FX_Special_Crosses

The FX_Special_Crosses.csv file lists the currency pairs in [MAR21.88].

File format

Field name Description
Num Left-hand side of currency pair
Den Right-hand side of currency pair
Date The start date that the parameter takes effect
ParameterSet The parameter set to which the parameter belongs (default = BCBS)

File values

Num Den Date ParameterSet
USD EUR 2016-01-01
USD JPY 2016-01-01
USD GBP 2016-01-01
USD AUD 2016-01-01
USD CAD 2016-01-01
USD CHF 2016-01-01
USD MXN 2016-01-01
USD CNY 2016-01-01
USD NZD 2016-01-01
USD RUB 2016-01-01
USD HKD 2016-01-01
USD SGD 2016-01-01
USD TRY 2016-01-01
USD KRW 2016-01-01
USD SEK 2016-01-01
USD ZAR 2016-01-01
USD INR 2016-01-01
USD NOK 2016-01-01
USD BRL 2016-01-01
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