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