reference Banks" <"Per 2006 ISDA Definitions or Annex to 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 displayName "HUF-BUBOR" <"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_Reference_Banks displayName "HUF-BUBOR-Reference Banks" <"Per 2006 ISDA Definitions or Annex to 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 displayName "HUF-BUBOR-Reuters" <"Per 2006 ISDA Definitions or Annex to 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_HUFONIA displayName "HUF-HUFONIA" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.">
IDR_IDMA_Bloomberg displayName "IDR-IDMA-Bloomberg" <"Per 2006 ISDA Definitions or Annex to 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 displayName "IDR-IDRFIX" <"Per 2006 ISDA Definitions or Annex to 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 displayName "IDR-JIBOR" <"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_Reuters displayName "IDR-JIBOR-Reuters" <"Per 2006 ISDA Definitions or Annex to 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 displayName "IDR-SBI-Reuters" <"Per 2006 ISDA Definitions or Annex to 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 displayName "IDR-Semi-Annual Swap Rate-11:00-BGCANTOR" <"Per 2006 ISDA Definitions or Annex to 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 displayName "IDR-Semi Annual Swap Rate-Non-deliverable-16:00-Tullett Prebon" <"Per 2006 ISDA Definitions or Annex to 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 displayName "IDR-Semi-Annual Swap Rate-Reference Banks" <"Per 2006 ISDA Definitions or Annex to 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 displayName "IDR-SOR-Reference Banks" <"Per 2006 ISDA Definitions or Annex to 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 displayName "IDR-SOR-Reuters" <"Per 2006 ISDA Definitions or Annex to 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 displayName "IDR-SOR-Telerate" <"Per 2006 ISDA Definitions or Annex to 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 displayName "ILS-TELBOR" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.">
ILS_TELBOR01_Reuters displayName "ILS-TELBOR01-Reuters" <"Per 2006 ISDA Definitions or Annex to 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 displayName "ILS-TELBOR-Reference Banks" <"Per 2006 ISDA Definitions or Annex to 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 displayName "INR-BMK" <"Per 2006 ISDA Definitions or Annex to 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 displayName "INR-CMT" <"Per 2006 ISDA Definitions or Annex to 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 displayName "INR-FBIL-MIBOR-OIS-COMPOUND" <"Per 2006 ISDA Definitions or Annex to 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 displayName "INR-INBMK-REUTERS" <"Per 2006 ISDA Definitions or Annex to 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 displayName "INR-MIBOR OIS" <"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 displayName "INR-MIBOR-OIS Compound" <"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 displayName "INR-MIBOR-OIS-COMPOUND" <"Per 2006 ISDA Definitions or Annex to 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_MIFOR displayName "INR-MIFOR" <"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_MIOIS displayName "INR-MIOIS" <"Per 2006 ISDA Definitions or Annex to 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 displayName "INR-MITOR-OIS-COMPOUND" <"Per 2006 ISDA Definitions or Annex to 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_Modified_MIFOR displayName "INR-Modified MIFOR" <"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_Reference_Banks displayName "INR-Reference Banks" <"Per 2006 ISDA Definitions or Annex to 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 displayName "INR-Semi-Annual Swap Rate-11:30-BGCANTOR" <"Per 2006 ISDA Definitions or Annex to 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 displayName "INR-Semi Annual Swap Rate-Non-deliverable-16:00-Tullett Prebon" <"Per 2006 ISDA Definitions or Annex to 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 displayName "INR-Semi-Annual Swap Rate-Reference Banks" <"Per 2006 ISDA Definitions or Annex to 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 displayName "ISK-REIBOR" <"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_Reference_Banks displayName "ISK-REIBOR-Reference Banks" <"Per 2006 ISDA Definitions or Annex to 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 displayName "ISK-REIBOR-Reuters" <"Per 2006 ISDA Definitions or Annex to 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 displayName "JPY-Annual Swap Rate-11:00-TRADITION" <"Per 2006 ISDA Definitions or Annex to 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 displayName "JPY-Annual Swap Rate-3:00-TRADITION" <"Per 2006 ISDA Definitions or Annex to 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 displayName "JPY-BBSF-Bloomberg-10:00" <"Per 2006 ISDA Definitions or Annex to 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 displayName "JPY-BBSF-Bloomberg-15:00" <"Per 2006 ISDA Definitions or Annex to 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_Euroyen_TIBOR displayName "JPY-Euroyen TIBOR" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.">
JPY_ISDA_Swap_Rate_10_00 displayName "JPY-ISDA-Swap Rate-10:00" <"Per 2006 ISDA Definitions or Annex to 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 displayName "JPY-ISDA-Swap Rate-15:00" <"Per 2006 ISDA Definitions or Annex to 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 displayName "JPY-LIBOR" <"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_BBA displayName "JPY-LIBOR-BBA" <"Per 2006 ISDA Definitions or Annex to 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 displayName "JPY-LIBOR-BBA-Bloomberg" <"Per 2006 ISDA Definitions or Annex to 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 displayName "JPY-LIBOR-FRASETT" <"Per 2006 ISDA Definitions or Annex to 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 displayName "JPY-LIBOR-ISDA" <"Per 2006 ISDA Definitions or Annex to 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 displayName "JPY-LIBOR-Reference Banks" <"Per 2006 ISDA Definitions or Annex to 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_TSR_10_00 displayName "JPY-LIBOR TSR-10:00" <"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 displayName "JPY-LIBOR TSR-15:00" <"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 displayName "JPY-LTPR MHBK" <"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_MHCB displayName "JPY-LTPR-MHCB" <"Per 2006 ISDA Definitions or Annex to 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 displayName "JPY-LTPR-TBC" <"Per 2006 ISDA Definitions or Annex to 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 displayName "JPY-MUTANCALL-TONAR" <"Per 2006 ISDA Definitions or Annex to 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 displayName "JPY-OIS-11:00-ICAP" <"Per 2006 ISDA Definitions or Annex to 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 displayName "JPY-OIS-11:00-TRADITION" <"Per 2006 ISDA Definitions or Annex to 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 displayName "JPY-OIS-3:00-TRADITION" <"Per 2006 ISDA Definitions or Annex to 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 displayName "JPY-Quoting Banks-LIBOR" <"Per 2006 ISDA Definitions or Annex to 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_STPR_Quoting_Banks displayName "JPY-STPR-Quoting Banks" <"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_TIBOR displayName "JPY-TIBOR" <"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_17096 displayName "JPY-TIBOR-17096" <"Per 2006 ISDA Definitions or Annex to 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 displayName "JPY-TIBOR-17097" <"Per 2006 ISDA Definitions or Annex to 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 displayName "JPY-TIBOR-DTIBOR01" <"Per 2006 ISDA Definitions or Annex to 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 displayName "JPY-TIBOR-TIBM" <"Per 2006 ISDA Definitions or Annex to 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_ displayName "JPY-TIBOR-TIBM (10 Banks)" <"Per 2006 ISDA Definitions or Annex to 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_ displayName "JPY-TIBOR-TIBM (5 Banks)" <"Per 2006 ISDA Definitions or Annex to 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_ displayName "JPY-TIBOR-TIBM (All Banks)" <"Per 2006 ISDA Definitions or Annex to 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 displayName "JPY-TIBOR-TIBM (All Banks)-Bloomberg" <"Per 2006 ISDA Definitions or Annex to 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 displayName "JPY-TIBOR-TIBM-Reference Banks" <"Per 2006 ISDA Definitions or Annex to 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 displayName "JPY-TIBOR-ZTIBOR" <"Per 2006 ISDA Definitions or Annex to 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 displayName "JPY-TONA" <"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_180D displayName "JPY-TONA Average 180D" <"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_30D displayName "JPY-TONA Average 30D" <"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_90D displayName "JPY-TONA Average 90D" <"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 displayName "JPY-TONA Compounded Index" <"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_OIS_Compound_1 displayName "JPY-TONA-OIS Compound" <"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 displayName "JPY-TONA-OIS-COMPOUND" <"Per 2006 ISDA Definitions or Annex to 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_TSR_10_00 displayName "JPY-TONA TSR-10:00" <"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 displayName "JPY-TONA TSR-15:00" <"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 displayName "JPY-TORF QUICK" <"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_TSR_Reference_Banks displayName "JPY-TSR-Reference Banks" <"Per 2006 ISDA Definitions or Annex to 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 displayName "JPY-TSR-Reuters-10:00" <"Per 2006 ISDA Definitions or Annex to 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 displayName "JPY-TSR-Reuters-15:00" <"Per 2006 ISDA Definitions or Annex to 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 displayName "JPY-TSR-Telerate-10:00" <"Per 2006 ISDA Definitions or Annex to 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 displayName "JPY-TSR-Telerate-15:00" <"Per 2006 ISDA Definitions or Annex to 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 displayName "JPY USD-Basis Swaps-11:00-ICAP" <"Per 2006 ISDA Definitions or Annex to 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 displayName "KRW-Bond-3222" <"Per 2006 ISDA Definitions or Annex to 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 displayName "KRW-CD-3220" <"Per 2006 ISDA Definitions or Annex to 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_91D displayName "KRW-CD 91D" <"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_KSDA_Bloomberg displayName "KRW-CD-KSDA-Bloomberg" <"Per 2006 ISDA Definitions or Annex to 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 displayName "KRW-Quarterly Annual Swap Rate-3:30-ICAP" <"Per 2006 ISDA Definitions or Annex to 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 displayName "MXN-TIIE" <"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_Banxico displayName "MXN-TIIE-Banxico" <"Per 2006 ISDA Definitions or Annex to 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 displayName "MXN-TIIE-Banxico-Bloomberg" <"Per 2006 ISDA Definitions or Annex to 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 displayName "MXN-TIIE-Banxico-Reference Banks" <"Per 2006 ISDA Definitions or Annex to 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 displayName "MXN-TIIE-Reference Banks" <"Per 2006 ISDA Definitions or Annex to 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 displayName "MYR-KLIBOR" <"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_BNM displayName "MYR-KLIBOR-BNM" <"Per 2006 ISDA Definitions or Annex to 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 displayName "MYR-KLIBOR-Reference Banks" <"Per 2006 ISDA Definitions or Annex to 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 displayName "MYR-Quarterly Swap Rate-11:00-TRADITION" <"Per 2006 ISDA Definitions or Annex to 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 displayName "MYR-Quarterly Swap Rate-TRADITION-Reference Banks" <"Per 2006 ISDA Definitions or Annex to 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 displayName "NOK-NIBOR" <"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_NIBR displayName "NOK-NIBOR-NIBR" <"Per 2006 ISDA Definitions or Annex to 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 displayName "NOK-NIBOR-NIBR-Bloomberg" <"Per 2006 ISDA Definitions or Annex to 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 displayName "NOK-NIBOR-NIBR-Reference Banks" <"Per 2006 ISDA Definitions or Annex to 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 displayName "NOK-NIBOR-OIBOR" <"Per 2006 ISDA Definitions or Annex to 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 displayName "NOK-NIBOR-Reference Banks" <"Per 2006 ISDA Definitions or Annex to 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_NOWA displayName "NOK-NOWA" <"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_OIS_Compound displayName "NOK-NOWA-OIS Compound" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.">
NZD_BBR_BID displayName "NZD-BBR-BID" <"Per 2006 ISDA Definitions or Annex to 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 displayName "NZD-BBR-FRA" <"Per 2006 ISDA Definitions or Annex to 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 displayName "NZD-BBR-ISDC" <"Per 2006 ISDA Definitions or Annex to 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 displayName "NZD-BBR-Reference Banks" <"Per 2006 ISDA Definitions or Annex to 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 displayName "NZD-BBR-Telerate" <"Per 2006 ISDA Definitions or Annex to 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_BKBM_Bid displayName "NZD-BKBM Bid" <"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 displayName "NZD-BKBM FRA" <"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 displayName "NZD-BKBM FRA Swap Rate ICAP" <"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 displayName "NZD-NZIONA" <"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_OIS_Compound_1 displayName "NZD-NZIONA-OIS Compound" <"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 displayName "NZD-NZIONA-OIS-COMPOUND" <"Per 2006 ISDA Definitions or Annex to 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 displayName "NZD-Semi-Annual Swap Rate-11:00-BGCANTOR" <"Per 2006 ISDA Definitions or Annex to 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 displayName "NZD-Semi-Annual Swap Rate-BGCANTOR-Reference Banks" <"Per 2006 ISDA Definitions or Annex to 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 displayName "NZD-Swap Rate-ICAP" <"Per 2006 ISDA Definitions or Annex to 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 displayName "NZD-Swap Rate-ICAP-Reference Banks" <"Per 2006 ISDA Definitions or Annex to 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 displayName "PHP-PHIREF" <"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_BAP displayName "PHP-PHIREF-BAP" <"Per 2006 ISDA Definitions or Annex to 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 displayName "PHP-PHIREF-Bloomberg" <"Per 2006 ISDA Definitions or Annex to 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 displayName "PHP-PHIREF-Reference Banks" <"Per 2006 ISDA Definitions or Annex to 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 displayName "PHP-Semi-Annual Swap Rate-11:00-BGCANTOR" <"Per 2006 ISDA Definitions or Annex to 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 displayName "PHP-Semi-Annual Swap Rate-Reference Banks" <"Per 2006 ISDA Definitions or Annex to 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 displayName "PLN-POLONIA" <"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 displayName "PLN-POLONIA-OIS Compound" <"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 displayName "PLN-POLONIA-OIS-COMPOUND" <"Per 2006 ISDA Definitions or Annex to 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_WIBID displayName "PLN-WIBID" <"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 displayName "PLN-WIBOR" <"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_Reference_Banks displayName "PLN-WIBOR-Reference Banks" <"Per 2006 ISDA Definitions or Annex to 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 displayName "PLN-WIBOR-WIBO" <"Per 2006 ISDA Definitions or Annex to 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 displayName "PLZ-WIBOR-Reference Banks" <"Per 2006 ISDA Definitions or Annex to 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 displayName "PLZ-WIBOR-WIBO" <"Per 2006 ISDA Definitions or Annex to 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 displayName "REPOFUNDS RATE-FRANCE-OIS-COMPOUND" <"Per 2006 ISDA Definitions or Annex to 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 displayName "REPOFUNDS RATE-GERMANY-OIS-COMPOUND" <"Per 2006 ISDA Definitions or Annex to 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 displayName "REPOFUNDS RATE-ITALY-OIS-COMPOUND" <"Per 2006 ISDA Definitions or Annex to 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 displayName "RON-Annual Swap Rate-11:00-BGCANTOR" <"Per 2006 ISDA Definitions or Annex to 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 displayName "RON-Annual Swap Rate-Reference Banks" <"Per 2006 ISDA Definitions or Annex to 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 displayName "RON-RBOR-Reuters" <"Per 2006 ISDA Definitions or Annex to 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_ROBID displayName "RON-ROBID" <"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 displayName "RON-ROBOR" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.">
RUB_Annual_Swap_Rate_11_00_BGCANTOR displayName "RUB-Annual Swap Rate-11:00-BGCANTOR" <"Per 2006 ISDA Definitions or Annex to 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 displayName "RUB-Annual Swap Rate-12:45-TRADITION" <"Per 2006 ISDA Definitions or Annex to 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 displayName "RUB-Annual Swap Rate-4:15-TRADITION" <"Per 2006 ISDA Definitions or Annex to 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 displayName "RUB-Annual Swap Rate-Reference Banks" <"Per 2006 ISDA Definitions or Annex to 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 displayName "RUB-Annual Swap Rate-TRADITION-Reference Banks" <"Per 2006 ISDA Definitions or Annex to 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_Key_Rate_CBRF displayName "RUB-Key Rate CBRF" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.">
RUB_MosPrime displayName "RUB-MosPrime" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.">
RUB_MOSPRIME_NFEA displayName "RUB-MOSPRIME-NFEA" <"Per 2006 ISDA Definitions or Annex to 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 displayName "RUB-MOSPRIME-Reference Banks" <"Per 2006 ISDA Definitions or Annex to 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 displayName "RUB-RUONIA" <"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 displayName "RUB-RUONIA-OIS Compound" <"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 displayName "RUB-RUONIA-OIS-COMPOUND" <"Per 2006 ISDA Definitions or Annex to 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_SAIBOR displayName "SAR-SAIBOR" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.">
SAR_SRIOR_Reference_Banks displayName "SAR-SRIOR-Reference Banks" <"Per 2006 ISDA Definitions or Annex to 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 displayName "SAR-SRIOR-SUAA" <"Per 2006 ISDA Definitions or Annex to 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 displayName "SEK-Annual Swap Rate" <"Per 2006 ISDA Definitions or Annex to 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 displayName "SEK-Annual Swap Rate-SESWFI" <"Per 2006 ISDA Definitions or Annex to 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 displayName "SEK-SIOR-OIS-COMPOUND" <"Per 2006 ISDA Definitions or Annex to 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 displayName "SEK-STIBOR" <"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_Bloomberg displayName "SEK-STIBOR-Bloomberg" <"Per 2006 ISDA Definitions or Annex to 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_OIS_Compound displayName "SEK-STIBOR-OIS Compound" <"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_Reference_Banks displayName "SEK-STIBOR-Reference Banks" <"Per 2006 ISDA Definitions or Annex to 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 displayName "SEK-STIBOR-SIDE" <"Per 2006 ISDA Definitions or Annex to 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 displayName "SGD-Semi-Annual Currency Basis Swap Rate-11:00-Tullett Prebon" <"Per 2006 ISDA Definitions or Annex to 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 displayName "SGD-Semi-Annual Currency Basis Swap Rate-16:00-Tullett Prebon" <"Per 2006 ISDA Definitions or Annex to 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 displayName "SGD-Semi-Annual Swap Rate-11:00-BGCANTOR" <"Per 2006 ISDA Definitions or Annex to 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 displayName "SGD-Semi-Annual Swap Rate-11:00-Tullett Prebon" <"Per 2006 ISDA Definitions or Annex to 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 displayName "SGD-Semi-Annual Swap Rate-11.00-TRADITION" <"Per 2006 ISDA Definitions or Annex to 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 displayName "SGD-Semi-Annual Swap Rate-16:00-Tullett Prebon" <"Per 2006 ISDA Definitions or Annex to 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 displayName "SGD-Semi-Annual Swap Rate-ICAP" <"Per 2006 ISDA Definitions or Annex to 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 displayName "SGD-Semi-Annual Swap Rate-ICAP-Reference Banks" <"Per 2006 ISDA Definitions or Annex to 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 displayName "SGD-Semi-Annual Swap Rate-Reference Banks" <"Per 2006 ISDA Definitions or Annex to 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 displayName "SGD-Semi-Annual Swap Rate-TRADITION-Reference Banks" <"Per 2006 ISDA Definitions or Annex to 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 displayName "SGD-SIBOR" <"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_Reference_Banks displayName "SGD-SIBOR-Reference Banks" <"Per 2006 ISDA Definitions or Annex to 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 displayName "SGD-SIBOR-Reuters" <"Per 2006 ISDA Definitions or Annex to 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 displayName "SGD-SIBOR-Telerate" <"Per 2006 ISDA Definitions or Annex to 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 displayName "SGD-SONAR-OIS-COMPOUND" <"Per 2006 ISDA Definitions or Annex to 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 displayName "SGD-SONAR-OIS-VWAP-COMPOUND" <"Per 2006 ISDA Definitions or Annex to 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 displayName "SGD-SOR" <"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 displayName "SGD-SORA" <"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_COMPOUND displayName "SGD-SORA-COMPOUND" <"Per 2006 ISDA Definitions or Annex to 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_OIS_Compound displayName "SGD-SORA-OIS Compound" <"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_Reference_Banks displayName "SGD-SOR-Reference Banks" <"Per 2006 ISDA Definitions or Annex to 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 displayName "SGD-SOR-Reuters" <"Per 2006 ISDA Definitions or Annex to 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 displayName "SGD-SOR-Telerate" <"Per 2006 ISDA Definitions or Annex to 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 displayName "SGD-SOR-VWAP" <"Per 2006 ISDA Definitions or Annex to 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 displayName "SGD-SOR-VWAP-Reference Banks" <"Per 2006 ISDA Definitions or Annex to 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 displayName "SKK-BRIBOR-Bloomberg" <"Per 2006 ISDA Definitions or Annex to 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 displayName "SKK-BRIBOR-BRBO" <"Per 2006 ISDA Definitions or Annex to 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 displayName "SKK-BRIBOR-NBSK07" <"Per 2006 ISDA Definitions or Annex to 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 displayName "SKK-BRIBOR-Reference Banks" <"Per 2006 ISDA Definitions or Annex to 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 displayName "THB-Semi-Annual Swap Rate-11:00-BGCANTOR" <"Per 2006 ISDA Definitions or Annex to 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 displayName "THB-Semi-Annual Swap Rate-Reference Banks" <"Per 2006 ISDA Definitions or Annex to 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 displayName "THB-SOR-Reference Banks" <"Per 2006 ISDA Definitions or Annex to 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 displayName "THB-SOR-Reuters" <"Per 2006 ISDA Definitions or Annex to 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 displayName "THB-SOR-Telerate" <"Per 2006 ISDA Definitions or Annex to 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 displayName "THB-THBFIX" <"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_Reference_Banks displayName "THB-THBFIX-Reference Banks" <"Per 2006 ISDA Definitions or Annex to 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 displayName "THB-THBFIX-Reuters" <"Per 2006 ISDA Definitions or Annex to 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 displayName "THB-THOR" <"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_COMPOUND displayName "THB-THOR-COMPOUND" <"Per 2006 ISDA Definitions or Annex to 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_OIS_Compound displayName "THB-THOR-OIS Compound" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.">
TRY_Annual_Swap_Rate_11_00_TRADITION displayName "TRY Annual Swap Rate-11:00-TRADITION" <"Per 2006 ISDA Definitions or Annex to 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 displayName "TRY-Annual Swap Rate-11:15-BGCANTOR" <"Per 2006 ISDA Definitions or Annex to 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 displayName "TRY-Annual Swap Rate-Reference Banks" <"Per 2006 ISDA Definitions or Annex to 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 displayName "TRY-Semi-Annual Swap Rate-TRADITION-Reference Banks" <"Per 2006 ISDA Definitions or Annex to 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_1 displayName "TRY-TLREF-OIS Compound" <"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 displayName "TRY-TLREF-OIS-COMPOUND" <"Per 2006 ISDA Definitions or Annex to 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_TRLIBOR displayName "TRY-TRLIBOR" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.">
TRY_TRYIBOR_Reference_Banks displayName "TRY-TRYIBOR-Reference Banks" <"Per 2006 ISDA Definitions or Annex to 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 displayName "TRY-TRYIBOR-Reuters" <"Per 2006 ISDA Definitions or Annex to 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 displayName "TWD-Quarterly-Annual Swap Rate-11:00-BGCANTOR" <"Per 2006 ISDA Definitions or Annex to 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 displayName "TWD-Quarterly-Annual Swap Rate-Reference Banks" <"Per 2006 ISDA Definitions or Annex to 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 displayName "TWD-Reference Dealers" <"Per 2006 ISDA Definitions or Annex to 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 displayName "TWD-Reuters-6165" <"Per 2006 ISDA Definitions or Annex to 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_TAIBIR01 displayName "TWD-TAIBIR01" <"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 displayName "TWD-TAIBIR02" <"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_TAIBOR displayName "TWD-TAIBOR" <"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_Bloomberg displayName "TWD-TAIBOR-Bloomberg" <"Per 2006 ISDA Definitions or Annex to 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 displayName "TWD-TAIBOR-Reuters" <"Per 2006 ISDA Definitions or Annex to 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 displayName "TWD-Telerate-6165" <"Per 2006 ISDA Definitions or Annex to 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 displayName "TWD-TWCPBA" <"Per 2006 ISDA Definitions or Annex to 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 displayName "UK Base Rate" <"Per 2006 ISDA Definitions or Annex to 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_3M_LIBOR_SWAP_CME_vs_LCH_ICAP displayName "USD-3M LIBOR SWAP-CME vs LCH-ICAP" <"Per 2006 ISDA Definitions or Annex to 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_3M_LIBOR_SWAP_CME_vs_LCH_ICAP_Bloomberg displayName "USD-3M LIBOR SWAP-CME vs LCH-ICAP-Bloomberg" <"Per 2006 ISDA Definitions or Annex to 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_6M_LIBOR_SWAP_CME_vs_LCH_ICAP displayName "USD-6M LIBOR SWAP-CME vs LCH-ICAP" <"Per 2006 ISDA Definitions or Annex to 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_6M_LIBOR_SWAP_CME_vs_LCH_ICAP_Bloomberg displayName "USD-6M LIBOR SWAP-CME vs LCH-ICAP-Bloomberg" <"Per 2006 ISDA Definitions or Annex to 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_AMERIBOR displayName "USD-AMERIBOR" <"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_30D displayName "USD-AMERIBOR Average 30D" <"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_90D displayName "USD-AMERIBOR Average 90D" <"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 displayName "USD-AMERIBOR Term" <"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 displayName "USD-AMERIBOR Term Structure" <"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_Annual_Swap_Rate_11_00_BGCANTOR displayName "USD-Annual Swap Rate-11:00-BGCANTOR" <"Per 2006 ISDA Definitions or Annex to 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 displayName "USD-Annual Swap Rate-11:00-TRADITION" <"Per 2006 ISDA Definitions or Annex to 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 displayName "USD-Annual Swap Rate-4:00-TRADITION" <"Per 2006 ISDA Definitions or Annex to 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 displayName "USD-BA-H.15" <"Per 2006 ISDA Definitions or Annex to 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 displayName "USD-BA-Reference Dealers" <"Per 2006 ISDA Definitions or Annex to 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 displayName "USD-BMA Municipal Swap Index" <"Per 2006 ISDA Definitions or Annex to 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_BSBY displayName "USD-BSBY" <"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_CD_H_15 displayName "USD-CD-H.15" <"Per 2006 ISDA Definitions or Annex to 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 displayName "USD-CD-Reference Dealers" <"Per 2006 ISDA Definitions or Annex to 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 displayName "USD-CMS-Reference Banks" <"Per 2006 ISDA Definitions or Annex to 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_SwapPX displayName "USD-CMS-Reference Banks-ICAP SwapPX" <"Per 2006 ISDA Definitions or Annex to 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 displayName "USD-CMS-Reuters" <"Per 2006 ISDA Definitions or Annex to 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 displayName "USD-CMS-Telerate" <"Per 2006 ISDA Definitions or Annex to 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 displayName "USD-CMT" <"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_1W displayName "USD-CMT Average 1W" <"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_T7051 displayName "USD-CMT-T7051" <"Per 2006 ISDA Definitions or Annex to 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 displayName "USD-CMT-T7052" <"Per 2006 ISDA Definitions or Annex to 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 displayName "USD-COF11-FHLBSF" <"Per 2006 ISDA Definitions or Annex to 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_Reuters displayName "USD-COF11-Reuters" <"Per 2006 ISDA Definitions or Annex to 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_Telerate displayName "USD-COF11-Telerate" <"Per 2006 ISDA Definitions or Annex to 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_COFI displayName "USD-COFI" <"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_H_15 displayName "USD-CP-H.15" <"Per 2006 ISDA Definitions or Annex to 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_Money_Market_Yield displayName "USD-CP-Money Market Yield" <"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_Reference_Dealers displayName "USD-CP-Reference Dealers" <"Per 2006 ISDA Definitions or Annex to 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_CRITR displayName "USD-CRITR" <"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_Federal_Funds displayName "USD-Federal Funds" <"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_H_15 displayName "USD-Federal Funds-H.15" <"Per 2006 ISDA Definitions or Annex to 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 displayName "USD-Federal Funds-H.15-Bloomberg" <"Per 2006 ISDA Definitions or Annex to 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 displayName "USD-Federal Funds-H.15-OIS-COMPOUND" <"Per 2006 ISDA Definitions or Annex to 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_OIS_Compound displayName "USD-Federal Funds-OIS Compound" <"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_Reference_Dealers displayName "USD-Federal Funds-Reference Dealers" <"Per 2006 ISDA Definitions or Annex to 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 displayName "USD-FFCB-DISCO" <"Per 2006 ISDA Definitions or Annex to 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_ISDAFIX3_Swap_Rate displayName "USD-ISDAFIX3-Swap Rate" <"Per 2006 ISDA Definitions or Annex to 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_ISDAFIX3_Swap_Rate_3_00 displayName "USD-ISDAFIX3-Swap Rate-3:00" <"Per 2006 ISDA Definitions or Annex to 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 displayName "USD-ISDA-Swap Rate" <"Per 2006 ISDA Definitions or Annex to 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 displayName "USD-ISDA-Swap Rate-3:00" <"Per 2006 ISDA Definitions or Annex to 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 displayName "USD-LIBOR" <"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_BBA displayName "USD-LIBOR-BBA" <"Per 2006 ISDA Definitions or Annex to 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 displayName "USD-LIBOR-BBA-Bloomberg" <"Per 2006 ISDA Definitions or Annex to 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_ICE_Swap_Rate_11_00 displayName "USD-LIBOR ICE Swap Rate-11:00" <"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 displayName "USD-LIBOR ICE Swap Rate-15:00" <"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_ISDA displayName "USD-LIBOR-ISDA" <"Per 2006 ISDA Definitions or Annex to 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 displayName "USD-LIBOR-LIBO" <"Per 2006 ISDA Definitions or Annex to 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 displayName "USD-LIBOR-Reference Banks" <"Per 2006 ISDA Definitions or Annex to 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_Index displayName "USD-Municipal Swap Index" <"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_Libor_Ratio_11_00_ICAP displayName "USD-Municipal Swap Libor Ratio-11:00-ICAP" <"Per 2006 ISDA Definitions or Annex to 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 displayName "USD-Municipal Swap Rate-11:00-ICAP" <"Per 2006 ISDA Definitions or Annex to 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 displayName "USD-OIS-11:00-BGCANTOR" <"Per 2006 ISDA Definitions or Annex to 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 displayName "USD-OIS-11:00-LON-ICAP" <"Per 2006 ISDA Definitions or Annex to 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 displayName "USD-OIS-11:00-NY-ICAP" <"Per 2006 ISDA Definitions or Annex to 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 displayName "USD-OIS-11:00-TRADITION" <"Per 2006 ISDA Definitions or Annex to 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 displayName "USD-OIS-3:00-BGCANTOR" <"Per 2006 ISDA Definitions or Annex to 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 displayName "USD-OIS-3:00-NY-ICAP" <"Per 2006 ISDA Definitions or Annex to 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 displayName "USD-OIS-4:00-TRADITION" <"Per 2006 ISDA Definitions or Annex to 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_Overnight_Bank_Funding_Rate displayName "USD-Overnight Bank Funding Rate" <"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_Prime displayName "USD-Prime" <"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_H_15 displayName "USD-Prime-H.15" <"Per 2006 ISDA Definitions or Annex to 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 displayName "USD-Prime-Reference Banks" <"Per 2006 ISDA Definitions or Annex to 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 displayName "USD-S&P Index-High Grade" <"Per 2006 ISDA Definitions or Annex to 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_SandP_Index_High_Grade displayName "USD-SandP Index High Grade" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.">
USD_SIBOR_Reference_Banks displayName "USD-SIBOR-Reference Banks" <"Per 2006 ISDA Definitions or Annex to 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 displayName "USD-SIBOR-SIBO" <"Per 2006 ISDA Definitions or Annex to 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 displayName "USD-SIFMA Municipal Swap Index" <"Per 2006 ISDA Definitions or Annex to 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 displayName "USD-SOFR" <"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_180D displayName "USD-SOFR Average 180D" <"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_30D displayName "USD-SOFR Average 30D" <"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_90D displayName "USD-SOFR Average 90D" <"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 displayName "USD-SOFR CME Term" <"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_COMPOUND displayName "USD-SOFR-COMPOUND" <"Per 2006 ISDA Definitions or Annex to 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_Compounded_Index displayName "USD-SOFR Compounded Index" <"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 displayName "USD-SOFR ICE Swap Rate" <"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_OIS_Compound displayName "USD-SOFR-OIS Compound" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.">
USD_Swap_Rate_BCMP1 displayName "USD Swap Rate-BCMP1" <"Per 2006 ISDA Definitions or Annex to 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 displayName "USD-TBILL-H.15" <"Per 2006 ISDA Definitions or Annex to 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 displayName "USD-TBILL-H.15-Bloomberg" <"Per 2006 ISDA Definitions or Annex to 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 displayName "USD-TBILL-Secondary Market" <"Per 2006 ISDA Definitions or Annex to 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_Bond_Equivalent_Yield displayName "USD-TBILL Secondary Market-Bond Equivalent Yield" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.">
USD_TIBOR_ISDC displayName "USD-TIBOR-ISDC" <"Per 2006 ISDA Definitions or Annex to 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 displayName "USD-TIBOR-Reference Banks" <"Per 2006 ISDA Definitions or Annex to 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 displayName "USD-Treasury-19901-3:00-ICAP" <"Per 2006 ISDA Definitions or Annex to 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_BCMP1 displayName "USD Treasury Rate-BCMP1" <"Per 2006 ISDA Definitions or Annex to 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_BrokerTec displayName "USD-Treasury Rate-ICAP BrokerTec" <"Per 2006 ISDA Definitions or Annex to 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_SwapMarker100 displayName "USD-Treasury Rate-SwapMarker100" <"Per 2006 ISDA Definitions or Annex to 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_SwapMarker99 displayName "USD-Treasury Rate-SwapMarker99" <"Per 2006 ISDA Definitions or Annex to 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_T19901 displayName "USD-Treasury Rate-T19901" <"Per 2006 ISDA Definitions or Annex to 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_T500 displayName "USD-Treasury Rate-T500" <"Per 2006 ISDA Definitions or Annex to 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 displayName "VND-Semi-Annual Swap Rate-11:00-BGCANTOR" <"Per 2006 ISDA Definitions or Annex to 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 displayName "VND-Semi-Annual Swap Rate-Reference Banks" <"Per 2006 ISDA Definitions or Annex to 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 displayName "ZAR-DEPOSIT-Reference Banks" <"Per 2006 ISDA Definitions or Annex to 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 displayName "ZAR-DEPOSIT-SAFEX" <"Per 2006 ISDA Definitions or Annex to 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 displayName "ZAR-JIBAR" <"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_Reference_Banks displayName "ZAR-JIBAR-Reference Banks" <"Per 2006 ISDA Definitions or Annex to 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 displayName "ZAR-JIBAR-SAFEX" <"Per 2006 ISDA Definitions or Annex to 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_1 displayName "ZAR-Prime Average" <"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 displayName "ZAR-PRIME-AVERAGE" <"Per 2006 ISDA Definitions or Annex to 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 displayName "ZAR-PRIME-AVERAGE-Reference Banks" <"Per 2006 ISDA Definitions or Annex to 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 displayName "ZAR-Quarterly Swap Rate-1:00-TRADITION" <"Per 2006 ISDA Definitions or Annex to 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 displayName "ZAR-Quarterly Swap Rate-5:30-TRADITION" <"Per 2006 ISDA Definitions or Annex to 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 displayName "ZAR-Quarterly Swap Rate-TRADITION-Reference Banks" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.">
enum InflationRateIndexEnum: <"The enumerated values to specify the list of inflation rate indices.">
AUD_CPI displayName "AUD-CPI" <"Australia: AUD - Non-revised Consumer Price Index (CPI)">
AUS_CPI displayName "AUS-CPI" <"Austria: AUS - Non-revised Consumer Price Index (CPI)">
AUS_HICP displayName "AUS-HICP" <"Austria: AUS - Non-revised Harmonised Indices of Consumer Prices (HICP)">
BLG_CPI_GI displayName "BLG-CPI-GI" <"Belgium: BLG - Non-revised Consumer Price Index - General Index (CPI)">
BLG_CPI_HI displayName "BLG-CPI-HI" <"Belgium: BLG - Non-revised Consumer Price Index - Health Index (CPI)">
BLG_HICP displayName "BLG-HICP" <"Belgium: BLG - Non-revised Harmonised Consumer Price Index (HICP)">
BRL_IGPM displayName "BRL-IGPM" <"Brazil: BRL - Non-revised Price Index (IGP-M)">
BRL_IPCA displayName "BRL-IPCA" <"Brazil: BRL - Non-revised Consumer Price Index (IPCA)">
CAD_CPI displayName "CAD-CPI" <"Canada: CAD - Non-revised Consumer Price Index (CPI)">
CLP_CPI displayName "CLP-CPI" <"Chile: CLP - Non-revised Consumer Price Index (CPI)">
CNY_CPI displayName "CNY-CPI" <"China: CNY - Non-revised Consumer Price Index (CPI)">
CZK_CPI displayName "CZK-CPI" <"Czech Republic: CZK - Non-revised Consumer Price Index (CPI)">
DEK_CPI displayName "DEK-CPI" <"Denmark: DEK - Non-revised Consumer Price Index (CPI)">
DEK_HICP displayName "DEK-HICP" <"Denmark: DEK - Non-revised Harmonised Consumer Price Index (HICP)">
DEM_CPI displayName "DEM-CPI" <"Germany: DEM - Non-revised Consumer Price Index (CPI)">
DEM_CPI_NRW displayName "DEM-CPI-NRW" <"Germany: DEM - Non-revised Consumer Price Index for North Rhine-Westphalia">
DEM_HICP displayName "DEM-HICP" <"Germany: DEM - Non-revised Harmonised Consumer Price Index (HICP)">
ESP_CPI displayName "ESP-CPI" <"Spain: ESP - National-Non-revised Consumer Price Index (CPI)">
ESP_HICP displayName "ESP-HICP" <"Spain: ESP - Harmonised-Non-revised Consumer Price Index (HICP)">
ESP_R_CPI displayName "ESP-R-CPI" <"Spain: ESP - National-Revised Consumer Price Index (CPI).">
ESP_R_HICP displayName "ESP-R-HICP" <"Spain: ESP - Harmonised-Revised Consumer Price Index (HICP)">
EUR_AI_CPI displayName "EUR-AI-CPI" <"European Union: EUR - All Items-Non-revised Consumer Price Index">
EUR_AI_R_CPI displayName "EUR-AI-R-CPI" <"European Union: EUR - All Items-Revised Consumer Price Index">
EUR_EXT_CPI displayName "EUR-EXT-CPI" <"European Union: EUR - Excluding Tobacco-Non-revised Consumer Price Index">
EUR_EXT_R_CPI displayName "EUR-EXT-R-CPI" <"European Union: EUR - Excluding Tobacco-Revised Consumer Price Index">
FIN_CPI displayName "FIN-CPI" <"Finland: FIN - Non-revised Consumer Price Index (CPI)">
FIN_HICP displayName "FIN-HICP" <"Finland: FIN - Harmonised-Non-revised Consumer Price Index (HICP)">
FRC_EXT_CPI displayName "FRC-EXT-CPI" <"France: FRC - Excluding Tobacco-Non-Revised Consumer Price Index">
FRC_HICP displayName "FRC-HICP" <"France: FRC - Harmonised-Non-revised Consumer Price Index (HICP)">
GRD_CPI displayName "GRD-CPI" <"Greece: GRD - Non-revised Consumer Price Index (CPI)">
GRD_HICP displayName "GRD-HICP" <"Greece: GRD - Harmonised-Non-revised Consumer Price Index (HICP)">
HKD_CPI displayName "HKD-CPI" <"Hong Kong: HKD - Non-revised Consumer Price Index (CPI)">
HUF_CPI displayName "HUF-CPI" <"Hungary: HUF - Non-revised Consumer Price Index (CPI)">
IDR_CPI displayName "IDR-CPI" <"Indonesia: IDR - Non-revised Consumer Price Index (CPI)">
ILS_CPI displayName "ILS-CPI" <"Israel: ILS - Non-revised Consumer Price Index (CPI)">
IRL_CPI displayName "IRL-CPI" <"Ireland: IRL - Non-revised Consumer Price Index (CPI)">
IRL_HICP displayName "IRL-HICP" <"Ireland: IRL - Harmonised-Non-revised Consumer Price Index (HICP)">
ISK_CPI displayName "ISK-CPI" <"Iceland: ISK - Non-revised Consumer Price Index (CPI)">
ISK_HICP displayName "ISK-HICP" <"Iceland: ISK - Harmonised Consumer Price Index (HICP)">
ITL_BC_EXT_CPI displayName "ITL-BC-EXT-CPI" <"Italy: ITL - Inflation for Blue Collar Workers and Employees-Excluding Tobacco Consumer Price Index">
ITL_BC_INT_CPI displayName "ITL-BC-INT-CPI" <"Italy: ITL - Inflation for Blue Collar Workers and Employees-Including Tobacco Consumer Price Index">
ITL_HICP displayName "ITL-HICP" <"Italy: ITL - Non-revised Harmonised Consumer Price Index (HICP)">
ITL_WC_EXT_CPI displayName "ITL-WC-EXT-CPI" <"Italy: ITL - Whole Community - Excluding Tobacco Consumer Price Index">
ITL_WC_INT_CPI displayName "ITL-WC-INT-CPI" <"Italy: ITL - Whole Community - Including Tobacco Consumer Price Index">
JPY_CPI_EXF displayName "JPY-CPI-EXF" <"Japan: JPY - Non-revised Consumer Price Index Nationwide General Excluding Fresh Food (CPI)">
KRW_CPI displayName "KRW-CPI" <"South Korea: KRW - Non-revised Consumer Price Index (CPI)">
LUX_CPI displayName "LUX-CPI" <"Luxembourg: LUX - Non-revised Consumer Price Index (CPI)">
LUX_HICP displayName "LUX-HICP" <"Luxembourg: LUX - Harmonised-Non-revised Consumer Price Index (HICP)">
MXN_CPI displayName "MXN-CPI" <"Mexico: MXN - Non-revised Consumer Price Index (CPI)">
MXN_UDI displayName "MXN-UDI" <"Mexico: MXN - Unidad de Inversion Index (UDI)">
MYR_CPI displayName "MYR-CPI" <"Malaysia: MYR - Non-revised Consumer Price Index (CPI)">
NLG_CPI displayName "NLG-CPI" <"Netherlands: NLG - Non-revised Consumer Price Index (CPI)">
NLG_HICP displayName "NLG-HICP" <"Netherlands: NLG - Harmonised-Non-revised Consumer Price Index (HICP)">
NOK_CPI displayName "NOK-CPI" <"Norway: NOK - Non-revised Consumer Price Index (CPI)">
NZD_CPI displayName "NZD-CPI" <"New Zealand: NZD - Non-revised Consumer Price Index (CPI)">
PER_CPI displayName "PER-CPI" <"Peru: PER - Non-revised Consumer Price Index (CPI)">
PLN_CPI displayName "PLN-CPI" <"Poland: PLN - Non-Revised Consumer Price Index (CPI)">
POR_CPI displayName "POR-CPI" <"Portugal: POR - Non-revised Consumer Price Index (CPI)">
POR_HICP displayName "POR-HICP" <"Portugal: POR - Harmonised-Non-revised Consumer Price Index (HICP)">
RUB_CPI displayName "RUB-CPI" <"Russia: RUB - Non-revised Consumer Price Index (CPI)">
SEK_CPI displayName "SEK-CPI" <"Sweden: SEK - Non-revised Consumer Price Index (CPI)">
SGD_CPI displayName "SGD-CPI" <"Singapore: SGD - Non-revised Consumer Price Index (CPI)">
SWF_CPI displayName "SWF-CPI" <"Switzerland: SWF - Non-revised Consumer Price Index (CPI)">
TRY_CPI displayName "TRY-CPI" <"Turkey: TRY - Non-revised Consumer Price Index (CPI)">
TWD_CPI displayName "TWD-CPI" <"Taiwan: TWD - Non-revised Consumer Price Index (CPI)">
UK_HICP displayName "UK-HICP" <"United Kingdom: GBP - Harmonised-Non-revised Consumer Price Index (HICP)">
UK_RPI displayName "UK-RPI" <"United Kingdom: GBP - Non-revised Retail Price Index (UKRPI)">
UK_RPIX displayName "UK-RPIX" <"United Kingdom: GBP - Non-revised Retail Price Index Excluding Mortgage Interest Payments (UKRPIX)">
USA_CPI_U displayName "USA-CPI-U" <"United States: USA - Non-revised Consumer Price Index - Urban (CPI-U)">
ZAR_CPI displayName "ZAR-CPI" <"South Africa: ZAR - Non-revised Consumer Price Index (CPI)">
ZAR_CPIX displayName "ZAR-CPIX" <"South Africa: ZAR - Non-revised Consumer Price Index Excluding Mortgages (CPIX)">
enum BusinessCenterEnum: <"The enumerated values to specify the business centers.">
AEAD <"Abu Dhabi, United Arab Emirates">
AEDU <"Dubai, United Arab Emirates">
@@ -429,6 +1104,11 @@ enum BusinessCenterEnum: <"The enumerated values to specify the business centers
UXWEEKLY <"The Ux Consulting Company. http://www.uxc.com/products/uxw_overview.aspx">
WORLDPULPMONTHLY <"Per 2005 ISDA Commodity Definitions, Section 7.2 Certain Definitions Relating To Commodity Reference Prices.">
enum GrossOrNetEnum: <"The enumerated values to specify whether price is Gross, Net or a Commission.">
Gross <"Denotes a negotiated price for a security or listed product, including as applicable any commissions, discounts, accrued interest, and rebates.">
Net <"Denotes a negotiated price for a security or listed product, excluding as applicable any commissions, discounts, accrued interest, and rebates.">
Commission <"Denotes the amount of commission on the trade.">
enum QuotationRateTypeEnum: <"The enumerated values to specify the type of quotation rate to be obtained from each cash settlement reference bank.">
Bid <"A bid rate.">
Ask <"An ask rate.">
@@ -587,6 +1267,21 @@ enum ValuationMethodEnum: <"The enumerated values to specify the ISDA defined me
AverageBlendedMarket
AverageBlendedHighest
enum AccountTypeEnum: <"The enumeration values to qualify the type of account.">
AggregateClient <"Aggregate client account, as defined under ESMA MiFIR.">
Client <"The account contains trading activity or positions that belong to a client of the firm that opened the account.">
House <"The account contains proprietary trading activity or positions, belonging to the firm that is the owner of the account.">
enum PriceExpressionEnum: <"Enumerated values to specify whether the price is expressed in absolute or relative terms.">
AbsoluteTerms <"The price is expressed as an absolute amount.">
PercentageOfNotional <"The price is expressed in percentage of the notional amount.">
ParValueFraction <"Denotes a price expressed in percentage of face value with fractions which is used for quoting bonds, e.g. 101 3/8 indicates that the buyer will pay 101.375 of the face value.">
PerOption <"Denotes a price expressed per number of options.">
enum OptionReferenceTypeEnum: <"The enumeration values to specify the reference source that determines the final settlement price of the option.">
Future <"Reference from the price of a future contract.">
Spot <"Reference from an underlyer spot price.">
enum RollConventionEnum: <"The enumerated values to specify the period term as part of a periodic schedule, i.e. the calculation period end date within the regular part of the calculation period. The value could be a rule, e.g. IMM Settlement Dates, which is the 3rd Wednesday of the month, or it could be a specific day of the month, such as the first day of the applicable month.">
EOM <"Rolls on month end dates irrespective of the length of the month and the previous roll day.">
FRN <"Roll days are determined according to the FRN Convention or Euro-dollar Convention as described in ISDA 2000 definitions.">
@@ -675,6 +1370,10 @@ enum DeterminationMethodEnum: <"The enumerated values to specify the method acco
ValuationTime <"Price determined at valuation time.">
VWAPPrice <"Official VWAP Price.">
enum TradeIdentifierTypeEnum: <"Defines the enumerated values to specify the nature of a trade identifier.">
UniqueTransactionIdentifier
UniqueSwapIdentifier
enum AncillaryRoleEnum: <"Defines the enumerated values to specify the ancillary roles to the transaction. The product is agnostic to the actual parties involved in the transaction, with the party references abstracted away from the product definition and replaced by the AncillaryRoleEnum. The AncillaryRoleEnum can then be positioned in the product and the AncillaryParty type, which is positioned outside of the product definition, allows the AncillaryRoleEnum to be associated with an actual party reference.">
DisruptionEventsDeterminingParty <"Specifies the party which determines additional disruption events.">
ExtraordinaryDividendsParty <"Specifies the party which determines if dividends are extraordinary in relation to normal levels.">
@@ -1067,3 +1766,87 @@ type CashCollateralValuationMethod : <"This type is a generic structure that can
agreedDiscountRate string (0..1) <"This may be used to indicate the discount rate to be used for cash collateral for cash settlement purposes.">
protectedParty PartyDeterminationEnum (0..2) <"This may be used to specify which party is protected (e.g. under Replacement Value cash settlement methods).">
prescribedDocumentationAdjustment boolean (0..1) <"This may be used to indicate that 'prescribed documentation adjustment' is applicable.">
type ForeignExchange: <"From FpML: A type defining either a spot or forward FX transactions.">
exchangedCurrency1 Cashflow (1..1) <"This is the first of the two currency flows that define a single leg of a standard foreign exchange transaction.">
exchangedCurrency2 Cashflow (1..1) <"This is the second of the two currency flows that define a single leg of a standard foreign exchange transaction.">
tenorPeriod Period (0..1) <"A tenor expressed as a period type and multiplier (e.g. 1D, 1Y, etc.)">
exchangeRate ExchangeRate (0..1) <"The rate of exchange between the two currencies.">
type Cashflow extends PayoutBase: <"Class to specify a cashflow, i.e. the outcome of either of computation (e.g. interest accrual) or an assessment of some sort (e.g. a fee). The cashflow can then be turned into a cash transfer, artefact to be used as the input to a payment system or the outcome of it. The associated globalKey denotes the ability to associate a hash value to the Cashflow instantiations for the purpose of model cross-referencing, in support of functionality such as the event effect and the lineage.">
cashflowType CashflowType (1..1) <"The qualification of the type of cashflow, e.g. brokerage fee, premium, upfront fee etc. Particularly relevant when it cannot be inferred directly through lineage.">
paymentDiscounting PaymentDiscounting (0..1) <"FpML specifies the FpML PaymentDiscounting.model group for representing the discounting elements that can be associated with a payment.">
type CashflowType: <"Characterises the type of cashflow, which can result from either a scheduled or a non-scheduled lifecycle event.">
cashflowType TransferTypeEnum (0..1) <"Type of cashflow corresponding to a scheduled event.">
cashPrice CashPrice (0..1) <"Type of cashflow corresponding to a non-scheduled event, where a price must be agreed between the parties.">
grossOrNet GrossOrNetEnum (0..1) <"Whether the cashflow is gross, net or a commission, if any.">
priceExpression PriceExpressionEnum (0..1)
type PaymentDiscounting: <"This class corresponds to the FpML PaymentDiscounting.model group for representing the discounting elements that can be associated with a payment.">
discountFactor number (0..1) <"The value representing the discount factor used to calculate the present value of the cash flow.">
presentValueAmount Money (0..1) <"The amount representing the present value of the forecast payment.">
type TradeLot: <"Specifies the price and quantity of a trade lot, where the same product could be traded multiple times with the same counterparty but in different lots (at a different date, in a different quantity and at a different price). One trade lot combined with a product definition specifies the entire economics of a trade. The lifecycle mechanics of each such trade lot (e.g. cashflow payments) is independent of the other lots.">
lotIdentifier Identifier (0..*) <"Specifies one or more identifiers for the lot, if any.">
priceQuantity PriceQuantity (1..*) <"Specifies the settlement characteristics of a trade lot: price, quantity, observable (optionally) and the settlement terms. This attribute has a multiple cardinality to allow to specify the price, quantity and observable of different legs in a single, composite product (e.g. a Swap).">
type Identifier: <"A class to specify a generic identifier, applicable to CDM artefacts such as executions, contracts, lifecycle events and legal documents. An issuer can be associated with the actual identifier value as a way to properly qualify it.">
issuerReference Party (0..1) <"The identifier issuer, when specified by reference to a party specified as part of the transaction.">
issuer string (0..1) <"The identifier issuer, when specified explicitly alongside the identifier value (instead of being specified by reference to a party).">
assignedIdentifier AssignedIdentifier (1..*) <"The identifier value. This level of indirection between the issuer and the identifier and its version provides the ability to associate multiple identifiers to one issuer, consistently with the FpML PartyTradeIdentifier.">
type Party: <"A class to specify a party, without a qualification as to whether this party is a legal entity or a natural person, although the model provides the ability to associate a person (or set of persons) to a party, which use case would imply that such party would be a legal entity (even if not formally specified as such). ">
partyId string (1..*) <"The identifier associated with a party, e.g. the 20 digits LEI code.">
name string (0..1) <"The party name.">
person NaturalPerson (0..*) <"The person(s) who might be associated with the party as part of the execution, contract or legal document.">
account Account (0..1) <"The account that might be associated with the party. At most one account can be specified, as it is expected that this information is used in the context of a contract or legal document where only one account per party can be associated with such object.">
type NaturalPerson: <"A class to represent the attributes that are specific to a natural person.">
personId string (0..*) <"The identifier associated with a person, e.g. the internal identification code.">
honorific string (0..1) <"An honorific title, such as Mr., Ms., Dr. etc.">
firstName string (0..1) <"The natural person's first name. It is optional in FpML.">
middleName string (0..*) <"The natural person's middle name(s). If a middle name is provided then an initial should be absent.">
initial string (0..*) <"The natural person's middle initial(s). If a middle initial is provided then a name should be absent.">
surname string (0..1) <"The natural person's surname.">
suffix string (0..1) <"Name suffix, such as Jr., III, etc.">
dateOfBirth date (0..1) <"The natural person's date of birth.">
type Account: <"A class to specify an account as an account number alongside, optionally. an account name, an account type, an account beneficiary and a servicing party.">
partyReference Party (0..1) <"A reference to the party to which the account refers to.">
accountNumber string (1..1) <"The account number.">
accountName string (0..1) <"The name by which the account is known.">
accountType AccountTypeEnum (0..1) <"The type of account, e.g. client, house.">
accountBeneficiary Party (0..1) <"A reference to the party beneficiary of the account.">
servicingParty Party (0..1) <"The reference to the legal entity that services the account, i.e. in the books of which the account is held.">
type AssignedIdentifier: <"A class to specify the identifier value and its associated version.">
identifier string (1..1) <"The identifier value.">
identifierType TradeIdentifierTypeEnum (0..1) <"The enumerated classification of the identifier.">
version int (0..1) <"The identifier version, which is specified as an integer and is meant to be incremented each time the transaction terms (whether contract or event) change. This version is made option to support the use case where the identifier is referenced without the version. The constraint that a contract and a lifecycle event need to have an associated version is enforced through data rules.">
type PriceQuantity: <"Defines a settlement as an exchange between two parties of a specified quantity of an asset (the quantity) against a specified quantity of another asset (the price). The settlement is optional and can be either cash or physical. In the case of non-cash products, the settlement of the price/quantity would not be specified here and instead would be delegated to the product mechanics, as parameterised by the price/quantity values.">
price Price (0..*) <"Specifies a price to be used for trade amounts and other purposes.">
quantity Quantity (0..*) <"Specifies a quantity to be associated with an event, for example a trade amount.">
observable Observable (0..1) <"Specifies the object to be observed for a price, it could be an asset or a reference. The cardinality is optional as some quantity / price cases have no observable (e.g. a notional and a fixed rate in a given currency).">
buyerSeller BuyerSeller (0..1) <"Defines the direction of the exchange. The convention is that the buyer receives the quantity / pays the price, whereas the seller receives the price / pays the quantity. Attribute is optional in case the price/quantity settlement is defined as part of the product mechanics.">
settlementTerms SettlementTerms (0..1) <"Whether the settlement is cash or physical and the corresponding terms. Attribute is optional in case the price/quantity settlement is defined as part of the product mechanics.">
effectiveDate AdjustableOrRelativeDate (0..1) <"Specifies the date at which the price and quantity become effective. This day may be subject to adjustment in accordance with a business day convention, or could be specified as relative to a trade date, for instance. Optional cardinality, as the effective date is usually specified in the product definition, so it may only need to be specified as part of the PriceQuantity in an increase/decrease scenario for an existing trade.">
type Observable: <"Specifies the object to be observed for a price, it could be an asset or a reference.">
rateOption FloatingRateOption (0..1) <"Specifies a floating rate index and tenor.">
commodity Commodity (0..1) <"Identifies a commodity by referencing a product identifier.">
productIdentifier ProductIdentifier (0..*) <"Comprises of an identifier and a source. The associated metadata key denotes the ability to associate a hash value to the ProductIdentifier instantiations for the purpose of model cross-referencing, in support of functionality such as the event effect and the lineage.">
currencyPair QuotedCurrencyPair (0..1) <"Describes the composition of a rate that has been quoted or is to be quoted, including the two currencies and the quotation relationship between the two currencies.">
optionReferenceType OptionReferenceTypeEnum (0..1) <"The underlying contract which is referenced when determining the final settlement price of the instrument. Eg. Rolling Front Month Future; Spot etc.">
type FloatingRateOption: <"Specification of a floating rate option as a floating rate index and tenor.">
floatingRateIndex FloatingRateIndexEnum (0..1) <"The reference index that is used to specify the floating interest rate. The FpML standard maintains the list of such indices, which are positioned as enumeration values as part of the CDM.">
inflationRateIndex InflationRateIndexEnum (0..1) <"The reference index that is used to specify the inflation interest rate. The FpML standard maintains the list of such indices, which are positioned as enumeration values as part of the CDM.">
indexTenor Period (0..1) <"The ISDA Designated Maturity, i.e. the floating rate tenor.">
type Commodity extends ProductBase: <"Identifies a specific commodity by referencing a product identifier or by a product definition.">
commodityProductDefinition CommodityProductDefinition (0..1) <"Specifies the commodity underlier in the event that no ISDA Commodity Reference Benchmark exists.">
priceQuoteType QuotationSideEnum (1..1) <"Describes the required quote type of the underlying price that will be observed. Example values include 'Bid, 'Ask', 'Settlement' (for a futures contract) and 'WeightedAverage' (for some published prices and indices).">
deliveryDateReference DeliveryDateParameters (0..1) <"Specifies the parameters for identifying the relevant contract date when the commodity reference price is a futures contract.">
description string (0..1) <"Provides additional information about the commodity underlier.">

20
src/Model/Type.hs
View File

@@ -1,4 +1,5 @@
module Model.Type where
-- |The representation of a Rosetta data type
data Type = MakeType {
typeName :: String,
@@ -39,6 +40,8 @@ data Expression = Variable String
| Enum String String
| Empty
| Parens Expression
| ListUnaryOp String Expression
| ListOp String Expression Expression
| List [Expression]
| Function String [Expression]
| PrefixExp String Expression
@@ -54,6 +57,8 @@ data ExplicitExpression = ExplicitEmpty
| ExplicitList [ExplicitExpression]
| ExplicitEnumCall {name :: String, val :: String, returnCoercion :: Coercion}
| ExplicitKeyword String
| ExplicitListUnaryOp {op :: String, list :: ExplicitExpression, returnCoercion :: Coercion}
| ExplicitListOp {op :: String, list :: ExplicitExpression, arg :: ExplicitExpression, returnCoercion :: Coercion}
| ExplicitParens {expression :: ExplicitExpression, returnCoercion :: Coercion}
| ExplicitPath {super :: ExplicitExpression, sub :: ExplicitExpression, returnCoercion :: Coercion}
| ExplicitFunction {name :: String, args :: [(ExplicitExpression, Coercion)], returnCoercion :: Coercion}
@@ -68,6 +73,8 @@ changeCoercion (ExplicitList e) _ = ExplicitList e
changeCoercion (ExplicitKeyword n) _ = ExplicitKeyword n
changeCoercion (ExplicitParens e _) c = ExplicitParens e c
changeCoercion (ExplicitPath s n _) c = ExplicitPath s n c
changeCoercion (ExplicitListOp n o ar _) c = ExplicitListOp n o ar c
changeCoercion (ExplicitListUnaryOp n o _) c = ExplicitListUnaryOp n o c
changeCoercion (ExplicitFunction n args _) c = ExplicitFunction n args c
changeCoercion (ExplicitIfSimple cond block _) c = ExplicitIfSimple cond block c
changeCoercion (ExplicitIfElse cond block block2 _) c = ExplicitIfElse cond block block2 c
@@ -84,6 +91,8 @@ instance Show ExplicitExpression where
show (ExplicitIfSimple cond block coer) = show $ "if" ++ show cond ++ " then " ++ show block
show (ExplicitIfElse cond block1 block2 coer) = show $ "if" ++ show cond ++ " then " ++ show block1 ++ " else " ++ show block2
show ExplicitEmpty = show "Empty"
show (ExplicitListOp lst op ar coer) = show $ show lst ++ " " ++ show op ++ " " ++ show ar
show (ExplicitListUnaryOp lst op coer) = show $ show lst ++ " " ++ show op
show (ExplicitEnumCall n val coer) = show $ "Enumcall: " ++ n ++ "->" ++ val
data TypeCoercion =
@@ -136,6 +145,14 @@ smallestBound (OneBound x) (Bounds (y, _)) = smallestBound (OneBound x) (OneBoun
smallestBound (Bounds (x, _)) (OneBound y) = smallestBound (OneBound x) (OneBound y)
smallestBound (Bounds (x1, x2)) (Bounds (y1, y2)) = Bounds (min x1 y1, max x2 y2)
lowerBound :: Cardinality -> Integer
lowerBound (Bounds (x, _)) = x
lowerBound (OneBound x) = x
upperBound :: Cardinality -> Integer
upperBound (Bounds (_, x)) = x
upperBound (OneBound _) = toInteger (maxBound :: Int)
-- |A function used to add two cardinalities
addBounds :: Cardinality -> Cardinality -> Cardinality
addBounds (Bounds (x1, x2)) (Bounds (y1, y2)) = Bounds (x1 + y1, x2 + y2)
@@ -172,3 +189,6 @@ coercionCardinality (x:rst) = coercionCardinality rst
createCoercion :: (Type, Cardinality) -> Coercion
createCoercion (t, c) = MakeCoercion [MakeIdCoercion t] (MakeCardinalityIdCoercion c)
anyListCoercion :: Coercion
anyListCoercion = MakeCoercion [MakeIdCoercion (BasicType "Any")] (MakeCardinalityIdCoercion (OneBound 0))

77
src/Parser/Expression.hs
View File

@@ -65,6 +65,9 @@ listParser =
_ <- lexeme $ char ']'
return $ List (expressions ++ [lastExpr])
listOperations :: [String]
listOperations = ["map", "filter", "reduce"]
-- |Parses a variable in Rosetta into an Expression
variableParser :: Parser Expression
variableParser =
@@ -161,17 +164,17 @@ eqParser =
-- |The list of equality statements in Rosetta
eqFunctions :: [String]
eqFunctions = ["=", "<", "<=", ">", ">=", "<>", "all =", "all <>", "any =", "any <>"]
eqFunctions = ["=", "<", "<=", ">", ">=", "<>"]
-- |Parses a sum statement in Rosetta into an Expression
sumParser :: Parser Expression
sumParser =
do
f <- factorParser
op <- lexeme $ observing (char '+' <|> char '-')
op <- lexeme $ observing (string "+" <|> string "- ")
case op of
Left _ -> return f
Right o -> sumParser >>= \ex -> return $ reverseExpression $ InfixExp [o] f ex
Right o -> sumParser >>= \ex -> return $ reverseExpression $ InfixExp (Text.unpack o) f ex
-- |Parses a multiplication or division statement in Rosetta into an Expression
factorParser :: Parser Expression
@@ -197,7 +200,7 @@ powerParser =
boolOpParser :: Parser Expression
boolOpParser =
do
p <- postfixParser
p <- pathExpressionParser
op <- lexeme $ observing (string "or" <|> string "and")
case op of
Left _ -> return p
@@ -207,18 +210,74 @@ boolOpParser =
postfixParser :: Parser Expression
postfixParser =
do
t <- pathExpressionParser
t <- listUnaryOpParser
op <- lexeme $ observing $ choice $ fmap (try . string . Text.pack) postfixFunctions
case op of
Left _ -> return t
Right o -> return $ PostfixExp (Text.unpack o) t
listUnaryOperations :: [String]
listUnaryOperations = ["sum", "max", "flatten", "min", "join", "only-element", "count", "first", "last", "sort", "distinct"]
-- |Parses a simple operation on a list
listUnaryOpParser :: Parser Expression
listUnaryOpParser =
do
lst <- listOpParser
op <- lexeme $ observing $ choice $ fmap (try . string . Text.pack) listUnaryOperations
case op of
Left er -> return lst
Right o ->
do
exp <- nestedPostOp lst
return $ reverseExpression $ ListUnaryOp (Text.unpack o) exp
-- |Parses an operation on a list
listOpParser :: Parser Expression
listOpParser =
do
lst <- terminalParser
op <- lexeme $ observing $ choice $ fmap (try . string . Text.pack) listOperations
case op of
Left _ -> return lst
Right o ->
do
con <- between (lexeme $ char '[') (lexeme $ char ']') expressionParser
exp <- nestedPostOp lst
return $ reverseExpression $ ListOp (Text.unpack o) exp con
-- |Parses nested post operations on lists
nestedPostOp :: Expression -> Parser Expression
nestedPostOp ex =
do
op <- lexeme $ observing $ choice $ fmap (try . string . Text.pack) listUnaryOperations
case op of
Left er -> nestedListOp ex
Right o ->
do
exp <- nestedPostOp ex
return $ reverseExpression $ ListUnaryOp (Text.unpack o) exp
-- |Parses nested normal operations on lists
nestedListOp :: Expression -> Parser Expression
nestedListOp ex =
do
op <- lexeme $ observing $ choice $ fmap (try . string . Text.pack) listOperations
case op of
Left er -> return ex
Right o ->
do
con <- between (lexeme $ char '[') (lexeme $ char ']') expressionParser
exp <- nestedPostOp ex
return $ reverseExpression $ ListOp (Text.unpack o) exp con
-- |Parses a path expression (a -> b) in Rosetta into an Expression
pathExpressionParser :: Parser Expression
pathExpressionParser =
do
var <- terminalParser
var <- postfixParser
op <- lexeme $ observing $ string "->"
case op of
Left _ -> return var
@@ -238,6 +297,12 @@ reverseExpression (InfixExp op t1 (InfixExp op2 t2 e))
| precedence op == precedence op2 = InfixExp op2 (reverseExpression (InfixExp op t1 t2)) e
| otherwise = InfixExp op t1 (InfixExp op2 t2 e)
reverseExpression (PathExpression e1 (PathExpression e2 e3)) = PathExpression (reverseExpression (PathExpression e1 e2)) e3
reverseExpression (PathExpression e1 (ListOp op ex2 cond)) = ListOp op cond (reverseExpression (PathExpression e1 ex2))
reverseExpression (PathExpression e1 (ListUnaryOp op ex2)) = ListUnaryOp op (reverseExpression (PathExpression e1 ex2))
reverseExpression (ListOp op1 (ListOp op2 ex2 con2) con1) = ListOp op2 (reverseExpression (ListOp op1 ex2 con1)) con2
reverseExpression (ListOp op1 (ListUnaryOp op2 ex2) con1) = ListUnaryOp op2 (reverseExpression (ListOp op1 ex2 con1))
reverseExpression (ListUnaryOp op1 (ListOp op2 ex2 con2)) = ListOp op2 (reverseExpression (ListUnaryOp op1 ex2)) con2
reverseExpression (ListUnaryOp op1 (ListUnaryOp op2 ex2)) = ListUnaryOp op2 (reverseExpression (ListUnaryOp op1 ex2))
reverseExpression e = e

2
src/PrettyPrinter/Enum.hs
View File

@@ -13,7 +13,7 @@ printEnum (MakeEnum name description values) =
(vcat ["data" <+> pretty name <+> "=",
indent 4 (printEnumValues name values), indent 4 "deriving (Eq)",
"",
printDisplayNames name values]) <> emptyDoc <> emptyDoc
printDisplayNames name values]) <> line <> line
-- |Converts a list of EnumValues into a haskell valid Doc
printEnumValues :: String -> [EnumValue] -> Doc a

13
src/PrettyPrinter/Expression.hs
View File

@@ -6,15 +6,24 @@ import Model.Type
import Prettyprinter
import Semantic.ExpressionChecker(coercionIncluded)
import Utils.Utils
import Data.List (isPrefixOf)
printExpression :: ExplicitExpression -> Doc a
printExpression ExplicitEmpty = "[]"
printExpression (ExplicitVariable name coer) = printCoercion coer $ pretty name
printExpression (ExplicitVariable name coer)
| "item" `isPrefixOf` name = printCoercion coer $ pretty (replacePrefix "item" name "x")
| otherwise = printCoercion coer $ pretty name
printExpression (Value s coer) = printCoercion coer $ pretty s
printExpression (ExplicitKeyword k) = pretty k
printExpression (ExplicitEnumCall name val coer) = printCoercion coer $ pretty name <> pretty val
printExpression (ExplicitParens ex c) = "(" <> printExpression ex <> ")"
printExpression (ExplicitList ex) = list [printExpression x | x <- ex]
printExpression (ExplicitList ex) = Prettyprinter.list [printExpression x | x <- ex]
printExpression (ExplicitListOp "map" lst cond coer) = enclose "[" "]" (printExpression cond <+> "|" <+> "x" <+> "<-" <+> printExpression lst)
printExpression (ExplicitListOp "filter" lst cond coer) = enclose "[" "]" ("x" <+> "|" <+> "x" <+> "<-" <+> printExpression lst <> "," <+> printExpression cond)
printExpression (ExplicitListOp op lst cond coer) = pretty op <+> nest 4 (vsep [emptyDoc, enclose "(" ")" (printExpression cond), enclose "(" ")" (printExpression lst)])
printExpression (ExplicitListUnaryOp "only-element" lst coer) = "head" <+> enclose "(" ")" (nest 4 (line <> printExpression lst))
printExpression (ExplicitListUnaryOp "flatten" lst coer) = "concat" <+> enclose "(" ")" (nest 4 (line <> printExpression lst))
printExpression (ExplicitListUnaryOp op lst coer) = pretty op <+> nest 4 (printExpression lst)
printExpression (ExplicitPath ex1 (ExplicitVariable var ret) returnCoerce) =
pretty (uncapitalize $ typeName $ coercionType $ typeCoercion $ returnCoercion ex1) <> pretty (capitalize var) <+>
enclose "(" ")" (printExpression ex1)

4
src/PrettyPrinter/Function.hs
View File

@@ -48,7 +48,7 @@ printFunctionBody (MakeExplicitFunction (MakeFunctionSignature name _ inp out) a
printAlias :: (String, ExplicitExpression) -> Doc a
printAlias (name, exp) = "let" <+> pretty name <+> "=" <+> printExpression exp <+> "in"
printAlias (name, exp) = nest 4 (line <> "let" <+> pretty name <+> "=" <+> nest 8 (line <> printExpression exp) <+> "in")
-- |Converts a function into a haskell valid Doc representing the signature of the function
printFunctionSignature :: FunctionSignature -> Doc a
@@ -66,7 +66,7 @@ printAssignmentTree (AssignmentNode var typ c)
AssignmentLeaf e -> printAssignmentTree (head c)
AssignmentNode v t _ -> printConstructor typ <> pretty (capitalize v) <+> "(" <> printAssignmentTree (head c) <> ")"
| otherwise = case typ of
MakeType t _ _ _ _ -> "Make" <> pretty t <+> "{" <> hsep (punctuate "," [pretty (uncapitalize t) <> getVarName child <+> "=" <+> printAssignmentTree child | child <- c]) <> "}"
MakeType t _ _ _ _ -> "make" <> pretty t <+> "{" <> hsep (punctuate "," [pretty (uncapitalize t) <> getVarName child <+> "=" <+> printAssignmentTree child | child <- c]) <> "}"
BasicType _ -> sep ["(" <> printAssignmentTree child <> ")" | child <- c]
getVarName :: AssignmentTree -> Doc a

21
src/PrettyPrinter/Type.hs
View File

@@ -19,6 +19,11 @@ printType (BasicType name) = show $ pretty name
printTypeName :: String -> Maybe String -> Doc a
printTypeName name desc = printDescription desc ("data" <+> pretty name <+> "=")
printDefault :: String -> String -> [TypeAttribute] -> Doc a
printDefault name cons ats = "make" <> pretty name <+> "=" <+> pretty cons <+> "{" <> sep (punctuate ","
([pretty (uncapitalize name) <> pretty (capitalize (attributeName x)) <+> "=" <+> "Nothing" | x <- ats, cardinality x == Bounds (0, 1)] ++
[pretty (uncapitalize name) <> pretty (capitalize (attributeName x)) <+> "=" <+> "[]" | x <- ats, lowerBound (cardinality x) == 0 && upperBound (cardinality x) > 1])) <> "}"
-- |Creates an attribute that accesses the super type
superToAttribute :: String -> TypeAttribute
superToAttribute typ = MakeTypeAttribute "super" (MakeType typ (BasicType "Object") Nothing [] []) (Bounds (1, 1)) (Just "Pointer to super class")
@@ -26,10 +31,12 @@ superToAttribute typ = MakeTypeAttribute "super" (MakeType typ (BasicType "Objec
-- |Converts a list of TypeAttributes into a list of haskell valid Docs
printAttributes :: String -> [Condition] -> [TypeAttribute] -> Doc a
printAttributes objName conditions ats
| MakeCondition Nothing (Keyword "one-of") `elem` conditions || length ats < 2 = vcat [nest 4 $ vcat $
zipWith (<>) ("" : repeat "| ") (map (printSumType objName) ats) ++ map printCondition conditions, " deriving (Eq)"]
| MakeCondition Nothing (Keyword "one-of") `elem` conditions = vcat [nest 4 $ vcat $
zipWith (<>) ("" : repeat "| ") (map (printSumType objName) (increaseBound ats)) ++ map printCondition conditions, " deriving (Eq)"]
| length ats < 2 = vcat [nest 4 $ vcat $
zipWith (<>) ("" : repeat "| ") (map (printSumType objName) ats) ++ map printCondition conditions, " deriving (Eq)", printDefault objName (objName ++ capitalize (attributeName (head ats))) ats]
| otherwise = vcat [nest 4 $ vcat ("Make" <> pretty objName <+> "{" :
punctuate comma (map (printAttribute objName) ats) ++ map printCondition conditions), "}"] <+> "deriving (Eq)"
punctuate comma (map (printAttribute objName) ats) ++ map printCondition conditions), "}"] <+> "deriving (Eq)" <> line <> printDefault objName ("Make" ++ objName) ats
-- |Converts a TypeAttribute into a haskell valid Doc
printAttribute :: String -> TypeAttribute -> Doc a
@@ -49,4 +56,10 @@ printCondition :: Condition -> Doc a
printCondition (MakeCondition desc e) = printDescription desc ("--" <+> pretty (show e))
printSumType :: String -> TypeAttribute -> Doc a
printSumType objName (MakeTypeAttribute name typ crd _) = pretty objName <> pretty (capitalize name) <+> pretty (typeName typ)
printSumType objName (MakeTypeAttribute name typ crd d) = pretty objName <> pretty (capitalize name) <+> "{"<> pretty (uncapitalize objName) <> pretty (capitalize name) <+> "::" <+> printCardinality (MakeTypeAttribute name typ crd d) <> "}"
-- |Increase the lower bound when it is 0 to 1. Used for printing types with "one-of" condition
increaseBound :: [TypeAttribute] -> [TypeAttribute]
increaseBound [] = []
increaseBound (MakeTypeAttribute name typ (Bounds (0, b)) desc : ts) = MakeTypeAttribute name typ (Bounds (1, b)) desc : increaseBound ts
increaseBound (t : ts) = t : increaseBound ts

74
src/Semantic/ExpressionChecker.hs
View File

@@ -75,6 +75,14 @@ defaultMap = [
Func "count" [(BasicType "Any", OneBound 0)] (BasicType "Integer", Bounds (1, 1))
]
-- |A list of the allowed list functions, the type of their expression and their return type
listFunctionTypes :: Coercion -> Coercion -> [(String, Coercion, Coercion)]
listFunctionTypes inp ex = [
-- The function given to a filter must be boolean and it can return anything
("filter", MakeCoercion [MakeIdCoercion (BasicType "Boolean")] (MakeCardinalityIdCoercion (OneBound 0)), inp),
("map", MakeCoercion [MakeIdCoercion (BasicType "Any")] (MakeCardinalityIdCoercion (OneBound 0)), ex)
]
-- |Checks whether a function is valid (inputs, outputs are of valid type and all variables are defined) and adds it to the symbol table
addFunction :: ([Type], [Symbol]) -> Function -> Either [TypeCheckError] [Symbol]
addFunction (definedTypes, definedSymbols) (MakeFunction (MakeFunctionSignature name _ inps out) _ _) =
@@ -106,13 +114,33 @@ checkExpression defT symbolMap (Enum enum val) = case getType enum defT of
Right typ -> if val `elem` map attributeName (typeAttributes typ)
then Right $ ExplicitEnumCall enum val $ MakeCoercion [MakeIdCoercion typ] (MakeCardinalityIdCoercion (Bounds (1, 1)))
else Left $ UndefinedVariable val
checkExpression defT symbolMap (ListOp op lst cond) =
case checkExpression defT symbolMap lst of
Left err -> Left err
Right checkedLst -> if toCardinality (cardinalityCoercion (returnCoercion checkedLst)) == Bounds(1, 1)
then Left $ ListOperationNotOnList $ show lst
else let it = getNextItem symbolMap in
case checkExpression defT
(addVariables symbolMap [MakeTypeAttribute it (coercionType $ typeCoercion $ returnCoercion checkedLst) (toCardinality $ cardinalityCoercion $ returnCoercion checkedLst) Nothing])
(replaceVar cond it) of
Left err -> Left err
Right condType -> case returnCoercion condType `coercionIncluded` head [snd3 x | x <- listOps, fst3 x == op] of
Left err -> Left err
Right checkedCond -> Right $ ExplicitListOp op checkedLst (changeCoercion condType checkedCond) (head [trd3 x | x <- listOps, fst3 x == op])
where
listOps = listFunctionTypes (returnCoercion checkedLst) (returnCoercion condType)
checkExpression defT symbolMap (ListUnaryOp op lst) =
case checkExpression defT symbolMap lst of
Left err -> Left $ ErrorInsideFunction $ op ++ ": " ++ show err
Right checkedLst -> if toCardinality (cardinalityCoercion (returnCoercion checkedLst)) == Bounds(1, 1)
then Left $ ListOperationNotOnList $ show lst
else Right $ ExplicitListUnaryOp op checkedLst (returnCoercion checkedLst)
checkExpression _ _ (Keyword k) = Right $ ExplicitKeyword k
checkExpression defT symbolMap (PathExpression ex1 (Variable b)) =
case checkExpression defT symbolMap ex1 of
Left err -> Left err
Right exp1 -> case findAttributeType b (getTypeAttributes defT type1) of
Left err -> Left $ UndefinedVariable $ show type1 ++ " -> " ++ b
Right exp1 -> case findAttributeTypeRec defT b type1 of
Left err -> Left $ UndefinedVariable $ show (typeName type1) ++ " -> " ++ b
Right exp2 -> Right $ ExplicitPath exp1 exp2 (returnCoercion exp2)
where
type1 = coercionType $ typeCoercion $ returnCoercion exp1
@@ -196,11 +224,11 @@ checkList1 defT symbs (ex : exps) typ =
-- |Checks whether the function that is called is already defined with the same argument types
checkFunctionCall :: [Symbol] -> String -> [Either TypeCheckError ExplicitExpression ] -> Either TypeCheckError ExplicitExpression
checkFunctionCall [] fun args = error $ show args --Left $ UndefinedFunction $ "Undefined function: " ++ fun ++ " [" ++ show (rights args) ++ "]"
checkFunctionCall [] fun args = Left $ UndefinedFunction $ "Undefined function: " ++ fun ++ " [" ++ show (rights args) ++ "]"
checkFunctionCall ((Func n a r):symbolMap) name args
| not $ null $ lefts args = Left $ ErrorInsideFunction (name ++ ": " ++ show args ++ show (lefts args))
| not $ null $ lefts args = Left $ ErrorInsideFunction (name ++ ": " ++ show (lefts args))
| name == n = if all isRight coerce then Right $ ExplicitFunction name (zip (rights args) (rights coerce)) (MakeCoercion [MakeIdCoercion (fst r)] (MakeCardinalityIdCoercion (snd r)))
else error $ show argCoerce
else checkFunctionCall symbolMap name args--Left $ UndefinedFunction $ "Undefined function: " ++ name ++ " [" ++ show (rights args) ++ "]"
| otherwise = checkFunctionCall symbolMap name args
where
argCoerce = map returnCoercion (rights args)
@@ -222,6 +250,7 @@ typeIncluded (t1, c1) (t2, c2) =
Left err -> Left err
Right cardCoercion -> Right $ MakeCoercion typeCoercion cardCoercion
-- | Checks whether the first coercion can be transformed into the second coercion
coercionIncluded :: Coercion -> Coercion -> Either TypeCheckError Coercion
coercionIncluded c1 c2 = (coercionType (typeCoercion c1), coercionCardinality [cardinalityCoercion c1]) `typeIncluded` (coercionType (typeCoercion c2), coercionCardinality [cardinalityCoercion c2])
@@ -250,6 +279,18 @@ findVarType x ((Var name typ crd):symbols)
| otherwise = findVarType x symbols
findVarType x (_:symbols) = findVarType x symbols
-- |Look for a type attribute in a given type and its super types
findAttributeTypeRec :: [Type] -> String -> Type -> Either TypeCheckError ExplicitExpression
findAttributeTypeRec _ var (BasicType _) = Left $ UndefinedVariable var
findAttributeTypeRec sTable var t = case findAttributeType var (getTypeAttributes sTable t) of
Left err -> case findAttributeTypeRec sTable var (superType t) of
Left err -> Left err
Right (ExplicitVariable n (MakeCoercion tc cc)) -> Right $
ExplicitVariable n
(MakeCoercion (MakeSuperCoercion t (toType $ head tc) : tc) cc)
Right typ -> Right typ
Right typ -> Right typ
-- |Find whether there is a attribute with the given name in the given type, and returns the attribute's type
findAttributeType :: String -> [TypeAttribute] -> Either TypeCheckError ExplicitExpression
findAttributeType var [] = Left $ UndefinedVariable var
@@ -257,6 +298,22 @@ findAttributeType var (t : ts)
| var == attributeName t = Right $ ExplicitVariable var (MakeCoercion [MakeIdCoercion $ attributeType t] (MakeCardinalityIdCoercion $ Model.Type.cardinality t))
| otherwise = findAttributeType var ts
-- |Removes the path expression from item in a list operation
-- ex: person map [item -> firstname] => person map [person -> firsname]
replaceVar :: Expression -> String -> Expression
replaceVar (Variable "item") var = Variable var
replaceVar (PathExpression a b) var = PathExpression (replaceVar a var) b
replaceVar (Parens e) var = Parens (replaceVar e var)
replaceVar (ListUnaryOp o e) var = ListUnaryOp o (replaceVar e var)
replaceVar (ListOp o e c) var = ListOp o (replaceVar e var) c
replaceVar (Function f e) var = Function f [replaceVar ex var | ex <- e]
replaceVar (PrefixExp o e) var = PrefixExp o (replaceVar e var)
replaceVar (PostfixExp o e) var = PostfixExp o (replaceVar e var)
replaceVar (InfixExp o e1 e2) var = InfixExp o (replaceVar e1 var) (replaceVar e2 var)
replaceVar (IfSimple c e1) var = IfSimple (replaceVar c var) (replaceVar e1 var)
replaceVar (IfElse c e1 e2) var = IfElse (replaceVar c var) (replaceVar e1 var) (replaceVar e2 var)
replaceVar e _ = e
-- |Checks whether the first argument is a subtype of the second argument
isSubType :: Type -> Type -> Either TypeCheckError [TypeCoercion]
isSubType (BasicType "Integer") (BasicType "Double") = Right [MakeTypeCoercion (BasicType "Integer") (BasicType "Double") "fromInteger"]
@@ -270,6 +327,11 @@ isSubType x y
Left e -> Left e
Right transforms -> Right $ MakeSuperCoercion x y : transforms
getNextItem :: [Symbol] -> String
getNextItem symbs
| Var "item" (BasicType "Any") (OneBound 0) `notElem` symbs = "item"
| otherwise = head ["list" ++ show x | x <- [1..], Var ("list" ++ show x) (BasicType "Any") (OneBound 0) `notElem` symbs]
-- |Finds the type attributes from a type in the symbol table
getTypeAttributes :: [Type] -> Type -> [TypeAttribute]
getTypeAttributes [] t = []

1
src/Semantic/TypeChecker.hs
View File

@@ -17,6 +17,7 @@ data TypeCheckError =
| MultipleDeclarations String
| TypeNameReserved String
| UnsupportedExpressionInPathExpression String
| ListOperationNotOnList String
deriving (Show)
-- |Checks whether a data type is valid

17
src/Utils/Utils.hs
View File

@@ -2,6 +2,7 @@ module Utils.Utils where
import Data.Either
import Data.Char
import Data.List (stripPrefix)
-- |Capitalize a string
@@ -85,3 +86,19 @@ checkDuplicates [] = []
checkDuplicates (a : as)
| a `elem` as = a : checkDuplicates as
| otherwise = checkDuplicates as
fst3 :: (a, b, c) -> a
fst3 (x, _, _) = x
snd3 :: (a, b, c) -> b
snd3 (_, x, _) = x
trd3 :: (a, b, c) -> c
trd3 (_, _, x) = x
-- |If the second list contains the first list, it replaces that occurances with the third list
replacePrefix :: Eq a => [a] -> [a] -> [a] -> [a]
replacePrefix a b c = case stripPrefix a b of
Nothing -> b
Just bs -> c ++ bs