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Special currencies
Download sample file: liquid-interest-rate-currencies.csv
The file provides the list of currencies, set in [MAR50.56]
| Field |
Key |
Null |
FieldType |
Description |
Example |
| AsOfDate |
Y |
N |
String with format ‘YYYY-MM-DD’ |
Indicates the start date for this currency. Subsequent entries with later dates will apply an end to this date range |
2018-09-28 |
| ParameterSet |
Y |
Y |
String |
Specifies the parameter set to which the list of currencies belongs to. If no ParameterSet is defined within the file, it will default to BCBS |
BCBS |
| Currencies |
N |
Y |
String representing a list of currencies |
Currencies defined in [MAR50.56] for the purposes of interest rate and inflation sensitivities definition |
USD;EUR;GBP;AUD;CAD;SEK;JPY |