| 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 |
Special currencies
SA
Download sample file: liquid-interest-rate-currencies.csv
The file provides the list of currencies, set in [MAR50.56]