Special currencies

SA

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