From cfd911aab76a9a0c4635b7589f0235881c5eccbe Mon Sep 17 00:00:00 2001 From: Payal Khanna <107400406+PayalKhanna@users.noreply.github.com> Date: Mon, 26 Feb 2024 08:56:44 +0000 Subject: [PATCH] update bundle version and Enums with fpml schema updates [Development] (#2707) * update bundle version and Enums with fpml schema updates * Update RELEASE.md * Update RELEASE.md * Update RELEASE.md --------- Co-authored-by: eacunaISDA <82891014+eacunaISDA@users.noreply.github.com> --- RELEASE.md | 22 +- pom.xml | 2 +- .../main/rosetta/base-datetime-enum.rosetta | 648 ++++---- .../base-staticdata-asset-common-enum.rosetta | 358 ++-- .../base-staticdata-asset-rates-enum.rosetta | 1436 ++++++++--------- .../main/rosetta/event-common-enum.rosetta | 26 +- .../legaldocumentation-master-enum.rosetta | 252 +-- .../rosetta/observable-asset-enum.rosetta | 234 +-- .../rosetta/observable-common-enum.rosetta | 32 +- .../main/rosetta/product-asset-enum.rosetta | 16 +- 10 files changed, 1506 insertions(+), 1520 deletions(-) diff --git a/RELEASE.md b/RELEASE.md index 017831df53..d3e4020ebd 100644 --- a/RELEASE.md +++ b/RELEASE.md @@ -1,31 +1,15 @@ -# _CDM Model - Date Time Functions_ - -_What is being released?_ - -This release implements the existing `ToDateTime` function, and adds `ToTime` function. - -- `ToDateTime` - converts a `date` to a `zonedDateTime`, defaulting the `time` to "00:00:00" and the `timezone` to "Z" (UTC) -- `ToTime` - created a `time` from inputs of `hours`, `minutes` and `seconds` - -_Review directions_ - -In Rosetta, select the `Common Domain Model` project, then select the Textual Browser and inspect the functions `ToDateTime` and `ToTime`. - -The changes can be reviewed in PR: [#2693](https://github.com/finos/common-domain-model/pull/2693) # _Infrastructure - Dependency Update_ _What is being released?_ -This release updates the `rosetta-dsl` and `rosetta-bundle` dependencies. +This release updates the `rosetta-bundle` dependencies. Version updates include: -- `rosetta-dsl` 9.5.0: Adds support for tabulating projection data. For further details see DSL release notes: https://github.com/REGnosys/rosetta-dsl/releases/tag/9.5.0. -- `rosetta-dsl` 9.6.0: DSL build and compile performance improvements. For further details see DSL release notes: https://github.com/REGnosys/rosetta-dsl/releases/tag/9.6.0. -- `rosetta-bundle` 10.12.0: Adds JSON schema code generator. +- `rosetta-bundle` 10.13.4: FpML Coding schema updated. There are no changes to the model or test expectations. _Review directions_ -The changes can be reviewed in PR: [#2690](https://github.com/finos/common-domain-model/pull/2690) +The changes can be reviewed in PR: https://github.com/finos/common-domain-model/pull/2707 diff --git a/pom.xml b/pom.xml index 8221db97df..d044c2da15 100644 --- a/pom.xml +++ b/pom.xml @@ -82,7 +82,7 @@ oss.sonatype.org - 10.12.0 + 10.13.4 ${rosetta.bundle.version} 9.6.0 diff --git a/rosetta-source/src/main/rosetta/base-datetime-enum.rosetta b/rosetta-source/src/main/rosetta/base-datetime-enum.rosetta index 0b211d67cd..93b36f1df2 100755 --- a/rosetta-source/src/main/rosetta/base-datetime-enum.rosetta +++ b/rosetta-source/src/main/rosetta/base-datetime-enum.rosetta @@ -6,333 +6,335 @@ import cdm.base.* enum BusinessCenterEnum: <"The enumerated values to specify the business centers."> [docReference ISDA FpML_Coding_Scheme schemeLocation "http://www.fpml.org/coding-scheme/business-center"] - AEAB <"Abu Dhabi, Business Day (as defined in 2021 ISDA Definitions Section 2.1.10 (ii))"> - AEAD <"Abu Dhabi, Settlement Day (as defined in 2021 ISDA Definitions Section 2.1.10 (i))"> - AEDU <"Dubai, United Arab Emirates"> - AMYE <"Yerevan, Armenia"> - AOLU <"Luanda, Angola"> - ARBA <"Buenos Aires, Argentina"> - ATVI <"Vienna, Austria"> - AUAD <"Adelaide, Australia"> - AUBR <"Brisbane, Australia"> - AUCA <"Canberra, Australia"> - AUDA <"Darwin, Australia"> - AUME <"Melbourne, Australia"> - AUPE <"Perth, Australia"> - AUSY <"Sydney, Australia"> - AZBA <"Baku, Azerbaijan"> - BBBR <"Bridgetown, Barbados"> - BDDH <"Dhaka, Bangladesh"> - BEBR <"Brussels, Belgium"> - BGSO <"Sofia, Bulgaria"> - BHMA <"Manama, Bahrain"> - BMHA <"Hamilton, Bermuda"> - BNBS <"Bandar Seri Begawan, Brunei"> - BOLP <"La Paz, Bolivia"> - BRBD <"Brazil Business Day."> - BRBR <"Brasilia, Brazil."> - BRRJ <"Rio de Janeiro, Brazil."> - BRSP <"Sao Paulo, Brazil."> - BSNA <"Nassau, Bahamas"> - BWGA <"Gaborone, Botswana"> - BYMI <"Minsk, Belarus"> - CACL <"Calgary, Canada"> - CAFR <"Fredericton, Canada."> - CAMO <"Montreal, Canada"> - CAOT <"Ottawa, Canada"> - CATO <"Toronto, Canada"> - CAVA <"Vancouver, Canada"> - CAWI <"Winnipeg, Canada"> - CHBA <"Basel, Switzerland"> - CHGE <"Geneva, Switzerland"> - CHZU <"Zurich, Switzerland"> - CIAB <"Abidjan, Cote d'Ivoire"> - CLSA <"Santiago, Chile"> - CMYA <"Yaounde, Cameroon"> - CNBE <"Beijing, China"> - CNSH <"Shanghai, China"> - COBO <"Bogota, Colombia"> - CRSJ <"San Jose, Costa Rica"> - CWWI <"Willemstad, Curacao"> - CYNI <"Nicosia, Cyprus"> - CZPR <"Prague, Czech Republic"> - DECO <"Cologne, Germany"> - DEDU <"Dusseldorf, Germany"> - DEFR <"Frankfurt, Germany"> - DEHA <"Hannover, Germany"> - DEHH <"Hamburg, Germany"> - DELE <"Leipzig, Germany"> - DEMA <"Mainz, Germany"> - DEMU <"Munich, Germany"> - DEST <"Stuttgart, Germany"> - DKCO <"Copenhagen, Denmark"> - DOSD <"Santo Domingo, Dominican Republic"> - DZAL <"Algiers, Algeria"> - ECGU <"Guayaquil, Ecuador"> - EETA <"Tallinn, Estonia"> - EGCA <"Cairo, Egypt"> - ESAS <"ESAS Settlement Day (as defined in 2006 ISDA Definitions Section 7.1 and Supplement Number 15 to the 2000 ISDA Definitions)"> - ESBA <"Barcelona, Spain"> - ESMA <"Madrid, Spain"> - ESSS <"San Sebastian, Spain"> - ETAA <"Addis Ababa, Ethiopia"> - EUR_ICESWAP displayName "EUR-ICESWAP" <"Publication dates for ICE Swap rates based on EUR-EURIBOR rates"> - EUTA <"TARGET Settlement Day"> - FIHE <"Helsinki, Finland"> - FRPA <"Paris, France"> - GBED <"Edinburgh, Scotland"> - GBLO <"London, United Kingdom"> - GBP_ICESWAP displayName "GBP-ICESWAP" <"Publication dates for GBP ICE Swap rates"> - GETB <"Tbilisi, Georgia"> - GGSP <"Saint Peter Port, Guernsey"> - GHAC <"Accra, Ghana"> - GMBA <"Banjul, Gambia"> - GNCO <"Conakry, Guinea"> - GRAT <"Athens, Greece"> - GUGC <"Guatemala City, Guatemala"> - HKHK <"Hong Kong, Hong Kong"> - HNTE <"Tegucigalpa, Honduras"> - HRZA <"Zagreb, Republic of Croatia"> - HUBU <"Budapest, Hungary"> - IDJA <"Jakarta, Indonesia"> - IEDU <"Dublin, Ireland"> - ILJE <"Jerusalem, Israel"> - ILS_TELBOR displayName "ILS-TELBOR" <"Publication dates of the ILS-TELBOR index."> - ILTA <"Tel Aviv, Israel"> - INAH <"Ahmedabad, India"> - INBA <"Bangalore, India"> - INCH <"Chennai, India"> - INHY <"Hyderabad, India"> - INKO <"Kolkata, India"> - INMU <"Mumbai, India"> - INND <"New Delhi, India"> - IQBA <"Baghdad, Iraq"> - IRTE <"Teheran, Iran"> - ISRE <"Reykjavik, Iceland"> - ITMI <"Milan, Italy"> - ITRO <"Rome, Italy"> - ITTU <"Turin, Italy"> - JESH <"St. Helier, Channel Islands, Jersey"> - JMKI <"Kingston, Jamaica"> - JOAM <"Amman, Jordan"> - JPTO <"Tokyo, Japan"> - KENA <"Nairobi, Kenya"> - KHPP <"Phnom Penh, Cambodia"> - KRSE <"Seoul, Republic of Korea"> - KWKC <"Kuwait City, Kuwait"> - KYGE <"George Town, Cayman Islands"> - KZAL <"Almaty, Kazakhstan"> - LAVI <"Vientiane, Laos"> - LBBE <"Beirut, Lebanon"> - LKCO <"Colombo, Sri Lanka"> - LULU <"Luxembourg, Luxembourg"> - LVRI <"Riga, Latvia"> - MACA <"Casablanca, Morocco"> - MARA <"Rabat, Morocco"> - MCMO <"Monaco, Monaco"> - MNUB <"Ulan Bator, Mongolia"> - MOMA <"Macau, Macao"> - MTVA <"Valletta, Malta"> - MUPL <"Port Louis, Mauritius"> - MVMA <"Male, Maldives"> - MWLI <"Lilongwe, Malawi"> - MXMC <"Mexico City, Mexico"> - MYKL <"Kuala Lumpur, Malaysia"> - MYLA <"Labuan, Malaysia"> - MZMA <"Maputo, Mozambique"> - NAWI <"Windhoek, Namibia"> - NGAB <"Abuja, Nigeria"> - NGLA <"Lagos, Nigeria"> - NLAM <"Amsterdam, Netherlands"> - NLRO <"Rotterdam, Netherlands"> - NOOS <"Oslo, Norway"> - NPKA <"Kathmandu, Nepal"> - NYFD <"New York Fed Business Day (as defined in 2006 ISDA Definitions Section 1.9, 2000 ISDA Definitions Section 1.9, and 2021 ISDA Definitions Section 2.1.7)"> - NYSE <"New York Stock Exchange Business Day (as defined in 2006 ISDA Definitions Section 1.10, 2000 ISDA Definitions Section 1.10, and 2021 ISDA Definitions Section 2.1.8)"> - NZAU <"Auckland, New Zealand"> - NZWE <"Wellington, New Zealand"> - OMMU <"Muscat, Oman"> - PAPC <"Panama City, Panama"> - PELI <"Lima, Peru"> - PHMA <"Manila, Philippines"> - PHMK <"Makati, Philippines"> - PKKA <"Karachi, Pakistan"> - PLWA <"Warsaw, Poland"> - PRSJ <"San Juan, Puerto Rico"> - PTLI <"Lisbon, Portugal"> - QADO <"Doha, Qatar"> - ROBU <"Bucharest, Romania"> - RSBE <"Belgrade, Serbia"> - RUMO <"Moscow, Russian Federation"> - SAAB <"Abha, Saudi Arabia"> - SAJE <"Jeddah, Saudi Arabia"> - SARI <"Riyadh, Saudi Arabia"> - SEST <"Stockholm, Sweden"> - SGSI <"Singapore, Singapore"> - SILJ <"Ljubljana, Slovenia"> - SKBR <"Bratislava, Slovakia"> - SLFR <"Freetown, Sierra Leone"> - SNDA <"Dakar, Senegal"> - SVSS <"San Salvador, El Salvador"> - THBA <"Bangkok, Thailand"> - TNTU <"Tunis, Tunisia"> - TRAN <"Ankara, Turkey"> - TRIS <"Istanbul, Turkey"> - TTPS <"Port of Spain, Trinidad and Tobago"> - TWTA <"Taipei, Taiwan"> - TZDA <"Dar es Salaam, Tanzania"> - TZDO <"Dodoma, Tanzania"> - UAKI <"Kiev, Ukraine"> - UGKA <"Kampala, Uganda"> - USBO <"Boston, Massachusetts, United States"> - USCH <"Chicago, United States"> - USCR <"Charlotte, North Carolina, United States"> - USDC <"Washington, District of Columbia, United States"> - USD_ICESWAP displayName "USD-ICESWAP" <"Publication dates for ICE Swap rates based on USD-LIBOR rates"> - USD_MUNI displayName "USD-MUNI" <"Publication dates for the USD-Municipal Swap Index"> - USDN <"Denver, United States"> - USDT <"Detroit, Michigan, United States"> - USGS <"U.S. Government Securities Business Day (as defined in 2006 ISDA Definitions Section 1.11 and 2000 ISDA Definitions Section 1.11)"> - USHL <"Honolulu, Hawaii, United States"> - USHO <"Houston, United States"> - USLA <"Los Angeles, United States"> - USMB <"Mobile, Alabama, United States"> - USMN <"Minneapolis, United States"> - USNY <"New York, United States"> - USPO <"Portland, Oregon, United States"> - USSA <"Sacramento, California, United States"> - USSE <"Seattle, United States"> - USSF <"San Francisco, United States"> - USWT <"Wichita, United States"> - UYMO <"Montevideo, Uruguay"> - UZTA <"Tashkent, Uzbekistan"> - VECA <"Caracas, Venezuela"> - VGRT <"Road Town, Virgin Islands (British)"> - VNHA <"Hanoi, Vietnam"> - VNHC <"Ho Chi Minh (formerly Saigon), Vietnam"> - YEAD <"Aden, Yemen"> - ZAJO <"Johannesburg, South Africa"> - ZMLU <"Lusaka, Zambia"> - ZWHA <"Harare, Zimbabwe"> + AEAB <"Abu Dhabi, Business Day (as defined in 2021 ISDA Definitions Section 2.1.10 (ii))"> + AEAD <"Abu Dhabi, Settlement Day (as defined in 2021 ISDA Definitions Section 2.1.10 (i))"> + AEDU <"Dubai, United Arab Emirates"> + AMYE <"Yerevan, Armenia"> + AOLU <"Luanda, Angola"> + ARBA <"Buenos Aires, Argentina"> + ATVI <"Vienna, Austria"> + AUAD <"Adelaide, Australia"> + AUBR <"Brisbane, Australia"> + AUCA <"Canberra, Australia"> + AUDA <"Darwin, Australia"> + AUME <"Melbourne, Australia"> + AUPE <"Perth, Australia"> + AUSY <"Sydney, Australia"> + AZBA <"Baku, Azerbaijan"> + BBBR <"Bridgetown, Barbados"> + BDDH <"Dhaka, Bangladesh"> + BEBR <"Brussels, Belgium"> + BGSO <"Sofia, Bulgaria"> + BHMA <"Manama, Bahrain"> + BMHA <"Hamilton, Bermuda"> + BNBS <"Bandar Seri Begawan, Brunei"> + BOLP <"La Paz, Bolivia"> + BRBD <"Brazil Business Day."> + BRBR <"Brasilia, Brazil."> + BRRJ <"Rio de Janeiro, Brazil."> + BRSP <"Sao Paulo, Brazil."> + BSNA <"Nassau, Bahamas"> + BWGA <"Gaborone, Botswana"> + BYMI <"Minsk, Belarus"> + CACL <"Calgary, Canada"> + CAFR <"Fredericton, Canada."> + CAMO <"Montreal, Canada"> + CAOT <"Ottawa, Canada"> + CATO <"Toronto, Canada"> + CAVA <"Vancouver, Canada"> + CAWI <"Winnipeg, Canada"> + CHBA <"Basel, Switzerland"> + CHGE <"Geneva, Switzerland"> + CHZU <"Zurich, Switzerland"> + CIAB <"Abidjan, Cote d'Ivoire"> + CLSA <"Santiago, Chile"> + CMYA <"Yaounde, Cameroon"> + CNBE <"Beijing, China"> + CNSH <"Shanghai, China"> + COBO <"Bogota, Colombia"> + CRSJ <"San Jose, Costa Rica"> + CWWI <"Willemstad, Curacao"> + CYNI <"Nicosia, Cyprus"> + CZPR <"Prague, Czech Republic"> + DECO <"Cologne, Germany"> + DEDU <"Dusseldorf, Germany"> + DEFR <"Frankfurt, Germany"> + DEHA <"Hannover, Germany"> + DEHH <"Hamburg, Germany"> + DELE <"Leipzig, Germany"> + DEMA <"Mainz, Germany"> + DEMU <"Munich, Germany"> + DEST <"Stuttgart, Germany"> + DKCO <"Copenhagen, Denmark"> + DOSD <"Santo Domingo, Dominican Republic"> + DZAL <"Algiers, Algeria"> + ECGU <"Guayaquil, Ecuador"> + EETA <"Tallinn, Estonia"> + EGCA <"Cairo, Egypt"> + ESAS <"ESAS Settlement Day (as defined in 2006 ISDA Definitions Section 7.1 and Supplement Number 15 to the 2000 ISDA Definitions)"> + ESBA <"Barcelona, Spain"> + ESMA <"Madrid, Spain"> + ESSS <"San Sebastian, Spain"> + ETAA <"Addis Ababa, Ethiopia"> + EUR_ICESWAP displayName "EUR-ICESWAP" <"Publication dates for ICE Swap rates based on EUR-EURIBOR rates"> + EUTA <"TARGET Settlement Day"> + FIHE <"Helsinki, Finland"> + FRPA <"Paris, France"> + GBED <"Edinburgh, Scotland"> + GBLO <"London, United Kingdom"> + GBP_ICESWAP displayName "GBP-ICESWAP" <"Publication dates for GBP ICE Swap rates"> + GETB <"Tbilisi, Georgia"> + GGSP <"Saint Peter Port, Guernsey"> + GHAC <"Accra, Ghana"> + GIGI <"Gibraltar, Gibraltar"> + GMBA <"Banjul, Gambia"> + GNCO <"Conakry, Guinea"> + GRAT <"Athens, Greece"> + GTGC <"Guatemala City, Guatemala"> + GUGC <"Guatemala City, Guatemala [DEPRECATED, to be removed in 2024. Replaced by GTGC.]"> + HKHK <"Hong Kong, Hong Kong"> + HNTE <"Tegucigalpa, Honduras"> + HRZA <"Zagreb, Republic of Croatia"> + HUBU <"Budapest, Hungary"> + IDJA <"Jakarta, Indonesia"> + IEDU <"Dublin, Ireland"> + ILJE <"Jerusalem, Israel"> + ILS_TELBOR displayName "ILS-TELBOR" <"Publication dates of the ILS-TELBOR index."> + ILTA <"Tel Aviv, Israel"> + INAH <"Ahmedabad, India"> + INBA <"Bangalore, India"> + INCH <"Chennai, India"> + INHY <"Hyderabad, India"> + INKO <"Kolkata, India"> + INMU <"Mumbai, India"> + INND <"New Delhi, India"> + IQBA <"Baghdad, Iraq"> + IRTE <"Teheran, Iran"> + ISRE <"Reykjavik, Iceland"> + ITMI <"Milan, Italy"> + ITRO <"Rome, Italy"> + ITTU <"Turin, Italy"> + JESH <"St. Helier, Channel Islands, Jersey"> + JMKI <"Kingston, Jamaica"> + JOAM <"Amman, Jordan"> + JPTO <"Tokyo, Japan"> + KENA <"Nairobi, Kenya"> + KHPP <"Phnom Penh, Cambodia"> + KRSE <"Seoul, Republic of Korea"> + KWKC <"Kuwait City, Kuwait"> + KYGE <"George Town, Cayman Islands"> + KZAL <"Almaty, Kazakhstan"> + LAVI <"Vientiane, Laos"> + LBBE <"Beirut, Lebanon"> + LKCO <"Colombo, Sri Lanka"> + LULU <"Luxembourg, Luxembourg"> + LVRI <"Riga, Latvia"> + MACA <"Casablanca, Morocco"> + MARA <"Rabat, Morocco"> + MCMO <"Monaco, Monaco"> + MNUB <"Ulan Bator, Mongolia"> + MOMA <"Macau, Macao"> + MTVA <"Valletta, Malta"> + MUPL <"Port Louis, Mauritius"> + MVMA <"Male, Maldives"> + MWLI <"Lilongwe, Malawi"> + MXMC <"Mexico City, Mexico"> + MYKL <"Kuala Lumpur, Malaysia"> + MYLA <"Labuan, Malaysia"> + MZMA <"Maputo, Mozambique"> + NAWI <"Windhoek, Namibia"> + NGAB <"Abuja, Nigeria"> + NGLA <"Lagos, Nigeria"> + NLAM <"Amsterdam, Netherlands"> + NLRO <"Rotterdam, Netherlands"> + NOOS <"Oslo, Norway"> + NPKA <"Kathmandu, Nepal"> + NYFD <"New York Fed Business Day (as defined in 2006 ISDA Definitions Section 1.9, 2000 ISDA Definitions Section 1.9, and 2021 ISDA Definitions Section 2.1.7)"> + NYSE <"New York Stock Exchange Business Day (as defined in 2006 ISDA Definitions Section 1.10, 2000 ISDA Definitions Section 1.10, and 2021 ISDA Definitions Section 2.1.8)"> + NZAU <"Auckland, New Zealand"> + NZWE <"Wellington, New Zealand"> + OMMU <"Muscat, Oman"> + PAPC <"Panama City, Panama"> + PELI <"Lima, Peru"> + PHMA <"Manila, Philippines"> + PHMK <"Makati, Philippines"> + PKKA <"Karachi, Pakistan"> + PLWA <"Warsaw, Poland"> + PRSJ <"San Juan, Puerto Rico"> + PTLI <"Lisbon, Portugal"> + QADO <"Doha, Qatar"> + ROBU <"Bucharest, Romania"> + RSBE <"Belgrade, Serbia"> + RUMO <"Moscow, Russian Federation"> + SAAB <"Abha, Saudi Arabia"> + SAJE <"Jeddah, Saudi Arabia"> + SARI <"Riyadh, Saudi Arabia"> + SEST <"Stockholm, Sweden"> + SGSI <"Singapore, Singapore"> + SILJ <"Ljubljana, Slovenia"> + SKBR <"Bratislava, Slovakia"> + SLFR <"Freetown, Sierra Leone"> + SNDA <"Dakar, Senegal"> + SVSS <"San Salvador, El Salvador"> + THBA <"Bangkok, Thailand"> + TNTU <"Tunis, Tunisia"> + TRAN <"Ankara, Turkey"> + TRIS <"Istanbul, Turkey"> + TTPS <"Port of Spain, Trinidad and Tobago"> + TWTA <"Taipei, Taiwan"> + TZDA <"Dar es Salaam, Tanzania"> + TZDO <"Dodoma, Tanzania"> + UAKI <"Kiev, Ukraine"> + UGKA <"Kampala, Uganda"> + USBO <"Boston, Massachusetts, United States"> + USCH <"Chicago, United States"> + USCR <"Charlotte, North Carolina, United States"> + USDC <"Washington, District of Columbia, United States"> + USD_ICESWAP displayName "USD-ICESWAP" <"Publication dates for ICE Swap rates based on USD-LIBOR rates"> + USD_MUNI displayName "USD-MUNI" <"Publication dates for the USD-Municipal Swap Index"> + USDN <"Denver, United States"> + USDT <"Detroit, Michigan, United States"> + USGS <"U.S. Government Securities Business Day (as defined in 2006 ISDA Definitions Section 1.11 and 2000 ISDA Definitions Section 1.11)"> + USHL <"Honolulu, Hawaii, United States"> + USHO <"Houston, United States"> + USLA <"Los Angeles, United States"> + USMB <"Mobile, Alabama, United States"> + USMN <"Minneapolis, United States"> + USNY <"New York, United States"> + USPO <"Portland, Oregon, United States"> + USSA <"Sacramento, California, United States"> + USSE <"Seattle, United States"> + USSF <"San Francisco, United States"> + USWT <"Wichita, United States"> + UYMO <"Montevideo, Uruguay"> + UZTA <"Tashkent, Uzbekistan"> + VECA <"Caracas, Venezuela"> + VGRT <"Road Town, Virgin Islands (British)"> + VNHA <"Hanoi, Vietnam"> + VNHC <"Ho Chi Minh (formerly Saigon), Vietnam"> + YEAD <"Aden, Yemen"> + ZAJO <"Johannesburg, South Africa"> + ZMLU <"Lusaka, Zambia"> + ZWHA <"Harare, Zimbabwe"> enum CommodityBusinessCalendarEnum: [docReference ISDA FpML_Coding_Scheme schemeLocation "http://www.fpml.org/coding-scheme/commodity-business-calendar"] - ADSM <"Abu Dhabi Securities Exchange https://www.adx.ae/"> - AGRUS_FMB displayName "AGRUS-FMB" <"Argus Media Fertilizer Reports. http://www.argusmedia.com/Fertilizer"> - APPI <"Per 2005 ISDA Commodity Definitions, Section 7.2 Certain Definitions Relating To Commodity Reference Prices."> - ARGUS_CRUDE displayName "ARGUS-CRUDE" <"Per 2005 ISDA Commodity Definitions, Section 7.2 Certain Definitions Relating To Commodity Reference Prices."> - ARGUS_EUROPEAN_GAS displayName "ARGUS-EUROPEAN-GAS" <"Per 2005 ISDA Commodity Definitions, Section 7.2 Certain Definitions Relating To Commodity Reference Prices."> - ARGUS_EUROPEAN_PRODUCTS displayName "ARGUS-EUROPEAN-PRODUCTS" <"Per 2005 ISDA Commodity Definitions, Section 7.2 Certain Definitions Relating To Commodity Reference Prices."> - ARGUS_INTERNATIONAL_LPG displayName "ARGUS-INTERNATIONAL-LPG" <"Per 2005 ISDA Commodity Definitions, Section 7.2 Certain Definitions Relating To Commodity Reference Prices."> - ARGUS_MCCLOSKEYS_COAL_REPORT displayName "ARGUS-MCCLOSKEYS-COAL-REPORT" <"Per 2005 ISDA Commodity Definitions, Section 7.2 Certain Definitions Relating To Commodity Reference Prices."> - ARGUS_US_PRODUCTS displayName "ARGUS-US-PRODUCTS" <"The Argus US Products report. http://www.argusmedia.com/Petroleum/Petroleum-Products/Argus-US-Products"> - ASX <"Australian Securities Exchange http://www.asx.com.au/"> - AWB <"Australian Wheat Board. www.awb.com.au"> - AWEX <"Australian Wool Exchange. http://www.awex.com.au/home.html"> - BALTIC_EXCHANGE displayName "BALTIC-EXCHANGE" <"Per 2005 ISDA Commodity Definitions, Section 7.2 Certain Definitions Relating To Commodity Reference Prices."> - BANK_NEGARA_MALAYSIA_POLICY_COMMITTEE displayName "BANK-NEGARA-MALAYSIA-POLICY-COMMITTEE" <"The business calendar of the Bank Negara Malaysia Policy Committee."> - BELPEX <"The business calendar for the Belpex power exchange (www.belpex.be)."> - BLUENEXT <"BlueNext Power Market."> - BM_F displayName "BM&F" <"Per 2005 ISDA Commodity Definitions, Section 7.2 Certain Definitions Relating To Commodity Reference Prices."> - BURSA_MALAYSIA_SETTLEMENT displayName "BURSA-MALAYSIA-SETTLEMENT" <"The settlement business calendar for Bursa Malaysia."> - BURSA_MALAYSIA_TRADING displayName "BURSA-MALAYSIA-TRADING" <"The trading business calendar for Bursa Malaysia."> - CANADIAN_GAS_PRICE_REPORTER displayName "CANADIAN-GAS-PRICE-REPORTER" <"Per 2005 ISDA Commodity Definitions, Section 7.2 Certain Definitions Relating To Commodity Reference Prices."> - CBOT_SOFT displayName "CBOT-SOFT" <"Per 2005 ISDA Commodity Definitions, Section 7.2 Certain Definitions Relating To Commodity Reference Prices."> - CMAI_AROMATICS_MARKET_REPORT displayName "CMAI-AROMATICS-MARKET-REPORT" <"Per 2005 ISDA Commodity Definitions, Section 7.2 Certain Definitions Relating To Commodity Reference Prices."> - CMAI_GLOBAL_PLASTICS_AND_POLYMERS_MARKET_REPORT displayName "CMAI-GLOBAL-PLASTICS-AND-POLYMERS-MARKET-REPORT" <"CMAI Global Plastics and Polymers Market Report. http://www.ihs.com/products/chemical/index.aspx?pu=1&rd=cmai"> - CMAI_METHANOL_MARKET_REPORT displayName "CMAI-METHANOL-MARKET-REPORT" <"Per 2005 ISDA Commodity Definitions, Section 7.2 Certain Definitions Relating To Commodity Reference Prices."> - CMAI_MONOMERS_MARKET_REPORT displayName "CMAI-MONOMERS-MARKET-REPORT" <"CMAI Monomers Market Report. http://www.ihs.com/products/chemical/index.aspx?pu=1&rd=cmai"> - CME_DAIRY displayName "CME-DAIRY" <"Per 2005 ISDA Commodity Definitions, Section 7.2 Certain Definitions Relating To Commodity Reference Prices."> - CME_NON_DAIRY_SOFT displayName "CME-NON-DAIRY-SOFT" <"Per 2005 ISDA Commodity Definitions, Section 7.2 Certain Definitions Relating To Commodity Reference Prices."> - COMEX <"Per 2005 ISDA Commodity Definitions, Section 7.2 Certain Definitions Relating To Commodity Reference Prices."> - CRU <"Per 2005 ISDA Commodity Definitions, Section 7.2 Certain Definitions Relating To Commodity Reference Prices."> - CRU_LONG displayName "CRU-LONG" <"Per 2005 ISDA Commodity Definitions, Section 7.2 Certain Definitions Relating To Commodity Reference Prices."> - DEPARTMENT_OF_ENERGY displayName "DEPARTMENT-OF-ENERGY" <"The business calendar for statistical publications by the by the United States Department of Energy (DOE)."> - DEWITT_BENZENE_DERIVATIVES displayName "DEWITT-BENZENE-DERIVATIVES" <"Per 2005 ISDA Commodity Definitions, Section 7.2 Certain Definitions Relating To Commodity Reference Prices."> - DME <"Dubai Mercantile Exchange. http://www.dubaimerc.com/"> - DOW_JONES displayName "DOW-JONES" <"Dow Jones US Calendar. http://www.dowjones.com/"> - DOW_JONES_ENERGY_SERVICE displayName "DOW-JONES-ENERGY-SERVICE" <"Per 2005 ISDA Commodity Definitions, Section 7.2 Certain Definitions Relating To Commodity Reference Prices."> - DowJonesPower <"Per 2005 ISDA Commodity Definitions, Section 7.2 Certain Definitions Relating To Commodity Reference Prices."> - EEX_COAL displayName "EEX-COAL" <"European Energy Exchange-Coal"> - EEX_EMISSIONS displayName "EEX-EMISSIONS" <"European Energy Exchange-Emissions Rights"> - EEX_GAS displayName "EEX-GAS" <"European Energy Exchange-Gas"> - EEX_POWER displayName "EEX-POWER" <"European Energy Exchange-Power"> - EURONEX_MATIF displayName "EURONEX-MATIF" <"TBD."> - FERTECON <"FERTECON Limited Information Services. http://fertecon.com/current_information_services.asp"> - FERTILIZER_WEEK displayName "FERTILIZER-WEEK" <"Fertilizer Week. http://www.crugroup.com/market-analysis/products/fertilizerweek"> - GAS_DAILY displayName "GAS-DAILY" <"Per 2005 ISDA Commodity Definitions, Section 7.2 Certain Definitions Relating To Commodity Reference Prices."> - GAS_DAILY_PRICE_GUIDE displayName "GAS-DAILY-PRICE-GUIDE" <"Per 2005 ISDA Commodity Definitions, Section 7.2 Certain Definitions Relating To Commodity Reference Prices."> - GLOBALCOAL <"Per 2005 ISDA Commodity Definitions, Section 7.2 Certain Definitions Relating To Commodity Reference Prices."> - HEREN_REPORT displayName "HEREN-REPORT" <"Per 2005 ISDA Commodity Definitions, Section 7.2 Certain Definitions Relating To Commodity Reference Prices."> - ICE_10X_DAILY displayName "ICE/10X-DAILY" <"Per 2005 ISDA Commodity Definitions, Section 7.2 Certain Definitions Relating To Commodity Reference Prices."> - ICE_10X_MONTHLY displayName "ICE/10X-MONTHLY" <"Per 2005 ISDA Commodity Definitions, Section 7.2 Certain Definitions Relating To Commodity Reference Prices."> - ICE_CANADA displayName "ICE-CANADA" <"Per 2005 ISDA Commodity Definitions, Section 7.2 Certain Definitions Relating To Commodity Reference Prices."> - ICE_ECX displayName "ICE-ECX" <"European Climate Exchange."> - ICE_GAS displayName "ICE-GAS" <"Per 2005 ISDA Commodity Definitions, Section 7.2 Certain Definitions Relating To Commodity Reference Prices."> - ICE_OIL displayName "ICE-OIL" <"The business calendar oil and refined product contracts on ICE Futures Europe."> - ICE_US_AGRICULTURAL displayName "ICE-US-AGRICULTURAL" <"Per 2005 ISDA Commodity Definitions, Section 7.2 Certain Definitions Relating To Commodity Reference Prices."> - ICIS_PRICING_BENZENE__EUROPE_ displayName "ICIS-PRICING-BENZENE-(EUROPE)" <"The business calendar for publication of ICIS Benzene (Europe) data."> - ICIS_PRICING_ETHYLENE__EUROPE_ displayName "ICIS-PRICING-ETHYLENE-(EUROPE)" <"The business calendar for publication of ICIS Ethylene (Europe) data."> - ICIS_PRICING_POLYPROPYLENE__EUROPE_ displayName "ICIS-PRICING-POLYPROPYLENE-(EUROPE)" <"The business calendar for publication of ICIS Polyproylene (Europe) data."> - INSIDE_FERC displayName "INSIDE-FERC" <"Per 2005 ISDA Commodity Definitions, Section 7.2 Certain Definitions Relating To Commodity Reference Prices."> - JAPAN_MOF_TSRR displayName "JAPAN-MOF-TSRR" <"Per 2005 ISDA Commodity Definitions, Section 7.2 Certain Definitions Relating To Commodity Reference Prices."> - KCBOT <"Per 2005 ISDA Commodity Definitions, Section 7.2 Certain Definitions Relating To Commodity Reference Prices."> - KUALA_LUMPUR_BANK displayName "KUALA-LUMPUR-BANK" <"The banking business calendar in Kuala Lumpur."> - LABUAN_BANK displayName "LABUAN-BANK" <"The business calendar for the Labuan Bank (Malaysia)."> - LIFFE_LONDON_SOFT displayName "LIFFE-LONDON-SOFT" <"Per 2005 ISDA Commodity Definitions, Section 7.2 Certain Definitions Relating To Commodity Reference Prices."> - LME <"Per 2005 ISDA Commodity Definitions, Section 7.2 Certain Definitions Relating To Commodity Reference Prices."> - LONDON_BULLION_MARKET displayName "LONDON-BULLION-MARKET" <"Per 2005 ISDA Commodity Definitions, Section 7.2 Certain Definitions Relating To Commodity Reference Prices."> - LONDON_BULLION_MARKET_GOLD_A_M_ONLY displayName "LONDON-BULLION-MARKET-GOLD-A.M-ONLY" <"Per 2005 ISDA Commodity Definitions, Section 7.2 Certain Definitions Relating To Commodity Reference Prices."> - LONDON_PLATINUM_PALLADIUM_MARKET displayName "LONDON-PLATINUM-PALLADIUM-MARKET" <"The London Platinum and Palladium Market in London on which members quote prices for the buying and selling of Platinum and Palladium."> - MGEX <"Minneapolis Grain Exchange http://www.mgex.com/"> - N2EX <"The business calendar for the N2EX UK power exchange (https://www.n2ex.com/aboutn2ex)."> - NASDAQ_OMX displayName "NASDAQ-OMX" <"NASDAQ-OMX (Formerly known as Nordpool). http://www.nasdaqomx.com/commodities"> - NATURAL_GAS_WEEK displayName "NATURAL-GAS-WEEK" <"Per 2005 ISDA Commodity Definitions, Section 7.2 Certain Definitions Relating To Commodity Reference Prices."> - NERC <"Per 2005 ISDA Commodity Definitions, Article XIV."> - NGI <"Per 2005 ISDA Commodity Definitions, Section 7.2 Certain Definitions Relating To Commodity Reference Prices."> - NGX <"Per 2005 ISDA Commodity Definitions, Section 7.2 Certain Definitions Relating To Commodity Reference Prices."> - NUCLEAR_MARKET_REVIEW displayName "NUCLEAR-MARKET-REVIEW" <"The Nuclear Market Review report as published by Trade tech. http://www.uranium.info/nuclear_market_review.php"> - NYMEX_ELECTRICITY displayName "NYMEX-ELECTRICITY" <"Per 2005 ISDA Commodity Definitions, Section 7.2 Certain Definitions Relating To Commodity Reference Prices."> - NYMEX_GAS displayName "NYMEX-GAS" <"Per 2005 ISDA Commodity Definitions, Section 7.2 Certain Definitions Relating To Commodity Reference Prices."> - NYMEX_NATURAL_GAS displayName "NYMEX-NATURAL-GAS" <"Per 2005 ISDA Commodity Definitions, Section 7.2 Certain Definitions Relating To Commodity Reference Prices."> - NYMEX_OIL displayName "NYMEX-OIL" <"Per 2005 ISDA Commodity Definitions, Section 7.2 Certain Definitions Relating To Commodity Reference Prices."> - OFFICIAL_BOARD_MARKETS displayName "OFFICIAL-BOARD-MARKETS" <"Per 2005 ISDA Commodity Definitions, Section 7.2 Certain Definitions Relating To Commodity Reference Prices."> - OPIS_LP_GAS displayName "OPIS-LP-GAS" <"Per 2005 ISDA Commodity Definitions, Section 7.2 Certain Definitions Relating To Commodity Reference Prices."> - OPIS_PROPANE displayName "OPIS-PROPANE" <"Per 2005 ISDA Commodity Definitions, Section 7.2 Certain Definitions Relating To Commodity Reference Prices."> - PAPER_PACKAGING_MONITOR displayName "PAPER-PACKAGING-MONITOR" <"Per 2005 ISDA Commodity Definitions, Section 7.2 Certain Definitions Relating To Commodity Reference Prices."> - PAPER_TRADER displayName "PAPER-TRADER" <"Per 2005 ISDA Commodity Definitions, Section 7.2 Certain Definitions Relating To Commodity Reference Prices."> - PERTAMINA <"Pertamina-Indonesia. http://www.pertamina.com/"> - PETROCHEMWIRE <"PetroChemWire Publication Calendar. http://www.petrochemwire.com/"> - PIX_PULP_BENCHMARK_INDICES displayName "PIX-PULP-BENCHMARK-INDICES" <"Per 2005 ISDA Commodity Definitions, Section 7.2 Certain Definitions Relating To Commodity Reference Prices."> - PLATTS_APAG_MARKETSCAN displayName "PLATTS-APAG-MARKETSCAN" <"Per 2005 ISDA Commodity Definitions, Section 7.2 Certain Definitions Relating To Commodity Reference Prices."> - PLATTS_BUNKERWIRE displayName "PLATTS-BUNKERWIRE" <"Per 2005 ISDA Commodity Definitions, Section 7.2 Certain Definitions Relating To Commodity Reference Prices."> - PLATTS_CLEAN_TANKERWIRE displayName "PLATTS-CLEAN-TANKERWIRE" <"Per 2005 ISDA Commodity Definitions, Section 7.2 Certain Definitions Relating To Commodity Reference Prices."> - PLATTS_CRUDE_OIL_MARKETWIRE displayName "PLATTS-CRUDE-OIL-MARKETWIRE" <"Per 2005 ISDA Commodity Definitions, Section 7.2 Certain Definitions Relating To Commodity Reference Prices."> - PLATTS_DIRTY_TANKERWIRE displayName "PLATTS-DIRTY-TANKERWIRE" <"Per 2005 ISDA Commodity Definitions, Section 7.2 Certain Definitions Relating To Commodity Reference Prices."> - PLATTS_EUROPEAN_GAS displayName "PLATTS-EUROPEAN-GAS" <"Per 2005 ISDA Commodity Definitions, Section 7.2 Certain Definitions Relating To Commodity Reference Prices."> - PLATTS_EUROPEAN_MARKETSCAN displayName "PLATTS-EUROPEAN-MARKETSCAN" <"Per 2005 ISDA Commodity Definitions, Section 7.2 Certain Definitions Relating To Commodity Reference Prices."> - PLATTS_METALS_ALERT displayName "PLATTS-METALS-ALERT" <"Per 2005 ISDA Commodity Definitions, Section 7.2 Certain Definitions Relating To Commodity Reference Prices."> - PLATTS_OILGRAM displayName "PLATTS-OILGRAM" <"Per 2005 ISDA Commodity Definitions, Section 7.2 Certain Definitions Relating To Commodity Reference Prices."> - PLATTS_TSI_IRON_ORE displayName "PLATTS-TSI-IRON-ORE" <"The Steel Index Iron Ore Service. http://www.thesteelindex.com/en/iron-ore"> - PLATTS_TSI_SCRAP displayName "PLATTS-TSI-SCRAP" <"The Steel Index Scrap Reference Prices. http://www.thesteelindex.com/en/scrapprices"> - PLATTS_TSI_STEEL displayName "PLATTS-TSI-STEEL" <"The Steel Index. http://www.thesteelindex.com/en/price-specifications"> - PLATTS_US_MARKETSCAN displayName "PLATTS-US-MARKETSCAN" <"Per 2005 ISDA Commodity Definitions, Section 7.2 Certain Definitions Relating To Commodity Reference Prices."> - PULP_AND_PAPER_INTERNATIONAL displayName "PULP-AND-PAPER-INTERNATIONAL" <"Per 2005 ISDA Commodity Definitions, Section 7.2 Certain Definitions Relating To Commodity Reference Prices."> - PULP_AND_PAPER_WEEK displayName "PULP-AND-PAPER-WEEK" <"Per 2005 ISDA Commodity Definitions, Section 7.2 Certain Definitions Relating To Commodity Reference Prices."> - RIM_PRODUCTS_INTELLIGENCE_DAILY displayName "RIM-PRODUCTS-INTELLIGENCE-DAILY" <"Per 2005 ISDA Commodity Definitions, Section 7.2 Certain Definitions Relating To Commodity Reference Prices."> - SAFEX_SOFT displayName "SAFEX-SOFT" <"Per 2005 ISDA Commodity Definitions, Section 7.2 Certain Definitions Relating To Commodity Reference Prices."> - SFE_SOFT displayName "SFE-SOFT" <"Per 2005 ISDA Commodity Definitions, Section 7.2 Certain Definitions Relating To Commodity Reference Prices."> - SGX <"Singapore Exchange. www.sgx.com"> - SICOM <"Per 2005 ISDA Commodity Definitions, Section 7.2 Certain Definitions Relating To Commodity Reference Prices."> - SP_GSCI displayName "SP-GSCI" <"Standard and Poor's GSCI. http://us.spindices.com/index-family/commodities/sp-gsci"> - STATISTICHES_BUNDESAMT displayName "STATISTICHES-BUNDESAMT" <"Per 2005 ISDA Commodity Definitions, Section 7.2 Certain Definitions Relating To Commodity Reference Prices."> - TGE <"Tokyo Grain Exchange. www.tge.or.jp"> - TOCOM_OIL displayName "TOCOM-OIL" <"Per 2005 ISDA Commodity Definitions, Section 7.2 Certain Definitions Relating To Commodity Reference Prices."> - TOCOM_PRECIOUS displayName "TOCOM-PRECIOUS" <"Per 2005 ISDA Commodity Definitions, Section 7.2 Certain Definitions Relating To Commodity Reference Prices."> - TOCOM_SOFT displayName "TOCOM-SOFT" <"Per 2005 ISDA Commodity Definitions, Section 7.2 Certain Definitions Relating To Commodity Reference Prices."> - UX_WEEKLY displayName "UX-WEEKLY" <"The Ux Consulting Company. http://www.uxc.com/products/uxw_overview.aspx"> - WORLD_PULP_MONTHLY displayName "WORLD-PULP-MONTHLY" <"Per 2005 ISDA Commodity Definitions, Section 7.2 Certain Definitions Relating To Commodity Reference Prices."> + ADSM <"Abu Dhabi Securities Exchange https://www.adx.ae/"> + AGRUS_FMB displayName "AGRUS-FMB" <"Argus Media Fertilizer Reports. http://www.argusmedia.com/Fertilizer"> + APPI <"Per 2005 ISDA Commodity Definitions, Section 7.2 Certain Definitions Relating To Commodity Reference Prices."> + ARGUS_CRUDE displayName "ARGUS-CRUDE" <"Per 2005 ISDA Commodity Definitions, Section 7.2 Certain Definitions Relating To Commodity Reference Prices."> + ARGUS_EUROPEAN_GAS displayName "ARGUS-EUROPEAN-GAS" <"Per 2005 ISDA Commodity Definitions, Section 7.2 Certain Definitions Relating To Commodity Reference Prices."> + ARGUS_EUROPEAN_PRODUCTS displayName "ARGUS-EUROPEAN-PRODUCTS" <"Per 2005 ISDA Commodity Definitions, Section 7.2 Certain Definitions Relating To Commodity Reference Prices."> + ARGUS_INTERNATIONAL_LPG displayName "ARGUS-INTERNATIONAL-LPG" <"Per 2005 ISDA Commodity Definitions, Section 7.2 Certain Definitions Relating To Commodity Reference Prices."> + ARGUS_MCCLOSKEYS_COAL_REPORT displayName "ARGUS-MCCLOSKEYS-COAL-REPORT" <"Per 2005 ISDA Commodity Definitions, Section 7.2 Certain Definitions Relating To Commodity Reference Prices."> + ARGUS_US_PRODUCTS displayName "ARGUS-US-PRODUCTS" <"The Argus US Products report. http://www.argusmedia.com/Petroleum/Petroleum-Products/Argus-US-Products"> + ASX <"Australian Securities Exchange http://www.asx.com.au/"> + AWB <"Australian Wheat Board. www.awb.com.au"> + AWEX <"Australian Wool Exchange. http://www.awex.com.au/home.html"> + BALTIC_EXCHANGE displayName "BALTIC-EXCHANGE" <"Per 2005 ISDA Commodity Definitions, Section 7.2 Certain Definitions Relating To Commodity Reference Prices."> + BANK_NEGARA_MALAYSIA_POLICY_COMMITTEE displayName "BANK-NEGARA-MALAYSIA-POLICY-COMMITTEE" <"The business calendar of the Bank Negara Malaysia Policy Committee."> + BELPEX <"The business calendar for the Belpex power exchange (www.belpex.be)."> + BLUENEXT <"BlueNext Power Market."> + BM_F displayName "BM&F" <"Per 2005 ISDA Commodity Definitions, Section 7.2 Certain Definitions Relating To Commodity Reference Prices."> + BURSA_MALAYSIA_SETTLEMENT displayName "BURSA-MALAYSIA-SETTLEMENT" <"The settlement business calendar for Bursa Malaysia."> + BURSA_MALAYSIA_TRADING displayName "BURSA-MALAYSIA-TRADING" <"The trading business calendar for Bursa Malaysia."> + CANADIAN_GAS_PRICE_REPORTER displayName "CANADIAN-GAS-PRICE-REPORTER" <"Per 2005 ISDA Commodity Definitions, Section 7.2 Certain Definitions Relating To Commodity Reference Prices."> + CBOT_SOFT displayName "CBOT-SOFT" <"Per 2005 ISDA Commodity Definitions, Section 7.2 Certain Definitions Relating To Commodity Reference Prices."> + CMAI_AROMATICS_MARKET_REPORT displayName "CMAI-AROMATICS-MARKET-REPORT" <"Per 2005 ISDA Commodity Definitions, Section 7.2 Certain Definitions Relating To Commodity Reference Prices."> + CMAI_GLOBAL_PLASTICS_AND_POLYMERS_MARKET_REPORT displayName "CMAI-GLOBAL-PLASTICS-AND-POLYMERS-MARKET-REPORT" <"CMAI Global Plastics and Polymers Market Report. http://www.ihs.com/products/chemical/index.aspx?pu=1&rd=cmai"> + CMAI_METHANOL_MARKET_REPORT displayName "CMAI-METHANOL-MARKET-REPORT" <"Per 2005 ISDA Commodity Definitions, Section 7.2 Certain Definitions Relating To Commodity Reference Prices."> + CMAI_MONOMERS_MARKET_REPORT displayName "CMAI-MONOMERS-MARKET-REPORT" <"CMAI Monomers Market Report. http://www.ihs.com/products/chemical/index.aspx?pu=1&rd=cmai"> + CME_DAIRY displayName "CME-DAIRY" <"Per 2005 ISDA Commodity Definitions, Section 7.2 Certain Definitions Relating To Commodity Reference Prices."> + CME_NON_DAIRY_SOFT displayName "CME-NON-DAIRY-SOFT" <"Per 2005 ISDA Commodity Definitions, Section 7.2 Certain Definitions Relating To Commodity Reference Prices."> + COMEX <"Per 2005 ISDA Commodity Definitions, Section 7.2 Certain Definitions Relating To Commodity Reference Prices."> + CRU <"Per 2005 ISDA Commodity Definitions, Section 7.2 Certain Definitions Relating To Commodity Reference Prices."> + CRU_LONG displayName "CRU-LONG" <"Per 2005 ISDA Commodity Definitions, Section 7.2 Certain Definitions Relating To Commodity Reference Prices."> + DEPARTMENT_OF_ENERGY displayName "DEPARTMENT-OF-ENERGY" <"The business calendar for statistical publications by the by the United States Department of Energy (DOE)."> + DEWITT_BENZENE_DERIVATIVES displayName "DEWITT-BENZENE-DERIVATIVES" <"Per 2005 ISDA Commodity Definitions, Section 7.2 Certain Definitions Relating To Commodity Reference Prices."> + DME <"Dubai Mercantile Exchange. http://www.dubaimerc.com/"> + DOW_JONES displayName "DOW-JONES" <"Dow Jones US Calendar. http://www.dowjones.com/"> + DOW_JONES_ENERGY_SERVICE displayName "DOW-JONES-ENERGY-SERVICE" <"Per 2005 ISDA Commodity Definitions, Section 7.2 Certain Definitions Relating To Commodity Reference Prices."> + DowJonesPower <"Per 2005 ISDA Commodity Definitions, Section 7.2 Certain Definitions Relating To Commodity Reference Prices."> + EEX_COAL displayName "EEX-COAL" <"European Energy Exchange-Coal"> + EEX_EMISSIONS displayName "EEX-EMISSIONS" <"European Energy Exchange-Emissions Rights"> + EEX_GAS displayName "EEX-GAS" <"European Energy Exchange-Gas"> + EEX_POWER displayName "EEX-POWER" <"European Energy Exchange-Power"> + EURONEX_MATIF displayName "EURONEX-MATIF" <"TBD."> + FERTECON <"FERTECON Limited Information Services. http://fertecon.com/current_information_services.asp"> + FERTILIZER_WEEK displayName "FERTILIZER-WEEK" <"Fertilizer Week. http://www.crugroup.com/market-analysis/products/fertilizerweek"> + GAS_DAILY displayName "GAS-DAILY" <"Per 2005 ISDA Commodity Definitions, Section 7.2 Certain Definitions Relating To Commodity Reference Prices."> + GAS_DAILY_PRICE_GUIDE displayName "GAS-DAILY-PRICE-GUIDE" <"Per 2005 ISDA Commodity Definitions, Section 7.2 Certain Definitions Relating To Commodity Reference Prices."> + GLOBALCOAL <"Per 2005 ISDA Commodity Definitions, Section 7.2 Certain Definitions Relating To Commodity Reference Prices."> + HEREN_REPORT displayName "HEREN-REPORT" <"Per 2005 ISDA Commodity Definitions, Section 7.2 Certain Definitions Relating To Commodity Reference Prices."> + ICE_10X_DAILY displayName "ICE/10X-DAILY" <"Per 2005 ISDA Commodity Definitions, Section 7.2 Certain Definitions Relating To Commodity Reference Prices."> + ICE_10X_MONTHLY displayName "ICE/10X-MONTHLY" <"Per 2005 ISDA Commodity Definitions, Section 7.2 Certain Definitions Relating To Commodity Reference Prices."> + ICE_CANADA displayName "ICE-CANADA" <"Per 2005 ISDA Commodity Definitions, Section 7.2 Certain Definitions Relating To Commodity Reference Prices."> + ICE_ECX displayName "ICE-ECX" <"European Climate Exchange."> + ICE_GAS displayName "ICE-GAS" <"Per 2005 ISDA Commodity Definitions, Section 7.2 Certain Definitions Relating To Commodity Reference Prices."> + ICE_OIL displayName "ICE-OIL" <"The business calendar oil and refined product contracts on ICE Futures Europe."> + ICE_US_AGRICULTURAL displayName "ICE-US-AGRICULTURAL" <"Per 2005 ISDA Commodity Definitions, Section 7.2 Certain Definitions Relating To Commodity Reference Prices."> + ICIS_PRICING_BENZENE__EUROPE_ displayName "ICIS-PRICING-BENZENE-(EUROPE)" <"The business calendar for publication of ICIS Benzene (Europe) data."> + ICIS_PRICING_ETHYLENE__EUROPE_ displayName "ICIS-PRICING-ETHYLENE-(EUROPE)" <"The business calendar for publication of ICIS Ethylene (Europe) data."> + ICIS_PRICING_POLYPROPYLENE__EUROPE_ displayName "ICIS-PRICING-POLYPROPYLENE-(EUROPE)" <"The business calendar for publication of ICIS Polyproylene (Europe) data."> + INSIDE_FERC displayName "INSIDE-FERC" <"Per 2005 ISDA Commodity Definitions, Section 7.2 Certain Definitions Relating To Commodity Reference Prices."> + JAPAN_MOF_TSRR displayName "JAPAN-MOF-TSRR" <"Per 2005 ISDA Commodity Definitions, Section 7.2 Certain Definitions Relating To Commodity Reference Prices."> + KCBOT <"Per 2005 ISDA Commodity Definitions, Section 7.2 Certain Definitions Relating To Commodity Reference Prices."> + KUALA_LUMPUR_BANK displayName "KUALA-LUMPUR-BANK" <"The banking business calendar in Kuala Lumpur."> + LABUAN_BANK displayName "LABUAN-BANK" <"The business calendar for the Labuan Bank (Malaysia)."> + LIFFE_LONDON_SOFT displayName "LIFFE-LONDON-SOFT" <"Per 2005 ISDA Commodity Definitions, Section 7.2 Certain Definitions Relating To Commodity Reference Prices."> + LME <"Per 2005 ISDA Commodity Definitions, Section 7.2 Certain Definitions Relating To Commodity Reference Prices."> + LONDON_BULLION_MARKET displayName "LONDON-BULLION-MARKET" <"Per 2005 ISDA Commodity Definitions, Section 7.2 Certain Definitions Relating To Commodity Reference Prices."> + LONDON_BULLION_MARKET_GOLD_A_M_ONLY displayName "LONDON-BULLION-MARKET-GOLD-A.M-ONLY" <"Per 2005 ISDA Commodity Definitions, Section 7.2 Certain Definitions Relating To Commodity Reference Prices."> + LONDON_PLATINUM_PALLADIUM_MARKET displayName "LONDON-PLATINUM-PALLADIUM-MARKET" <"The London Platinum and Palladium Market in London on which members quote prices for the buying and selling of Platinum and Palladium."> + MGEX <"Minneapolis Grain Exchange http://www.mgex.com/"> + N2EX <"The business calendar for the N2EX UK power exchange (https://www.n2ex.com/aboutn2ex)."> + NASDAQ_OMX displayName "NASDAQ-OMX" <"NASDAQ-OMX (Formerly known as Nordpool). http://www.nasdaqomx.com/commodities"> + NATURAL_GAS_WEEK displayName "NATURAL-GAS-WEEK" <"Per 2005 ISDA Commodity Definitions, Section 7.2 Certain Definitions Relating To Commodity Reference Prices."> + NERC <"Per 2005 ISDA Commodity Definitions, Article XIV."> + NGI <"Per 2005 ISDA Commodity Definitions, Section 7.2 Certain Definitions Relating To Commodity Reference Prices."> + NGX <"Per 2005 ISDA Commodity Definitions, Section 7.2 Certain Definitions Relating To Commodity Reference Prices."> + NUCLEAR_MARKET_REVIEW displayName "NUCLEAR-MARKET-REVIEW" <"The Nuclear Market Review report as published by Trade tech. http://www.uranium.info/nuclear_market_review.php"> + NYMEX_ELECTRICITY displayName "NYMEX-ELECTRICITY" <"Per 2005 ISDA Commodity Definitions, Section 7.2 Certain Definitions Relating To Commodity Reference Prices."> + NYMEX_GAS displayName "NYMEX-GAS" <"Per 2005 ISDA Commodity Definitions, Section 7.2 Certain Definitions Relating To Commodity Reference Prices."> + NYMEX_NATURAL_GAS displayName "NYMEX-NATURAL-GAS" <"Per 2005 ISDA Commodity Definitions, Section 7.2 Certain Definitions Relating To Commodity Reference Prices."> + NYMEX_OIL displayName "NYMEX-OIL" <"Per 2005 ISDA Commodity Definitions, Section 7.2 Certain Definitions Relating To Commodity Reference Prices."> + OFFICIAL_BOARD_MARKETS displayName "OFFICIAL-BOARD-MARKETS" <"Per 2005 ISDA Commodity Definitions, Section 7.2 Certain Definitions Relating To Commodity Reference Prices."> + OPIS_LP_GAS displayName "OPIS-LP-GAS" <"Per 2005 ISDA Commodity Definitions, Section 7.2 Certain Definitions Relating To Commodity Reference Prices."> + OPIS_PROPANE displayName "OPIS-PROPANE" <"Per 2005 ISDA Commodity Definitions, Section 7.2 Certain Definitions Relating To Commodity Reference Prices."> + PAPER_PACKAGING_MONITOR displayName "PAPER-PACKAGING-MONITOR" <"Per 2005 ISDA Commodity Definitions, Section 7.2 Certain Definitions Relating To Commodity Reference Prices."> + PAPER_TRADER displayName "PAPER-TRADER" <"Per 2005 ISDA Commodity Definitions, Section 7.2 Certain Definitions Relating To Commodity Reference Prices."> + PERTAMINA <"Pertamina-Indonesia. http://www.pertamina.com/"> + PETROCHEMWIRE <"PetroChemWire Publication Calendar. http://www.petrochemwire.com/"> + PIX_PULP_BENCHMARK_INDICES displayName "PIX-PULP-BENCHMARK-INDICES" <"Per 2005 ISDA Commodity Definitions, Section 7.2 Certain Definitions Relating To Commodity Reference Prices."> + PLATTS_APAG_MARKETSCAN displayName "PLATTS-APAG-MARKETSCAN" <"Per 2005 ISDA Commodity Definitions, Section 7.2 Certain Definitions Relating To Commodity Reference Prices."> + PLATTS_BUNKERWIRE displayName "PLATTS-BUNKERWIRE" <"Per 2005 ISDA Commodity Definitions, Section 7.2 Certain Definitions Relating To Commodity Reference Prices."> + PLATTS_CLEAN_TANKERWIRE displayName "PLATTS-CLEAN-TANKERWIRE" <"Per 2005 ISDA Commodity Definitions, Section 7.2 Certain Definitions Relating To Commodity Reference Prices."> + PLATTS_CRUDE_OIL_MARKETWIRE displayName "PLATTS-CRUDE-OIL-MARKETWIRE" <"Per 2005 ISDA Commodity Definitions, Section 7.2 Certain Definitions Relating To Commodity Reference Prices."> + PLATTS_DIRTY_TANKERWIRE displayName "PLATTS-DIRTY-TANKERWIRE" <"Per 2005 ISDA Commodity Definitions, Section 7.2 Certain Definitions Relating To Commodity Reference Prices."> + PLATTS_EUROPEAN_GAS displayName "PLATTS-EUROPEAN-GAS" <"Per 2005 ISDA Commodity Definitions, Section 7.2 Certain Definitions Relating To Commodity Reference Prices."> + PLATTS_EUROPEAN_MARKETSCAN displayName "PLATTS-EUROPEAN-MARKETSCAN" <"Per 2005 ISDA Commodity Definitions, Section 7.2 Certain Definitions Relating To Commodity Reference Prices."> + PLATTS_METALS_ALERT displayName "PLATTS-METALS-ALERT" <"Per 2005 ISDA Commodity Definitions, Section 7.2 Certain Definitions Relating To Commodity Reference Prices."> + PLATTS_OILGRAM displayName "PLATTS-OILGRAM" <"Per 2005 ISDA Commodity Definitions, Section 7.2 Certain Definitions Relating To Commodity Reference Prices."> + PLATTS_TSI_IRON_ORE displayName "PLATTS-TSI-IRON-ORE" <"The Steel Index Iron Ore Service. http://www.thesteelindex.com/en/iron-ore"> + PLATTS_TSI_SCRAP displayName "PLATTS-TSI-SCRAP" <"The Steel Index Scrap Reference Prices. http://www.thesteelindex.com/en/scrapprices"> + PLATTS_TSI_STEEL displayName "PLATTS-TSI-STEEL" <"The Steel Index. http://www.thesteelindex.com/en/price-specifications"> + PLATTS_US_MARKETSCAN displayName "PLATTS-US-MARKETSCAN" <"Per 2005 ISDA Commodity Definitions, Section 7.2 Certain Definitions Relating To Commodity Reference Prices."> + PULP_AND_PAPER_INTERNATIONAL displayName "PULP-AND-PAPER-INTERNATIONAL" <"Per 2005 ISDA Commodity Definitions, Section 7.2 Certain Definitions Relating To Commodity Reference Prices."> + PULP_AND_PAPER_WEEK displayName "PULP-AND-PAPER-WEEK" <"Per 2005 ISDA Commodity Definitions, Section 7.2 Certain Definitions Relating To Commodity Reference Prices."> + RIM_PRODUCTS_INTELLIGENCE_DAILY displayName "RIM-PRODUCTS-INTELLIGENCE-DAILY" <"Per 2005 ISDA Commodity Definitions, Section 7.2 Certain Definitions Relating To Commodity Reference Prices."> + SAFEX_SOFT displayName "SAFEX-SOFT" <"Per 2005 ISDA Commodity Definitions, Section 7.2 Certain Definitions Relating To Commodity Reference Prices."> + SFE_SOFT displayName "SFE-SOFT" <"Per 2005 ISDA Commodity Definitions, Section 7.2 Certain Definitions Relating To Commodity Reference Prices."> + SGX <"Singapore Exchange. www.sgx.com"> + SICOM <"Per 2005 ISDA Commodity Definitions, Section 7.2 Certain Definitions Relating To Commodity Reference Prices."> + SP_GSCI displayName "SP-GSCI" <"Standard and Poor's GSCI. http://us.spindices.com/index-family/commodities/sp-gsci"> + STATISTICHES_BUNDESAMT displayName "STATISTICHES-BUNDESAMT" <"Per 2005 ISDA Commodity Definitions, Section 7.2 Certain Definitions Relating To Commodity Reference Prices."> + TGE <"Tokyo Grain Exchange. www.tge.or.jp"> + TOCOM_OIL displayName "TOCOM-OIL" <"Per 2005 ISDA Commodity Definitions, Section 7.2 Certain Definitions Relating To Commodity Reference Prices."> + TOCOM_PRECIOUS displayName "TOCOM-PRECIOUS" <"Per 2005 ISDA Commodity Definitions, Section 7.2 Certain Definitions Relating To Commodity Reference Prices."> + TOCOM_SOFT displayName "TOCOM-SOFT" <"Per 2005 ISDA Commodity Definitions, Section 7.2 Certain Definitions Relating To Commodity Reference Prices."> + UX_WEEKLY displayName "UX-WEEKLY" <"The Ux Consulting Company. http://www.uxc.com/products/uxw_overview.aspx"> + WORLD_PULP_MONTHLY displayName "WORLD-PULP-MONTHLY" <"Per 2005 ISDA Commodity Definitions, Section 7.2 Certain Definitions Relating To Commodity Reference Prices."> enum BusinessDayConventionEnum: <"The enumerated values to specify the convention for adjusting any relevant date if it would otherwise fall on a day that is not a valid business day."> FOLLOWING <"The non-business date will be adjusted to the first following day that is a business day"> diff --git a/rosetta-source/src/main/rosetta/base-staticdata-asset-common-enum.rosetta b/rosetta-source/src/main/rosetta/base-staticdata-asset-common-enum.rosetta index 10ef502e8c..a56742765b 100755 --- a/rosetta-source/src/main/rosetta/base-staticdata-asset-common-enum.rosetta +++ b/rosetta-source/src/main/rosetta/base-staticdata-asset-common-enum.rosetta @@ -44,185 +44,185 @@ enum TaxonomySourceEnum: <"Represents the enumerated values to specify taxonomy enum ISOCurrencyCodeEnum: <"The enumerated values to specify standard currency codes according to the International Standards Organization (ISO). The set of codes in this enumerated list is sourced from ISO Standard 4217 (https://www.currency-iso.org/en/home/tables/table-a1.html), as of 29-Aug-18."> [docReference ISO ISO_4217_Currency_Scheme schemeLocation "https://www.six-group.com/dam/download/financial-information/data-center/iso-currrency/lists/list-one.xml"] - AED <"UAE Dirham"> - AFN <"Afghani"> - ALL <"Lek"> - AMD <"Armenian Dram"> - ANG <"Netherlands Antillean Guilder"> - AOA <"Kwanza"> - ARS <"Argentine Peso"> - AUD <"Australian Dollar"> - AWG <"Aruban Florin"> - AZN <"Azerbaijan Manat"> - BAM <"Convertible Mark"> - BBD <"Barbados Dollar"> - BDT <"Taka"> - BGN <"Bulgarian Lev"> - BHD <"Bahraini Dinar"> - BIF <"Burundi Franc"> - BMD <"Bermudian Dollar"> - BND <"Brunei Dollar"> - BOB <"Boliviano"> - BOV <"Mvdol"> - BRL <"Brazilian Real"> - BSD <"Bahamian Dollar"> - BTN <"Ngultrum"> - BWP <"Pula"> - BYN <"Belarusian Ruble"> - BZD <"Belize Dollar"> - CAD <"Canadian Dollar"> - CDF <"Congolese Franc"> - CHE <"WIR Euro"> - CHF <"Swiss Franc"> - CHW <"WIR Franc"> - CLF <"Unidad de Fomento"> - CLP <"Chilean Peso"> - CNY <"Yuan Renminbi"> - COP <"Colombian Peso"> - COU <"Unidad de Valor Real"> - CRC <"Costa Rican Colon"> - CUC <"Peso Convertible"> - CUP <"Cuban Peso"> - CVE <"Cabo Verde Escudo"> - CZK <"Czech Koruna"> - DJF <"Djibouti Franc"> - DKK <"Danish Krone"> - DOP <"Dominican Peso"> - DZD <"Algerian Dinar"> - EGP <"Egyptian Pound"> - ERN <"Nakfa"> - ETB <"Ethiopian Birr"> - EUR <"Euro"> - FJD <"Fiji Dollar"> - FKP <"Falkland Islands Pound"> - GBP <"Pound Sterling"> - GEL <"Lari"> - GHS <"Ghana Cedi"> - GIP <"Gibraltar Pound"> - GMD <"Dalasi"> - GNF <"Guinean Franc"> - GTQ <"Quetzal"> - GYD <"Guyana Dollar"> - HKD <"Hong Kong Dollar"> - HNL <"Lempira"> - HTG <"Gourde"> - HUF <"Forint"> - IDR <"Rupiah"> - ILS <"New Israeli Sheqel"> - INR <"Indian Rupee"> - IQD <"Iraqi Dinar"> - IRR <"Iranian Rial"> - ISK <"Iceland Krona"> - JMD <"Jamaican Dollar"> - JOD <"Jordanian Dinar"> - JPY <"Yen"> - KES <"Kenyan Shilling"> - KGS <"Som"> - KHR <"Riel"> - KMF <"Comorian Franc "> - KPW <"North Korean Won"> - KRW <"Won"> - KWD <"Kuwaiti Dinar"> - KYD <"Cayman Islands Dollar"> - KZT <"Tenge"> - LAK <"Lao Kip"> - LBP <"Lebanese Pound"> - LKR <"Sri Lanka Rupee"> - LRD <"Liberian Dollar"> - LSL <"Loti"> - LYD <"Libyan Dinar"> - MAD <"Moroccan Dirham"> - MDL <"Moldovan Leu"> - MGA <"Malagasy Ariary"> - MKD <"Denar"> - MMK <"Kyat"> - MNT <"Tugrik"> - MOP <"Pataca"> - MRU <"Ouguiya"> - MUR <"Mauritius Rupee"> - MVR <"Rufiyaa"> - MWK <"Malawi Kwacha"> - MXN <"Mexican Peso"> - MXV <"Mexican Unidad de Inversion (UDI)"> - MYR <"Malaysian Ringgit"> - MZN <"Mozambique Metical"> - NAD <"Namibia Dollar"> - NGN <"Naira"> - NIO <"Cordoba Oro"> - NOK <"Norwegian Krone"> - NPR <"Nepalese Rupee"> - NZD <"New Zealand Dollar"> - OMR <"Rial Omani"> - PAB <"Balboa"> - PEN <"Sol"> - PGK <"Kina"> - PHP <"Philippine Peso"> - PKR <"Pakistan Rupee"> - PLN <"Zloty"> - PYG <"Guarani"> - QAR <"Qatari Rial"> - RON <"Romanian Leu"> - RSD <"Serbian Dinar"> - RUB <"Russian Ruble"> - RWF <"Rwanda Franc"> - SAR <"Saudi Riyal"> - SBD <"Solomon Islands Dollar"> - SCR <"Seychelles Rupee"> - SDG <"Sudanese Pound"> - SEK <"Swedish Krona"> - SGD <"Singapore Dollar"> - SHP <"Saint Helena Pound"> - SLE <"Leone"> - SOS <"Somali Shilling"> - SRD <"Surinam Dollar"> - SSP <"South Sudanese Pound"> - STN <"Dobra"> - SVC <"El Salvador Colon"> - SYP <"Syrian Pound"> - SZL <"Lilangeni"> - THB <"Baht"> - TJS <"Somoni"> - TMT <"Turkmenistan New Manat"> - TND <"Tunisian Dinar"> - TOP <"Pa’anga"> - TRY <"Turkish Lira"> - TTD <"Trinidad and Tobago Dollar"> - TWD <"New Taiwan Dollar"> - TZS <"Tanzanian Shilling"> - UAH <"Hryvnia"> - UGX <"Uganda Shilling"> - USD <"US Dollar"> - USN <"US Dollar (Next day)"> - UYI <"Uruguay Peso en Unidades Indexadas (UI)"> - UYU <"Peso Uruguayo"> - UYW <"Unidad Previsional"> - UZS <"Uzbekistan Sum"> - VED <"Bolívar Soberano"> - VES <"Bolívar Soberano"> - VND <"Dong"> - VUV <"Vatu"> - WST <"Tala"> - XAF <"CFA Franc BEAC"> - XAG <"Silver"> - XAU <"Gold"> - XBA <"Bond Markets Unit European Composite Unit (EURCO)"> - XBB <"Bond Markets Unit European Monetary Unit (E.M.U.-6)"> - XBC <"Bond Markets Unit European Unit of Account 9 (E.U.A.-9)"> - XBD <"Bond Markets Unit European Unit of Account 17 (E.U.A.-17)"> - XCD <"East Caribbean Dollar"> - XDR <"SDR (Special Drawing Right)"> - XOF <"CFA Franc BCEAO"> - XPD <"Palladium"> - XPF <"CFP Franc"> - XPT <"Platinum"> - XSU <"Sucre"> - XTS <"Codes specifically reserved for testing purposes"> - XUA <"ADB Unit of Account"> - XXX <"The codes assigned for transactions where no currency is involved"> - YER <"Yemeni Rial"> - ZAR <"Rand"> - ZMW <"Zambian Kwacha"> - ZWL <"Zimbabwe Dollar"> + AED <"UAE Dirham"> + AFN <"Afghani"> + ALL <"Lek"> + AMD <"Armenian Dram"> + ANG <"Netherlands Antillean Guilder"> + AOA <"Kwanza"> + ARS <"Argentine Peso"> + AUD <"Australian Dollar"> + AWG <"Aruban Florin"> + AZN <"Azerbaijan Manat"> + BAM <"Convertible Mark"> + BBD <"Barbados Dollar"> + BDT <"Taka"> + BGN <"Bulgarian Lev"> + BHD <"Bahraini Dinar"> + BIF <"Burundi Franc"> + BMD <"Bermudian Dollar"> + BND <"Brunei Dollar"> + BOB <"Boliviano"> + BOV <"Mvdol"> + BRL <"Brazilian Real"> + BSD <"Bahamian Dollar"> + BTN <"Ngultrum"> + BWP <"Pula"> + BYN <"Belarusian Ruble"> + BZD <"Belize Dollar"> + CAD <"Canadian Dollar"> + CDF <"Congolese Franc"> + CHE <"WIR Euro"> + CHF <"Swiss Franc"> + CHW <"WIR Franc"> + CLF <"Unidad de Fomento"> + CLP <"Chilean Peso"> + CNY <"Yuan Renminbi"> + COP <"Colombian Peso"> + COU <"Unidad de Valor Real"> + CRC <"Costa Rican Colon"> + CUC <"Peso Convertible"> + CUP <"Cuban Peso"> + CVE <"Cabo Verde Escudo"> + CZK <"Czech Koruna"> + DJF <"Djibouti Franc"> + DKK <"Danish Krone"> + DOP <"Dominican Peso"> + DZD <"Algerian Dinar"> + EGP <"Egyptian Pound"> + ERN <"Nakfa"> + ETB <"Ethiopian Birr"> + EUR <"Euro"> + FJD <"Fiji Dollar"> + FKP <"Falkland Islands Pound"> + GBP <"Pound Sterling"> + GEL <"Lari"> + GHS <"Ghana Cedi"> + GIP <"Gibraltar Pound"> + GMD <"Dalasi"> + GNF <"Guinean Franc"> + GTQ <"Quetzal"> + GYD <"Guyana Dollar"> + HKD <"Hong Kong Dollar"> + HNL <"Lempira"> + HTG <"Gourde"> + HUF <"Forint"> + IDR <"Rupiah"> + ILS <"New Israeli Sheqel"> + INR <"Indian Rupee"> + IQD <"Iraqi Dinar"> + IRR <"Iranian Rial"> + ISK <"Iceland Krona"> + JMD <"Jamaican Dollar"> + JOD <"Jordanian Dinar"> + JPY <"Yen"> + KES <"Kenyan Shilling"> + KGS <"Som"> + KHR <"Riel"> + KMF <"Comorian Franc "> + KPW <"North Korean Won"> + KRW <"Won"> + KWD <"Kuwaiti Dinar"> + KYD <"Cayman Islands Dollar"> + KZT <"Tenge"> + LAK <"Lao Kip"> + LBP <"Lebanese Pound"> + LKR <"Sri Lanka Rupee"> + LRD <"Liberian Dollar"> + LSL <"Loti"> + LYD <"Libyan Dinar"> + MAD <"Moroccan Dirham"> + MDL <"Moldovan Leu"> + MGA <"Malagasy Ariary"> + MKD <"Denar"> + MMK <"Kyat"> + MNT <"Tugrik"> + MOP <"Pataca"> + MRU <"Ouguiya"> + MUR <"Mauritius Rupee"> + MVR <"Rufiyaa"> + MWK <"Malawi Kwacha"> + MXN <"Mexican Peso"> + MXV <"Mexican Unidad de Inversion (UDI)"> + MYR <"Malaysian Ringgit"> + MZN <"Mozambique Metical"> + NAD <"Namibia Dollar"> + NGN <"Naira"> + NIO <"Cordoba Oro"> + NOK <"Norwegian Krone"> + NPR <"Nepalese Rupee"> + NZD <"New Zealand Dollar"> + OMR <"Rial Omani"> + PAB <"Balboa"> + PEN <"Sol"> + PGK <"Kina"> + PHP <"Philippine Peso"> + PKR <"Pakistan Rupee"> + PLN <"Zloty"> + PYG <"Guarani"> + QAR <"Qatari Rial"> + RON <"Romanian Leu"> + RSD <"Serbian Dinar"> + RUB <"Russian Ruble"> + RWF <"Rwanda Franc"> + SAR <"Saudi Riyal"> + SBD <"Solomon Islands Dollar"> + SCR <"Seychelles Rupee"> + SDG <"Sudanese Pound"> + SEK <"Swedish Krona"> + SGD <"Singapore Dollar"> + SHP <"Saint Helena Pound"> + SLE <"Leone"> + SOS <"Somali Shilling"> + SRD <"Surinam Dollar"> + SSP <"South Sudanese Pound"> + STN <"Dobra"> + SVC <"El Salvador Colon"> + SYP <"Syrian Pound"> + SZL <"Lilangeni"> + THB <"Baht"> + TJS <"Somoni"> + TMT <"Turkmenistan New Manat"> + TND <"Tunisian Dinar"> + TOP <"Pa’anga"> + TRY <"Turkish Lira"> + TTD <"Trinidad and Tobago Dollar"> + TWD <"New Taiwan Dollar"> + TZS <"Tanzanian Shilling"> + UAH <"Hryvnia"> + UGX <"Uganda Shilling"> + USD <"US Dollar"> + USN <"US Dollar (Next day)"> + UYI <"Uruguay Peso en Unidades Indexadas (UI)"> + UYU <"Peso Uruguayo"> + UYW <"Unidad Previsional"> + UZS <"Uzbekistan Sum"> + VED <"Bolívar Soberano"> + VES <"Bolívar Soberano"> + VND <"Dong"> + VUV <"Vatu"> + WST <"Tala"> + XAF <"CFA Franc BEAC"> + XAG <"Silver"> + XAU <"Gold"> + XBA <"Bond Markets Unit European Composite Unit (EURCO)"> + XBB <"Bond Markets Unit European Monetary Unit (E.M.U.-6)"> + XBC <"Bond Markets Unit European Unit of Account 9 (E.U.A.-9)"> + XBD <"Bond Markets Unit European Unit of Account 17 (E.U.A.-17)"> + XCD <"East Caribbean Dollar"> + XDR <"SDR (Special Drawing Right)"> + XOF <"CFA Franc BCEAO"> + XPD <"Palladium"> + XPF <"CFP Franc"> + XPT <"Platinum"> + XSU <"Sucre"> + XTS <"Codes specifically reserved for testing purposes"> + XUA <"ADB Unit of Account"> + XXX <"The codes assigned for transactions where no currency is involved"> + YER <"Yemeni Rial"> + ZAR <"Rand"> + ZMW <"Zambian Kwacha"> + ZWL <"Zimbabwe Dollar"> enum CurrencyCodeEnum extends ISOCurrencyCodeEnum: <"Union of the enumerated values defined by the International Standards Organization (ISO) and the FpML nonISOCurrencyScheme which consists of offshore and historical currencies (https://www.fpml.org/coding-scheme/non-iso-currency), as of 28-Oct-2016."> CNH <"Offshore Chinese Yuan traded in Hong Kong."> diff --git a/rosetta-source/src/main/rosetta/base-staticdata-asset-rates-enum.rosetta b/rosetta-source/src/main/rosetta/base-staticdata-asset-rates-enum.rosetta index 982dc04edf..3d76acad79 100755 --- a/rosetta-source/src/main/rosetta/base-staticdata-asset-rates-enum.rosetta +++ b/rosetta-source/src/main/rosetta/base-staticdata-asset-rates-enum.rosetta @@ -6,725 +6,725 @@ import cdm.base.* enum FloatingRateIndexEnum: <"The enumerated values to specify the list of floating rate index."> [docReference ISDA FpML_Coding_Scheme schemeLocation "http://www.fpml.org/coding-scheme/floating-rate-index"] - AED_EBOR_Reuters displayName "AED-EBOR-Reuters" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - AED_EIBOR displayName "AED-EIBOR" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction."> - AUD_AONIA displayName "AUD-AONIA" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - AUD_AONIA_OIS_Compound_1 displayName "AUD-AONIA-OIS Compound" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction."> - AUD_AONIA_OIS_COMPOUND displayName "AUD-AONIA-OIS-COMPOUND" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - AUD_AONIA_OIS_COMPOUND_SwapMarker displayName "AUD-AONIA-OIS-COMPOUND-SwapMarker" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - AUD_BBR_AUBBSW displayName "AUD-BBR-AUBBSW" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - AUD_BBR_BBSW displayName "AUD-BBR-BBSW" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - AUD_BBR_BBSW_Bloomberg displayName "AUD-BBR-BBSW-Bloomberg" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - AUD_BBR_BBSY__BID_ displayName "AUD-BBR-BBSY (BID)" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - AUD_BBR_ISDC displayName "AUD-BBR-ISDC" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - AUD_BBSW displayName "AUD-BBSW" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction."> - AUD_BBSW_Quarterly_Swap_Rate_ICAP displayName "AUD-BBSW Quarterly Swap Rate ICAP" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction."> - AUD_BBSW_Semi_Annual_Swap_Rate_ICAP displayName "AUD-BBSW Semi Annual Swap Rate ICAP" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction."> - AUD_BBSY_Bid displayName "AUD-BBSY Bid" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction."> - AUD_LIBOR_BBA displayName "AUD-LIBOR-BBA" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - AUD_LIBOR_BBA_Bloomberg displayName "AUD-LIBOR-BBA-Bloomberg" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - AUD_LIBOR_Reference_Banks displayName "AUD-LIBOR-Reference Banks" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - AUD_Quarterly_Swap_Rate_ICAP displayName "AUD-Quarterly Swap Rate-ICAP" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - AUD_Quarterly_Swap_Rate_ICAP_Reference_Banks displayName "AUD-Quarterly Swap Rate-ICAP-Reference Banks" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - AUD_Semi_Annual_Swap_Rate_11_00_BGCANTOR displayName "AUD-Semi-Annual Swap Rate-11:00-BGCANTOR" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - AUD_Semi_Annual_Swap_Rate_BGCANTOR_Reference_Banks displayName "AUD-Semi-Annual Swap Rate-BGCANTOR-Reference Banks" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - AUD_Semi_annual_Swap_Rate_ICAP displayName "AUD-Semi-annual Swap Rate-ICAP" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - AUD_Semi_Annual_Swap_Rate_ICAP_Reference_Banks displayName "AUD-Semi-Annual Swap Rate-ICAP-Reference Banks" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - AUD_Swap_Rate_Reuters displayName "AUD-Swap Rate-Reuters" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - BRL_CDI displayName "BRL-CDI" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction."> - CAD_BA_CDOR displayName "CAD-BA-CDOR" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - CAD_BA_CDOR_Bloomberg displayName "CAD-BA-CDOR-Bloomberg" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - CAD_BA_ISDD displayName "CAD-BA-ISDD" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - CAD_BA_Reference_Banks displayName "CAD-BA-Reference Banks" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - CAD_BA_Reuters displayName "CAD-BA-Reuters" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - CAD_BA_Telerate displayName "CAD-BA-Telerate" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - CAD_CDOR displayName "CAD-CDOR" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction."> - CAD_CORRA displayName "CAD-CORRA" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - CAD_CORRA_CanDeal_TMX_Term displayName "CAD-CORRA CanDeal TMX Term" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - CAD_CORRA_OIS_Compound_1 displayName "CAD-CORRA-OIS Compound" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction."> - CAD_CORRA_OIS_COMPOUND displayName "CAD-CORRA-OIS-COMPOUND" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - CAD_ISDA_Swap_Rate displayName "CAD-ISDA-Swap Rate" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - CAD_LIBOR_BBA displayName "CAD-LIBOR-BBA" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - CAD_LIBOR_BBA_Bloomberg displayName "CAD-LIBOR-BBA-Bloomberg" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - CAD_LIBOR_BBA_SwapMarker displayName "CAD-LIBOR-BBA-SwapMarker" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - CAD_LIBOR_Reference_Banks displayName "CAD-LIBOR-Reference Banks" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - CAD_REPO_CORRA displayName "CAD-REPO-CORRA" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - CAD_TBILL_ISDD displayName "CAD-TBILL-ISDD" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - CAD_TBILL_Reference_Banks displayName "CAD-TBILL-Reference Banks" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - CAD_TBILL_Reuters displayName "CAD-TBILL-Reuters" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - CAD_TBILL_Telerate displayName "CAD-TBILL-Telerate" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - CHF_3M_LIBOR_SWAP_CME_vs_LCH_ICAP displayName "CHF-3M LIBOR SWAP-CME vs LCH-ICAP" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - CHF_3M_LIBOR_SWAP_CME_vs_LCH_ICAP_Bloomberg displayName "CHF-3M LIBOR SWAP-CME vs LCH-ICAP-Bloomberg" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - CHF_3M_LIBOR_SWAP_EUREX_vs_LCH_ICAP displayName "CHF-3M LIBOR SWAP-EUREX vs LCH-ICAP" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - CHF_3M_LIBOR_SWAP_EUREX_vs_LCH_ICAP_Bloomberg displayName "CHF-3M LIBOR SWAP-EUREX vs LCH-ICAP-Bloomberg" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - CHF_6M_LIBOR_SWAP_CME_vs_LCH_ICAP displayName "CHF-6M LIBOR SWAP-CME vs LCH-ICAP" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - CHF_6M_LIBORSWAP_CME_vs_LCH_ICAP_Bloomberg displayName "CHF-6M LIBORSWAP-CME vs LCH-ICAP-Bloomberg" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - CHF_6M_LIBOR_SWAP_EUREX_vs_LCH_ICAP displayName "CHF-6M LIBOR SWAP-EUREX vs LCH-ICAP" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - CHF_6M_LIBOR_SWAP_EUREX_vs_LCH_ICAP_Bloomberg displayName "CHF-6M LIBOR SWAP-EUREX vs LCH-ICAP-Bloomberg" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - CHF_Annual_Swap_Rate displayName "CHF-Annual Swap Rate" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - CHF_Annual_Swap_Rate_11_00_ICAP displayName "CHF-Annual Swap Rate-11:00-ICAP" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - CHF_Annual_Swap_Rate_Reference_Banks displayName "CHF-Annual Swap Rate-Reference Banks" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - CHF_Basis_Swap_3m_vs_6m_LIBOR_11_00_ICAP displayName "CHF-Basis Swap-3m vs 6m-LIBOR-11:00-ICAP" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - CHF_ISDAFIX_Swap_Rate displayName "CHF-ISDAFIX-Swap Rate" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - CHF_LIBOR displayName "CHF-LIBOR" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction."> - CHF_LIBOR_BBA displayName "CHF-LIBOR-BBA" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - CHF_LIBOR_BBA_Bloomberg displayName "CHF-LIBOR-BBA-Bloomberg" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - CHF_LIBOR_ISDA displayName "CHF-LIBOR-ISDA" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - CHF_LIBOR_Reference_Banks displayName "CHF-LIBOR-Reference Banks" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - CHF_OIS_11_00_ICAP displayName "CHF-OIS-11:00-ICAP" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - CHF_SARON displayName "CHF-SARON" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - CHF_SARON_Average_12M displayName "CHF-SARON Average 12M" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction."> - CHF_SARON_Average_1M displayName "CHF-SARON Average 1M" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction."> - CHF_SARON_Average_1W displayName "CHF-SARON Average 1W" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction."> - CHF_SARON_Average_2M displayName "CHF-SARON Average 2M" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction."> - CHF_SARON_Average_3M displayName "CHF-SARON Average 3M" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction."> - CHF_SARON_Average_6M displayName "CHF-SARON Average 6M" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction."> - CHF_SARON_Average_9M displayName "CHF-SARON Average 9M" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction."> - CHF_SARON_Compounded_Index displayName "CHF-SARON Compounded Index" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction."> - CHF_SARON_OIS_Compound_1 displayName "CHF-SARON-OIS Compound" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction."> - CHF_SARON_OIS_COMPOUND displayName "CHF-SARON-OIS-COMPOUND" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - CHF_TOIS_OIS_COMPOUND displayName "CHF-TOIS-OIS-COMPOUND" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - CHF_USD_Basis_Swaps_11_00_ICAP displayName "CHF USD-Basis Swaps-11:00-ICAP" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - CL_CLICP_Bloomberg displayName "CL-CLICP-Bloomberg" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - CLP_ICP displayName "CLP-ICP" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction."> - CLP_TNA displayName "CLP-TNA" <"Refers to the Indice Camara Promedio ('ICP') rate for Chilean Pesos which, for a Reset Date, is determined and published by the Asociacion de Bancos e Instituciones Financieras de Chile A.G. ('ABIF') in accordance with the 'Reglamento Indice de Camara Promedio' of the ABIF as published in the Diario Oficial de la Republica de Chile (the 'ICP Rules') and which is reported on the ABIF website by not later than 10:00 a.m., Santiago time, on that Reset Date."> - CNH_HIBOR displayName "CNH-HIBOR" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction."> - CNH_HIBOR_Reference_Banks displayName "CNH-HIBOR-Reference Banks" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - CNH_HIBOR_TMA displayName "CNH-HIBOR-TMA" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - CNY_7_Repo_Compounding_Date displayName "CNY 7-Repo Compounding Date" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - CNY_CNREPOFIX_CFXS_Reuters displayName "CNY-CNREPOFIX=CFXS-Reuters" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - CNY_Deposit_Rate displayName "CNY-Deposit Rate" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction."> - CNY_Fixing_Repo_Rate displayName "CNY-Fixing Repo Rate" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction."> - CNY_LPR displayName "CNY-LPR" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction."> - CNY_PBOCB_Reuters displayName "CNY-PBOCB-Reuters" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - CNY_Quarterly_7_day_Repo_Non_Deliverable_Swap_Rate_TRADITION displayName "CNY-Quarterly 7 day Repo Non Deliverable Swap Rate-TRADITION" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - CNY_Quarterly_7_day_Repo_Non_Deliverable_Swap_Rate_TRADITION_Reference_Banks displayName "CNY-Quarterly 7 day Repo Non Deliverable Swap Rate-TRADITION-Reference Banks" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - CNY_Quarterly_7D_Repo_NDS_Rate_Tradition displayName "CNY-Quarterly 7D Repo NDS Rate Tradition" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction."> - CNY_Semi_Annual_Swap_Rate_11_00_BGCANTOR displayName "CNY-Semi-Annual Swap Rate-11:00-BGCANTOR" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - CNY_Semi_Annual_Swap_Rate_Reference_Banks displayName "CNY-Semi-Annual Swap Rate-Reference Banks" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - CNY_SHIBOR displayName "CNY-SHIBOR" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction."> - CNY_SHIBOR_OIS_Compound displayName "CNY-SHIBOR-OIS Compound" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction."> - CNY_Shibor_OIS_Compounding displayName "CNY-Shibor-OIS-Compounding" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - CNY_SHIBOR_Reuters displayName "CNY-SHIBOR-Reuters" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.."> - COP_IBR_OIS_Compound_1 displayName "COP-IBR-OIS Compound" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction."> - COP_IBR_OIS_COMPOUND displayName "COP-IBR-OIS-COMPOUND" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - CZK_Annual_Swap_Rate_11_00_BGCANTOR displayName "CZK-Annual Swap Rate-11:00-BGCANTOR" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - CZK_Annual_Swap_Rate_Reference_Banks displayName "CZK-Annual Swap Rate-Reference Banks" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - CZK_CZEONIA displayName "CZK-CZEONIA" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction."> - CZK_CZEONIA_OIS_Compound displayName "CZK-CZEONIA-OIS Compound" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction."> - CZK_PRIBOR displayName "CZK-PRIBOR" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction."> - CZK_PRIBOR_PRBO displayName "CZK-PRIBOR-PRBO" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - CZK_PRIBOR_Reference_Banks displayName "CZK-PRIBOR-Reference Banks" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - DKK_CIBOR displayName "DKK-CIBOR" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction."> - DKK_CIBOR2 displayName "DKK-CIBOR2" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction."> - DKK_CIBOR2_Bloomberg displayName "DKK-CIBOR2-Bloomberg" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - DKK_CIBOR2_DKNA13 displayName "DKK-CIBOR2-DKNA13" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - DKK_CIBOR_DKNA13 displayName "DKK-CIBOR-DKNA13" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - DKK_CIBOR_DKNA13_Bloomberg displayName "DKK-CIBOR-DKNA13-Bloomberg" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - DKK_CIBOR_Reference_Banks displayName "DKK-CIBOR-Reference Banks" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - DKK_CITA displayName "DKK-CITA" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction."> - DKK_CITA_DKNA14_COMPOUND displayName "DKK-CITA-DKNA14-COMPOUND" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - DKK_DESTR displayName "DKK-DESTR" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction."> - DKK_DESTR_Compounded_Index displayName "DKK-DESTR Compounded Index" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction."> - DKK_DESTR_OIS_Compound displayName "DKK-DESTR-OIS Compound" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction."> - DKK_DKKOIS_OIS_COMPOUND displayName "DKK-DKKOIS-OIS-COMPOUND" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - DKK_Tom_Next_OIS_Compound displayName "DKK-Tom Next-OIS Compound" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction."> - EUR_3M_EURIBOR_SWAP_CME_vs_LCH_ICAP displayName "EUR-3M EURIBOR SWAP-CME vs LCH-ICAP" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - EUR_3M_EURIBOR_SWAP_CME_vs_LCH_ICAP_Bloomberg displayName "EUR-3M EURIBOR SWAP-CME vs LCH-ICAP-Bloomberg" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - EUR_3M_EURIBOR_SWAP_EUREX_vs_LCH_ICAP displayName "EUR-3M EURIBOR SWAP-EUREX vs LCH-ICAP" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - EUR_3M_EURIBOR_SWAP_EUREX_vs_LCH_ICAP_Bloomberg displayName "EUR-3M EURIBOR SWAP-EUREX vs LCH-ICAP-Bloomberg" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - EUR_6M_EURIBOR_SWAP_CME_vs_LCH_ICAP displayName "EUR-6M EURIBOR SWAP-CME vs LCH-ICAP" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - EUR_6M_EURIBOR_SWAP_CME_vs_LCH_ICAP_Bloomberg displayName "EUR-6M EURIBOR SWAP-CME vs LCH-ICAP-Bloomberg" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - EUR_6M_EURIBOR_SWAP_EUREX_vs_LCH_ICAP displayName "EUR-6M EURIBOR SWAP-EUREX vs LCH-ICAP" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - EUR_6M_EURIBOR_SWAP_EUREX_vs_LCH_ICAP_Bloomberg displayName "EUR-6M EURIBOR SWAP-EUREX vs LCH-ICAP-Bloomberg" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - EUR_Annual_Swap_Rate_10_00 displayName "EUR-Annual Swap Rate-10:00" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - EUR_Annual_Swap_Rate_10_00_BGCANTOR displayName "EUR-Annual Swap Rate-10:00-BGCANTOR" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - EUR_Annual_Swap_Rate_10_00_Bloomberg displayName "EUR-Annual Swap Rate-10:00-Bloomberg" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - EUR_Annual_Swap_Rate_10_00_ICAP displayName "EUR-Annual Swap Rate-10:00-ICAP" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - EUR_Annual_Swap_Rate_10_00_SwapMarker displayName "EUR-Annual Swap Rate-10:00-SwapMarker" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - EUR_Annual_Swap_Rate_10_00_TRADITION displayName "EUR-Annual Swap Rate-10:00-TRADITION" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - EUR_Annual_Swap_Rate_11_00 displayName "EUR-Annual Swap Rate-11:00" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - EUR_Annual_Swap_Rate_11_00_Bloomberg displayName "EUR-Annual Swap Rate-11:00-Bloomberg" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - EUR_Annual_Swap_Rate_11_00_ICAP displayName "EUR-Annual Swap Rate-11:00-ICAP" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - EUR_Annual_Swap_Rate_11_00_SwapMarker displayName "EUR-Annual Swap Rate-11:00-SwapMarker" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - EUR_Annual_Swap_Rate_3_Month displayName "EUR-Annual Swap Rate-3 Month" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - EUR_Annual_Swap_Rate_3_Month_SwapMarker displayName "EUR-Annual Swap Rate-3 Month-SwapMarker" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - EUR_Annual_Swap_Rate_4_15_TRADITION displayName "EUR-Annual Swap Rate-4:15-TRADITION" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - EUR_Annual_Swap_Rate_Reference_Banks displayName "EUR-Annual Swap Rate-Reference Banks" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - EUR_Basis_Swap_EONIA_vs_3m_EUR_IBOR_Swap_Rates_A_360_10_00_ICAP displayName "EUR Basis Swap-EONIA vs 3m EUR+IBOR Swap Rates-A/360-10:00-ICAP" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - EUR_CNO_TEC10 displayName "EUR-CNO TEC10" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction."> - EUR_EONIA displayName "EUR-EONIA" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction."> - EUR_EONIA_AVERAGE_1 displayName "EUR-EONIA-AVERAGE" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - EUR_EONIA_Average displayName "EUR-EONIA-Average" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction."> - EUR_EONIA_OIS_10_00_BGCANTOR displayName "EUR-EONIA-OIS-10:00-BGCANTOR" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - EUR_EONIA_OIS_10_00_ICAP displayName "EUR-EONIA-OIS-10:00-ICAP" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - EUR_EONIA_OIS_10_00_TRADITION displayName "EUR-EONIA-OIS-10:00-TRADITION" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - EUR_EONIA_OIS_11_00_ICAP displayName "EUR-EONIA-OIS-11:00-ICAP" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - EUR_EONIA_OIS_4_15_TRADITION displayName "EUR-EONIA-OIS-4:15-TRADITION" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - EUR_EONIA_OIS_Compound_1 displayName "EUR-EONIA-OIS Compound" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction."> - EUR_EONIA_OIS_COMPOUND displayName "EUR-EONIA-OIS-COMPOUND" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - EUR_EONIA_OIS_COMPOUND_Bloomberg displayName "EUR-EONIA-OIS-COMPOUND-Bloomberg" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - EUR_EONIA_Swap_Index displayName "EUR-EONIA-Swap-Index" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - EUR_EURIBOR displayName "EUR-EURIBOR" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction."> - EUR_EURIBOR_Act_365 displayName "EUR-EURIBOR-Act/365" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - EUR_EURIBOR_Act_365_Bloomberg displayName "EUR-EURIBOR-Act/365-Bloomberg" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - EUR_EURIBOR_Annual_Bond_Swap_vs_1m_11_00_ICAP displayName "EUR EURIBOR-Annual Bond Swap vs 1m-11:00-ICAP" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - EUR_EURIBOR_Basis_Swap_1m_vs_3m_Euribor_11_00_ICAP displayName "EUR EURIBOR-Basis Swap-1m vs 3m-Euribor-11:00-ICAP" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - EUR_EURIBOR_Basis_Swap_3m_vs_6m_11_00_ICAP displayName "EUR EURIBOR-Basis Swap-3m vs 6m-11:00-ICAP" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - EUR_EURIBOR_ICE_Swap_Rate_11_00 displayName "EUR-EURIBOR ICE Swap Rate-11:00" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction."> - EUR_EURIBOR_ICE_Swap_Rate_12_00 displayName "EUR-EURIBOR ICE Swap Rate-12:00" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction."> - EUR_EURIBOR_Reference_Banks displayName "EUR-EURIBOR-Reference Banks" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - EUR_EURIBOR_Reuters displayName "EUR-EURIBOR-Reuters" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - EUR_EURIBOR_Telerate displayName "EUR-EURIBOR-Telerate" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - EUR_EURONIA_OIS_Compound_1 displayName "EUR-EURONIA-OIS Compound" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction."> - EUR_EURONIA_OIS_COMPOUND displayName "EUR-EURONIA-OIS-COMPOUND" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - EUR_EuroSTR displayName "EUR-EuroSTR" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - EUR_EuroSTR_Average_12M displayName "EUR-EuroSTR Average 12M" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - EUR_EuroSTR_Average_1M displayName "EUR-EuroSTR Average 1M" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - EUR_EuroSTR_Average_1W displayName "EUR-EuroSTR Average 1W" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - EUR_EuroSTR_Average_3M displayName "EUR-EuroSTR Average 3M" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - EUR_EuroSTR_Average_6M displayName "EUR-EuroSTR Average 6M" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - EUR_EuroSTR_COMPOUND displayName "EUR-EuroSTR-COMPOUND" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - EUR_EuroSTR_Compounded_Index displayName "EUR-EuroSTR Compounded Index" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - EUR_EuroSTR_ICE_Compounded_Index displayName "EUR-EuroSTR ICE Compounded Index" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - EUR_EuroSTR_ICE_Compounded_Index_0_Floor displayName "EUR-EuroSTR ICE Compounded Index 0 Floor" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - EUR_EuroSTR_ICE_Compounded_Index_0_Floor_2D_Lag displayName "EUR-EuroSTR ICE Compounded Index 0 Floor 2D Lag" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - EUR_EuroSTR_ICE_Compounded_Index_0_Floor_5D_Lag displayName "EUR-EuroSTR ICE Compounded Index 0 Floor 5D Lag" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - EUR_EuroSTR_ICE_Compounded_Index_2D_Lag displayName "EUR-EuroSTR ICE Compounded Index 2D Lag" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - EUR_EuroSTR_ICE_Compounded_Index_5D_Lag displayName "EUR-EuroSTR ICE Compounded Index 5D Lag" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - EUR_EuroSTR_OIS_Compound displayName "EUR-EuroSTR-OIS Compound" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction."> - EUR_EuroSTR_Term displayName "EUR-EuroSTR Term" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction."> - EUR_ISDA_EURIBOR_Swap_Rate_11_00 displayName "EUR-ISDA-EURIBOR Swap Rate-11:00" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - EUR_ISDA_EURIBOR_Swap_Rate_12_00 displayName "EUR-ISDA-EURIBOR Swap Rate-12:00" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - EUR_ISDA_LIBOR_Swap_Rate_10_00 displayName "EUR-ISDA-LIBOR Swap Rate-10:00" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - EUR_ISDA_LIBOR_Swap_Rate_11_00 displayName "EUR-ISDA-LIBOR Swap Rate-11:00" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - EUR_LIBOR displayName "EUR-LIBOR" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction."> - EUR_LIBOR_BBA displayName "EUR-LIBOR-BBA" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - EUR_LIBOR_BBA_Bloomberg displayName "EUR-LIBOR-BBA-Bloomberg" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - EUR_LIBOR_Reference_Banks displayName "EUR-LIBOR-Reference Banks" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - EUR_TAM_CDC displayName "EUR-TAM-CDC" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - EUR_TEC10_CNO displayName "EUR-TEC10-CNO" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - EUR_TEC10_CNO_SwapMarker displayName "EUR-TEC10-CNO-SwapMarker" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - EUR_TEC10_Reference_Banks displayName "EUR-TEC10-Reference Banks" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - EUR_TEC5_CNO displayName "EUR-TEC5-CNO" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - EUR_TEC5_CNO_SwapMarker displayName "EUR-TEC5-CNO-SwapMarker" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - EUR_TEC5_Reference_Banks displayName "EUR-TEC5-Reference Banks" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - EUR_TMM_CDC_COMPOUND displayName "EUR-TMM-CDC-COMPOUND" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - EUR_USD_Basis_Swaps_11_00_ICAP displayName "EUR USD-Basis Swaps-11:00-ICAP" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - GBP_6M_LIBOR_SWAP_CME_vs_LCH_ICAP displayName "GBP-6M LIBOR SWAP-CME vs LCH-ICAP" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - GBP_6M_LIBOR_SWAP_CME_vs_LCH_ICAP_Bloomberg displayName "GBP-6M LIBOR SWAP-CME vs LCH-ICAP-Bloomberg" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - GBP_6M_LIBOR_SWAP_EUREX_vs_LCH_ICAP displayName "GBP-6M LIBOR SWAP-EUREX vs LCH-ICAP" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - GBP_6M_LIBOR_SWAP_EUREX_vs_LCH_ICAP_Bloomberg displayName "GBP-6M LIBOR SWAP-EUREX vs LCH-ICAP-Bloomberg" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - GBP_ISDA_Swap_Rate displayName "GBP-ISDA-Swap Rate" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - GBP_LIBOR displayName "GBP-LIBOR" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction."> - GBP_LIBOR_BBA displayName "GBP-LIBOR-BBA" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - GBP_LIBOR_BBA_Bloomberg displayName "GBP-LIBOR-BBA-Bloomberg" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - GBP_LIBOR_ICE_Swap_Rate displayName "GBP-LIBOR ICE Swap Rate" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction."> - GBP_LIBOR_ISDA displayName "GBP-LIBOR-ISDA" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - GBP_LIBOR_Reference_Banks displayName "GBP-LIBOR-Reference Banks" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - GBP_RONIA displayName "GBP-RONIA" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction."> - GBP_RONIA_OIS_Compound displayName "GBP-RONIA-OIS Compound" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction."> - GBP_Semi_Annual_Swap_Rate displayName "GBP-Semi-Annual Swap Rate" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - GBP_Semi_Annual_Swap_Rate_11_00_ICAP displayName "GBP-Semi-Annual Swap Rate-11:00-ICAP" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - GBP_Semi_Annual_Swap_Rate_11_00_TRADITION displayName "GBP-Semi Annual Swap Rate-11:00-TRADITION" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - GBP_Semi_Annual_Swap_Rate_4_15_TRADITION displayName "GBP-Semi Annual Swap Rate-4:15-TRADITION" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - GBP_Semi_Annual_Swap_Rate_Reference_Banks displayName "GBP-Semi-Annual Swap Rate-Reference Banks" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - GBP_Semi_Annual_Swap_Rate_SwapMarker26 displayName "GBP-Semi-Annual Swap Rate-SwapMarker26" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - GBP_SONIA displayName "GBP-SONIA" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - GBP_SONIA_COMPOUND displayName "GBP-SONIA-COMPOUND" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - GBP_SONIA_Compounded_Index displayName "GBP-SONIA Compounded Index" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - GBP_SONIA_ICE_Compounded_Index displayName "GBP-SONIA ICE Compounded Index" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - GBP_SONIA_ICE_Compounded_Index_0_Floor displayName "GBP-SONIA ICE Compounded Index 0 Floor" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - GBP_SONIA_ICE_Compounded_Index_0_Floor_2D_Lag displayName "GBP-SONIA ICE Compounded Index 0 Floor 2D Lag" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - GBP_SONIA_ICE_Compounded_Index_0_Floor_5D_Lag displayName "GBP-SONIA ICE Compounded Index 0 Floor 5D Lag" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - GBP_SONIA_ICE_Compounded_Index_2D_Lag displayName "GBP-SONIA ICE Compounded Index 2D Lag" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - GBP_SONIA_ICE_Compounded_Index_5D_Lag displayName "GBP-SONIA ICE Compounded Index 5D Lag" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - GBP_SONIA_ICE_Swap_Rate displayName "GBP-SONIA ICE Swap Rate" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction."> - GBP_SONIA_ICE_Term displayName "GBP-SONIA ICE Term" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - GBP_SONIA_OIS_11_00_ICAP displayName "GBP-SONIA-OIS-11:00-ICAP" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - GBP_SONIA_OIS_11_00_TRADITION displayName "GBP-SONIA-OIS-11:00-TRADITION" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - GBP_SONIA_OIS_4_15_TRADITION displayName "GBP-SONIA-OIS-4:15-TRADITION" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - GBP_SONIA_OIS_Compound displayName "GBP-SONIA-OIS Compound" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction."> - GBP_SONIA_Refinitiv_Term displayName "GBP-SONIA Refinitiv Term" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - GBP_SONIA_Swap_Rate displayName "GBP-SONIA Swap Rate" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - GBP_UK_Base_Rate displayName "GBP-UK Base Rate" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction."> - GBP_USD_Basis_Swaps_11_00_ICAP displayName "GBP USD-Basis Swaps-11:00-ICAP" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - GBP_WMBA_RONIA_COMPOUND displayName "GBP-WMBA-RONIA-COMPOUND" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - GBP_WMBA_SONIA_COMPOUND displayName "GBP-WMBA-SONIA-COMPOUND" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - GRD_ATHIBOR_ATHIBOR displayName "GRD-ATHIBOR-ATHIBOR" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - GRD_ATHIBOR_Reference_Banks displayName "GRD-ATHIBOR-Reference Banks" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - GRD_ATHIBOR_Telerate displayName "GRD-ATHIBOR-Telerate" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - GRD_ATHIMID_Reference_Banks displayName "GRD-ATHIMID-Reference Banks" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - GRD_ATHIMID_Reuters displayName "GRD-ATHIMID-Reuters" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - HKD_HIBOR displayName "HKD-HIBOR" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction."> - HKD_HIBOR_HIBOR_ displayName "HKD-HIBOR-HIBOR=" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - HKD_HIBOR_HIBOR_Bloomberg displayName "HKD-HIBOR-HIBOR-Bloomberg" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - HKD_HIBOR_HKAB displayName "HKD-HIBOR-HKAB" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - HKD_HIBOR_HKAB_Bloomberg displayName "HKD-HIBOR-HKAB-Bloomberg" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - HKD_HIBOR_ISDC displayName "HKD-HIBOR-ISDC" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - HKD_HIBOR_Reference_Banks displayName "HKD-HIBOR-Reference Banks" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - HKD_HONIA displayName "HKD-HONIA" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - HKD_HONIA_OIS_Compound displayName "HKD-HONIA-OIS Compound" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction."> - HKD_HONIX_OIS_COMPOUND displayName "HKD-HONIX-OIS-COMPOUND" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - HKD_ISDA_Swap_Rate_11_00 displayName "HKD-ISDA-Swap Rate-11:00" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - HKD_ISDA_Swap_Rate_4_00 displayName "HKD-ISDA-Swap Rate-4:00" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - HKD_Quarterly_Annual_Swap_Rate_11_00_BGCANTOR displayName "HKD-Quarterly-Annual Swap Rate-11:00-BGCANTOR" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - HKD_Quarterly_Annual_Swap_Rate_11_00_TRADITION displayName "HKD-Quarterly-Annual Swap Rate-11:00-TRADITION" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - HKD_Quarterly_Annual_Swap_Rate_4_00_BGCANTOR displayName "HKD-Quarterly-Annual Swap Rate-4:00-BGCANTOR" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - HKD_Quarterly_Annual_Swap_Rate_Reference_Banks displayName "HKD-Quarterly-Annual Swap Rate-Reference Banks" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - HKD_Quarterly_Quarterly_Swap_Rate_11_00_ICAP displayName "HKD-Quarterly-Quarterly Swap Rate-11:00-ICAP" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - HKD_Quarterly_Quarterly_Swap_Rate_4_00_ICAP displayName "HKD-Quarterly-Quarterly Swap Rate-4:00-ICAP" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - HKD_Quarterly_Quarterly_Swap_Rate_Reference_Banks displayName "HKD-Quarterly-Quarterly Swap Rate-Reference Banks" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - HUF_BUBOR displayName "HUF-BUBOR" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction."> - HUF_BUBOR_Reference_Banks displayName "HUF-BUBOR-Reference Banks" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - HUF_BUBOR_Reuters displayName "HUF-BUBOR-Reuters" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - HUF_HUFONIA displayName "HUF-HUFONIA" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction."> - HUF_HUFONIA_OIS_Compound displayName "HUF-HUFONIA-OIS Compound" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction."> - IDR_IDMA_Bloomberg displayName "IDR-IDMA-Bloomberg" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - IDR_IDRFIX displayName "IDR-IDRFIX" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - IDR_JIBOR displayName "IDR-JIBOR" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction."> - IDR_JIBOR_Reuters displayName "IDR-JIBOR-Reuters" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - IDR_SBI_Reuters displayName "IDR-SBI-Reuters" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - IDR_Semi_Annual_Swap_Rate_11_00_BGCANTOR displayName "IDR-Semi-Annual Swap Rate-11:00-BGCANTOR" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - IDR_Semi_Annual_Swap_Rate_Non_deliverable_16_00_Tullett_Prebon displayName "IDR-Semi Annual Swap Rate-Non-deliverable-16:00-Tullett Prebon" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - IDR_Semi_Annual_Swap_Rate_Reference_Banks displayName "IDR-Semi-Annual Swap Rate-Reference Banks" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - IDR_SOR_Reference_Banks displayName "IDR-SOR-Reference Banks" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - IDR_SOR_Reuters displayName "IDR-SOR-Reuters" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - IDR_SOR_Telerate displayName "IDR-SOR-Telerate" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - ILS_SHIR displayName "ILS-SHIR" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction."> - ILS_SHIR_OIS_Compound displayName "ILS-SHIR-OIS Compound" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction."> - ILS_TELBOR displayName "ILS-TELBOR" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction."> - ILS_TELBOR01_Reuters displayName "ILS-TELBOR01-Reuters" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - ILS_TELBOR_Reference_Banks displayName "ILS-TELBOR-Reference Banks" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - INR_BMK displayName "INR-BMK" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - INR_CMT displayName "INR-CMT" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - INR_FBIL_MIBOR_OIS_COMPOUND displayName "INR-FBIL-MIBOR-OIS-COMPOUND" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - INR_INBMK_REUTERS displayName "INR-INBMK-REUTERS" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - INR_MIBOR_OIS displayName "INR-MIBOR OIS" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction."> - INR_MIBOR_OIS_Compound_1 displayName "INR-MIBOR-OIS Compound" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction."> - INR_MIBOR_OIS_COMPOUND displayName "INR-MIBOR-OIS-COMPOUND" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - INR_MIFOR displayName "INR-MIFOR" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - INR_MIOIS displayName "INR-MIOIS" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - INR_MITOR_OIS_COMPOUND displayName "INR-MITOR-OIS-COMPOUND" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - INR_Modified_MIFOR displayName "INR-Modified MIFOR" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - INR_Reference_Banks displayName "INR-Reference Banks" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - INR_Semi_Annual_Swap_Rate_11_30_BGCANTOR displayName "INR-Semi-Annual Swap Rate-11:30-BGCANTOR" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - INR_Semi_Annual_Swap_Rate_Non_deliverable_16_00_Tullett_Prebon displayName "INR-Semi Annual Swap Rate-Non-deliverable-16:00-Tullett Prebon" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - INR_Semi_Annual_Swap_Rate_Reference_Banks displayName "INR-Semi-Annual Swap Rate-Reference Banks" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - ISK_REIBOR displayName "ISK-REIBOR" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction."> - ISK_REIBOR_Reference_Banks displayName "ISK-REIBOR-Reference Banks" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - ISK_REIBOR_Reuters displayName "ISK-REIBOR-Reuters" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - JPY_Annual_Swap_Rate_11_00_TRADITION displayName "JPY-Annual Swap Rate-11:00-TRADITION" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - JPY_Annual_Swap_Rate_3_00_TRADITION displayName "JPY-Annual Swap Rate-3:00-TRADITION" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - JPY_BBSF_Bloomberg_10_00 displayName "JPY-BBSF-Bloomberg-10:00" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - JPY_BBSF_Bloomberg_15_00 displayName "JPY-BBSF-Bloomberg-15:00" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - JPY_Euroyen_TIBOR displayName "JPY-Euroyen TIBOR" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction."> - JPY_ISDA_Swap_Rate_10_00 displayName "JPY-ISDA-Swap Rate-10:00" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - JPY_ISDA_Swap_Rate_15_00 displayName "JPY-ISDA-Swap Rate-15:00" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - JPY_LIBOR displayName "JPY-LIBOR" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction."> - JPY_LIBOR_BBA displayName "JPY-LIBOR-BBA" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - JPY_LIBOR_BBA_Bloomberg displayName "JPY-LIBOR-BBA-Bloomberg" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - JPY_LIBOR_FRASETT displayName "JPY-LIBOR-FRASETT" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - JPY_LIBOR_ISDA displayName "JPY-LIBOR-ISDA" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - JPY_LIBOR_Reference_Banks displayName "JPY-LIBOR-Reference Banks" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - JPY_LIBOR_TSR_10_00 displayName "JPY-LIBOR TSR-10:00" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction."> - JPY_LIBOR_TSR_15_00 displayName "JPY-LIBOR TSR-15:00" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction."> - JPY_LTPR_MHBK displayName "JPY-LTPR MHBK" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction."> - JPY_LTPR_MHCB displayName "JPY-LTPR-MHCB" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - JPY_LTPR_TBC displayName "JPY-LTPR-TBC" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - JPY_MUTANCALL_TONAR displayName "JPY-MUTANCALL-TONAR" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - JPY_OIS_11_00_ICAP displayName "JPY-OIS-11:00-ICAP" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - JPY_OIS_11_00_TRADITION displayName "JPY-OIS-11:00-TRADITION" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - JPY_OIS_3_00_TRADITION displayName "JPY-OIS-3:00-TRADITION" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - JPY_Quoting_Banks_LIBOR displayName "JPY-Quoting Banks-LIBOR" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - JPY_STPR_Quoting_Banks displayName "JPY-STPR-Quoting Banks" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - JPY_TIBOR displayName "JPY-TIBOR" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction."> - JPY_TIBOR_17096 displayName "JPY-TIBOR-17096" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - JPY_TIBOR_17097 displayName "JPY-TIBOR-17097" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - JPY_TIBOR_DTIBOR01 displayName "JPY-TIBOR-DTIBOR01" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - JPY_TIBOR_TIBM displayName "JPY-TIBOR-TIBM" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - JPY_TIBOR_TIBM__10_Banks_ displayName "JPY-TIBOR-TIBM (10 Banks)" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - JPY_TIBOR_TIBM__5_Banks_ displayName "JPY-TIBOR-TIBM (5 Banks)" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - JPY_TIBOR_TIBM__All_Banks_ displayName "JPY-TIBOR-TIBM (All Banks)" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - JPY_TIBOR_TIBM__All_Banks__Bloomberg displayName "JPY-TIBOR-TIBM (All Banks)-Bloomberg" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - JPY_TIBOR_TIBM_Reference_Banks displayName "JPY-TIBOR-TIBM-Reference Banks" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - JPY_TIBOR_ZTIBOR displayName "JPY-TIBOR-ZTIBOR" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - JPY_TONA displayName "JPY-TONA" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - JPY_TONA_Average_180D displayName "JPY-TONA Average 180D" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - JPY_TONA_Average_30D displayName "JPY-TONA Average 30D" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - JPY_TONA_Average_90D displayName "JPY-TONA Average 90D" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - JPY_TONA_Compounded_Index displayName "JPY-TONA Compounded Index" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - JPY_TONA_ICE_Compounded_Index displayName "JPY-TONA ICE Compounded Index" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - JPY_TONA_ICE_Compounded_Index_0_Floor displayName "JPY-TONA ICE Compounded Index 0 Floor" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - JPY_TONA_ICE_Compounded_Index_0_Floor_2D_Lag displayName "JPY-TONA ICE Compounded Index 0 Floor 2D Lag" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - JPY_TONA_ICE_Compounded_Index_0_Floor_5D_Lag displayName "JPY-TONA ICE Compounded Index 0 Floor 5D Lag" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - JPY_TONA_ICE_Compounded_Index_2D_Lag displayName "JPY-TONA ICE Compounded Index 2D Lag" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - JPY_TONA_ICE_Compounded_Index_5D_Lag displayName "JPY-TONA ICE Compounded Index 5D Lag" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - JPY_TONA_OIS_Compound_1 displayName "JPY-TONA-OIS Compound" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction."> - JPY_TONA_OIS_COMPOUND displayName "JPY-TONA-OIS-COMPOUND" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - JPY_TONA_TSR_10_00 displayName "JPY-TONA TSR-10:00" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - JPY_TONA_TSR_15_00 displayName "JPY-TONA TSR-15:00" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - JPY_TORF_QUICK displayName "JPY-TORF QUICK" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - JPY_TSR_Reference_Banks displayName "JPY-TSR-Reference Banks" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - JPY_TSR_Reuters_10_00 displayName "JPY-TSR-Reuters-10:00" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - JPY_TSR_Reuters_15_00 displayName "JPY-TSR-Reuters-15:00" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - JPY_TSR_Telerate_10_00 displayName "JPY-TSR-Telerate-10:00" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - JPY_TSR_Telerate_15_00 displayName "JPY-TSR-Telerate-15:00" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - JPY_USD_Basis_Swaps_11_00_ICAP displayName "JPY USD-Basis Swaps-11:00-ICAP" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - KRW_Bond_3222 displayName "KRW-Bond-3222" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - KRW_CD_3220 displayName "KRW-CD-3220" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - KRW_CD_91D displayName "KRW-CD 91D" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction."> - KRW_CD_KSDA_Bloomberg displayName "KRW-CD-KSDA-Bloomberg" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - KRW_KOFR displayName "KRW-KOFR" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction."> - KRW_KOFR_OIS_Compound displayName "KRW-KOFR-OIS Compound" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction."> - KRW_Quarterly_Annual_Swap_Rate_3_30_ICAP displayName "KRW-Quarterly Annual Swap Rate-3:30-ICAP" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - MXN_TIIE displayName "MXN-TIIE" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction."> - MXN_TIIE_Banxico displayName "MXN-TIIE-Banxico" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - MXN_TIIE_Banxico_Bloomberg displayName "MXN-TIIE-Banxico-Bloomberg" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - MXN_TIIE_Banxico_Reference_Banks displayName "MXN-TIIE-Banxico-Reference Banks" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - MXN_TIIE_ON displayName "MXN-TIIE ON" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction."> - MXN_TIIE_ON_OIS_Compound displayName "MXN-TIIE ON-OIS Compound" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction."> - MXN_TIIE_Reference_Banks displayName "MXN-TIIE-Reference Banks" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - MYR_KLIBOR displayName "MYR-KLIBOR" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction."> - MYR_KLIBOR_BNM displayName "MYR-KLIBOR-BNM" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - MYR_KLIBOR_Reference_Banks displayName "MYR-KLIBOR-Reference Banks" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - MYR_MYOR displayName "MYR-MYOR" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction."> - MYR_MYOR_OIS_Compound displayName "MYR-MYOR-OIS Compound" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction."> - MYR_Quarterly_Swap_Rate_11_00_TRADITION displayName "MYR-Quarterly Swap Rate-11:00-TRADITION" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - MYR_Quarterly_Swap_Rate_TRADITION_Reference_Banks displayName "MYR-Quarterly Swap Rate-TRADITION-Reference Banks" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - NOK_NIBOR displayName "NOK-NIBOR" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction."> - NOK_NIBOR_NIBR displayName "NOK-NIBOR-NIBR" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - NOK_NIBOR_NIBR_Bloomberg displayName "NOK-NIBOR-NIBR-Bloomberg" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - NOK_NIBOR_NIBR_Reference_Banks displayName "NOK-NIBOR-NIBR-Reference Banks" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - NOK_NIBOR_OIBOR displayName "NOK-NIBOR-OIBOR" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - NOK_NIBOR_Reference_Banks displayName "NOK-NIBOR-Reference Banks" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - NOK_NOWA displayName "NOK-NOWA" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - NOK_NOWA_OIS_Compound displayName "NOK-NOWA-OIS Compound" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction."> - NZD_BBR_BID displayName "NZD-BBR-BID" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - NZD_BBR_FRA displayName "NZD-BBR-FRA" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - NZD_BBR_ISDC displayName "NZD-BBR-ISDC" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - NZD_BBR_Reference_Banks displayName "NZD-BBR-Reference Banks" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - NZD_BBR_Telerate displayName "NZD-BBR-Telerate" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - NZD_BKBM_Bid displayName "NZD-BKBM Bid" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction."> - NZD_BKBM_FRA displayName "NZD-BKBM FRA" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction."> - NZD_BKBM_FRA_Swap_Rate_ICAP displayName "NZD-BKBM FRA Swap Rate ICAP" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction."> - NZD_NZIONA displayName "NZD-NZIONA" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - NZD_NZIONA_OIS_Compound_1 displayName "NZD-NZIONA-OIS Compound" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction."> - NZD_NZIONA_OIS_COMPOUND displayName "NZD-NZIONA-OIS-COMPOUND" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - NZD_Semi_Annual_Swap_Rate_11_00_BGCANTOR displayName "NZD-Semi-Annual Swap Rate-11:00-BGCANTOR" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - NZD_Semi_Annual_Swap_Rate_BGCANTOR_Reference_Banks displayName "NZD-Semi-Annual Swap Rate-BGCANTOR-Reference Banks" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - NZD_Swap_Rate_ICAP displayName "NZD-Swap Rate-ICAP" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - NZD_Swap_Rate_ICAP_Reference_Banks displayName "NZD-Swap Rate-ICAP-Reference Banks" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - PHP_PHIREF displayName "PHP-PHIREF" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction."> - PHP_PHIREF_BAP displayName "PHP-PHIREF-BAP" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - PHP_PHIREF_Bloomberg displayName "PHP-PHIREF-Bloomberg" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - PHP_PHIREF_Reference_Banks displayName "PHP-PHIREF-Reference Banks" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - PHP_Semi_Annual_Swap_Rate_11_00_BGCANTOR displayName "PHP-Semi-Annual Swap Rate-11:00-BGCANTOR" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - PHP_Semi_Annual_Swap_Rate_Reference_Banks displayName "PHP-Semi-Annual Swap Rate-Reference Banks" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - PLN_POLONIA displayName "PLN-POLONIA" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction."> - PLN_POLONIA_OIS_Compound_1 displayName "PLN-POLONIA-OIS Compound" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction."> - PLN_POLONIA_OIS_COMPOUND displayName "PLN-POLONIA-OIS-COMPOUND" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - PLN_WIBID displayName "PLN-WIBID" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction."> - PLN_WIBOR displayName "PLN-WIBOR" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction."> - PLN_WIBOR_Reference_Banks displayName "PLN-WIBOR-Reference Banks" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - PLN_WIBOR_WIBO displayName "PLN-WIBOR-WIBO" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - PLN_WIRON displayName "PLN-WIRON" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction."> - PLN_WIRON_OIS_Compound displayName "PLN-WIRON-OIS Compound" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction."> - PLZ_WIBOR_Reference_Banks displayName "PLZ-WIBOR-Reference Banks" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - PLZ_WIBOR_WIBO displayName "PLZ-WIBOR-WIBO" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - REPOFUNDS_RATE_FRANCE_OIS_COMPOUND displayName "REPOFUNDS RATE-FRANCE-OIS-COMPOUND" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - REPOFUNDS_RATE_GERMANY_OIS_COMPOUND displayName "REPOFUNDS RATE-GERMANY-OIS-COMPOUND" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - REPOFUNDS_RATE_ITALY_OIS_COMPOUND displayName "REPOFUNDS RATE-ITALY-OIS-COMPOUND" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - RON_Annual_Swap_Rate_11_00_BGCANTOR displayName "RON-Annual Swap Rate-11:00-BGCANTOR" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - RON_Annual_Swap_Rate_Reference_Banks displayName "RON-Annual Swap Rate-Reference Banks" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - RON_RBOR_Reuters displayName "RON-RBOR-Reuters" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - RON_ROBID displayName "RON-ROBID" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction."> - RON_ROBOR displayName "RON-ROBOR" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction."> - RUB_Annual_Swap_Rate_11_00_BGCANTOR displayName "RUB-Annual Swap Rate-11:00-BGCANTOR" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - RUB_Annual_Swap_Rate_12_45_TRADITION displayName "RUB-Annual Swap Rate-12:45-TRADITION" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - RUB_Annual_Swap_Rate_4_15_TRADITION displayName "RUB-Annual Swap Rate-4:15-TRADITION" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - RUB_Annual_Swap_Rate_Reference_Banks displayName "RUB-Annual Swap Rate-Reference Banks" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - RUB_Annual_Swap_Rate_TRADITION_Reference_Banks displayName "RUB-Annual Swap Rate-TRADITION-Reference Banks" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - RUB_Key_Rate_CBRF displayName "RUB-Key Rate CBRF" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction."> - RUB_MosPrime displayName "RUB-MosPrime" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction."> - RUB_MOSPRIME_NFEA displayName "RUB-MOSPRIME-NFEA" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - RUB_MOSPRIME_Reference_Banks displayName "RUB-MOSPRIME-Reference Banks" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - RUB_RUONIA displayName "RUB-RUONIA" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction."> - RUB_RUONIA_OIS_Compound_1 displayName "RUB-RUONIA-OIS Compound" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction."> - RUB_RUONIA_OIS_COMPOUND displayName "RUB-RUONIA-OIS-COMPOUND" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - SAR_SAIBOR displayName "SAR-SAIBOR" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction."> - SAR_SRIOR_Reference_Banks displayName "SAR-SRIOR-Reference Banks" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - SAR_SRIOR_SUAA displayName "SAR-SRIOR-SUAA" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - SEK_Annual_Swap_Rate displayName "SEK-Annual Swap Rate" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - SEK_Annual_Swap_Rate_SESWFI displayName "SEK-Annual Swap Rate-SESWFI" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - SEK_SIOR_OIS_COMPOUND displayName "SEK-SIOR-OIS-COMPOUND" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - SEK_STIBOR displayName "SEK-STIBOR" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction."> - SEK_STIBOR_Bloomberg displayName "SEK-STIBOR-Bloomberg" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - SEK_STIBOR_OIS_Compound displayName "SEK-STIBOR-OIS Compound" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction."> - SEK_STIBOR_Reference_Banks displayName "SEK-STIBOR-Reference Banks" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - SEK_STIBOR_SIDE displayName "SEK-STIBOR-SIDE" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - SEK_SWESTR displayName "SEK-SWESTR" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - SEK_SWESTR_Average_1M displayName "SEK-SWESTR Average 1M" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - SEK_SWESTR_Average_1W displayName "SEK-SWESTR Average 1W" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - SEK_SWESTR_Average_2M displayName "SEK-SWESTR Average 2M" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - SEK_SWESTR_Average_3M displayName "SEK-SWESTR Average 3M" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - SEK_SWESTR_Average_6M displayName "SEK-SWESTR Average 6M" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - SEK_SWESTR_Compounded_Index displayName "SEK-SWESTR Compounded Index" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - SEK_SWESTR_OIS_Compound displayName "SEK-SWESTR-OIS Compound" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - SGD_Semi_Annual_Currency_Basis_Swap_Rate_11_00_Tullett_Prebon displayName "SGD-Semi-Annual Currency Basis Swap Rate-11:00-Tullett Prebon" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - SGD_Semi_Annual_Currency_Basis_Swap_Rate_16_00_Tullett_Prebon displayName "SGD-Semi-Annual Currency Basis Swap Rate-16:00-Tullett Prebon" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - SGD_Semi_Annual_Swap_Rate_11_00_BGCANTOR displayName "SGD-Semi-Annual Swap Rate-11:00-BGCANTOR" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - SGD_Semi_Annual_Swap_Rate_11_00_Tullett_Prebon displayName "SGD-Semi-Annual Swap Rate-11:00-Tullett Prebon" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - SGD_Semi_Annual_Swap_Rate_11_00_TRADITION displayName "SGD-Semi-Annual Swap Rate-11.00-TRADITION" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - SGD_Semi_Annual_Swap_Rate_16_00_Tullett_Prebon displayName "SGD-Semi-Annual Swap Rate-16:00-Tullett Prebon" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - SGD_Semi_Annual_Swap_Rate_ICAP displayName "SGD-Semi-Annual Swap Rate-ICAP" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - SGD_Semi_Annual_Swap_Rate_ICAP_Reference_Banks displayName "SGD-Semi-Annual Swap Rate-ICAP-Reference Banks" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - SGD_Semi_Annual_Swap_Rate_Reference_Banks displayName "SGD-Semi-Annual Swap Rate-Reference Banks" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - SGD_Semi_Annual_Swap_Rate_TRADITION_Reference_Banks displayName "SGD-Semi-Annual Swap Rate-TRADITION-Reference Banks" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - SGD_SIBOR displayName "SGD-SIBOR" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction."> - SGD_SIBOR_Reference_Banks displayName "SGD-SIBOR-Reference Banks" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - SGD_SIBOR_Reuters displayName "SGD-SIBOR-Reuters" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - SGD_SIBOR_Telerate displayName "SGD-SIBOR-Telerate" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - SGD_SONAR_OIS_COMPOUND displayName "SGD-SONAR-OIS-COMPOUND" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - SGD_SONAR_OIS_VWAP_COMPOUND displayName "SGD-SONAR-OIS-VWAP-COMPOUND" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - SGD_SOR displayName "SGD-SOR" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction."> - SGD_SORA displayName "SGD-SORA" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - SGD_SORA_COMPOUND displayName "SGD-SORA-COMPOUND" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - SGD_SORA_OIS_Compound displayName "SGD-SORA-OIS Compound" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction."> - SGD_SOR_Reference_Banks displayName "SGD-SOR-Reference Banks" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - SGD_SOR_Reuters displayName "SGD-SOR-Reuters" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - SGD_SOR_Telerate displayName "SGD-SOR-Telerate" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - SGD_SOR_VWAP displayName "SGD-SOR-VWAP" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - SGD_SOR_VWAP_Reference_Banks displayName "SGD-SOR-VWAP-Reference Banks" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - SKK_BRIBOR_Bloomberg displayName "SKK-BRIBOR-Bloomberg" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - SKK_BRIBOR_BRBO displayName "SKK-BRIBOR-BRBO" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - SKK_BRIBOR_NBSK07 displayName "SKK-BRIBOR-NBSK07" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - SKK_BRIBOR_Reference_Banks displayName "SKK-BRIBOR-Reference Banks" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - THB_Semi_Annual_Swap_Rate_11_00_BGCANTOR displayName "THB-Semi-Annual Swap Rate-11:00-BGCANTOR" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - THB_Semi_Annual_Swap_Rate_Reference_Banks displayName "THB-Semi-Annual Swap Rate-Reference Banks" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - THB_SOR_Reference_Banks displayName "THB-SOR-Reference Banks" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - THB_SOR_Reuters displayName "THB-SOR-Reuters" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - THB_SOR_Telerate displayName "THB-SOR-Telerate" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - THB_THBFIX displayName "THB-THBFIX" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction."> - THB_THBFIX_Reference_Banks displayName "THB-THBFIX-Reference Banks" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - THB_THBFIX_Reuters displayName "THB-THBFIX-Reuters" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - THB_THOR displayName "THB-THOR" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - THB_THOR_COMPOUND displayName "THB-THOR-COMPOUND" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - THB_THOR_OIS_Compound displayName "THB-THOR-OIS Compound" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction."> - TRY_Annual_Swap_Rate_11_00_TRADITION displayName "TRY Annual Swap Rate-11:00-TRADITION" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - TRY_Annual_Swap_Rate_11_15_BGCANTOR displayName "TRY-Annual Swap Rate-11:15-BGCANTOR" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - TRY_Annual_Swap_Rate_Reference_Banks displayName "TRY-Annual Swap Rate-Reference Banks" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - TRY_Semi_Annual_Swap_Rate_TRADITION_Reference_Banks displayName "TRY-Semi-Annual Swap Rate-TRADITION-Reference Banks" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - TRY_TLREF displayName "TRY-TLREF" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction."> - TRY_TLREF_OIS_Compound_1 displayName "TRY-TLREF-OIS Compound" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction."> - TRY_TLREF_OIS_COMPOUND displayName "TRY-TLREF-OIS-COMPOUND" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - TRY_TRLIBOR displayName "TRY-TRLIBOR" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction."> - TRY_TRYIBOR_Reference_Banks displayName "TRY-TRYIBOR-Reference Banks" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - TRY_TRYIBOR_Reuters displayName "TRY-TRYIBOR-Reuters" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - TWD_Quarterly_Annual_Swap_Rate_11_00_BGCANTOR displayName "TWD-Quarterly-Annual Swap Rate-11:00-BGCANTOR" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - TWD_Quarterly_Annual_Swap_Rate_Reference_Banks displayName "TWD-Quarterly-Annual Swap Rate-Reference Banks" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - TWD_Reference_Dealers displayName "TWD-Reference Dealers" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - TWD_Reuters_6165 displayName "TWD-Reuters-6165" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - TWD_TAIBIR01 displayName "TWD-TAIBIR01" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - TWD_TAIBIR02 displayName "TWD-TAIBIR02" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - TWD_TAIBOR displayName "TWD-TAIBOR" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction."> - TWD_TAIBOR_Bloomberg displayName "TWD-TAIBOR-Bloomberg" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - TWD_TAIBOR_Reuters displayName "TWD-TAIBOR-Reuters" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - TWD_Telerate_6165 displayName "TWD-Telerate-6165" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - TWD_TWCPBA displayName "TWD-TWCPBA" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - UK_Base_Rate displayName "UK Base Rate" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - USD_3M_LIBOR_SWAP_CME_vs_LCH_ICAP displayName "USD-3M LIBOR SWAP-CME vs LCH-ICAP" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - USD_3M_LIBOR_SWAP_CME_vs_LCH_ICAP_Bloomberg displayName "USD-3M LIBOR SWAP-CME vs LCH-ICAP-Bloomberg" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - USD_6M_LIBOR_SWAP_CME_vs_LCH_ICAP displayName "USD-6M LIBOR SWAP-CME vs LCH-ICAP" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - USD_6M_LIBOR_SWAP_CME_vs_LCH_ICAP_Bloomberg displayName "USD-6M LIBOR SWAP-CME vs LCH-ICAP-Bloomberg" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - USD_AMERIBOR displayName "USD-AMERIBOR" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - USD_AMERIBOR_Average_30D displayName "USD-AMERIBOR Average 30D" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - USD_AMERIBOR_Average_90D displayName "USD-AMERIBOR Average 90D" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - USD_AMERIBOR_Term displayName "USD-AMERIBOR Term" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - USD_AMERIBOR_Term_Structure displayName "USD-AMERIBOR Term Structure" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - USD_Annual_Swap_Rate_11_00_BGCANTOR displayName "USD-Annual Swap Rate-11:00-BGCANTOR" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - USD_Annual_Swap_Rate_11_00_TRADITION displayName "USD-Annual Swap Rate-11:00-TRADITION" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - USD_Annual_Swap_Rate_4_00_TRADITION displayName "USD-Annual Swap Rate-4:00-TRADITION" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - USD_AXI_Term displayName "USD-AXI Term" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction."> - USD_BA_H_15 displayName "USD-BA-H.15" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - USD_BA_Reference_Dealers displayName "USD-BA-Reference Dealers" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - USD_BMA_Municipal_Swap_Index displayName "USD-BMA Municipal Swap Index" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - USD_BSBY displayName "USD-BSBY" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - USD_CD_H_15 displayName "USD-CD-H.15" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - USD_CD_Reference_Dealers displayName "USD-CD-Reference Dealers" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - USD_CMS_Reference_Banks displayName "USD-CMS-Reference Banks" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - USD_CMS_Reference_Banks_ICAP_SwapPX displayName "USD-CMS-Reference Banks-ICAP SwapPX" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - USD_CMS_Reuters displayName "USD-CMS-Reuters" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - USD_CMS_Telerate displayName "USD-CMS-Telerate" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - USD_CMT displayName "USD-CMT" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction."> - USD_CMT_Average_1W displayName "USD-CMT Average 1W" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction."> - USD_CMT_T7051 displayName "USD-CMT-T7051" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - USD_CMT_T7052 displayName "USD-CMT-T7052" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - USD_COF11_FHLBSF displayName "USD-COF11-FHLBSF" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - USD_COF11_Reuters displayName "USD-COF11-Reuters" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - USD_COF11_Telerate displayName "USD-COF11-Telerate" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - USD_COFI displayName "USD-COFI" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction."> - USD_CP_H_15 displayName "USD-CP-H.15" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - USD_CP_Money_Market_Yield displayName "USD-CP-Money Market Yield" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction."> - USD_CP_Reference_Dealers displayName "USD-CP-Reference Dealers" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - USD_CRITR displayName "USD-CRITR" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - USD_Federal_Funds displayName "USD-Federal Funds" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction."> - USD_Federal_Funds_H_15 displayName "USD-Federal Funds-H.15" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - USD_Federal_Funds_H_15_Bloomberg displayName "USD-Federal Funds-H.15-Bloomberg" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - USD_Federal_Funds_H_15_OIS_COMPOUND displayName "USD-Federal Funds-H.15-OIS-COMPOUND" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - USD_Federal_Funds_OIS_Compound displayName "USD-Federal Funds-OIS Compound" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction."> - USD_Federal_Funds_Reference_Dealers displayName "USD-Federal Funds-Reference Dealers" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - USD_FFCB_DISCO displayName "USD-FFCB-DISCO" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - USD_FXI_Term displayName "USD-FXI Term" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction."> - USD_ISDAFIX3_Swap_Rate displayName "USD-ISDAFIX3-Swap Rate" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - USD_ISDAFIX3_Swap_Rate_3_00 displayName "USD-ISDAFIX3-Swap Rate-3:00" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - USD_ISDA_Swap_Rate displayName "USD-ISDA-Swap Rate" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - USD_ISDA_Swap_Rate_3_00 displayName "USD-ISDA-Swap Rate-3:00" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - USD_LIBOR displayName "USD-LIBOR" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction."> - USD_LIBOR_BBA displayName "USD-LIBOR-BBA" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - USD_LIBOR_BBA_Bloomberg displayName "USD-LIBOR-BBA-Bloomberg" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - USD_LIBOR_ICE_Swap_Rate_11_00 displayName "USD-LIBOR ICE Swap Rate-11:00" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction."> - USD_LIBOR_ICE_Swap_Rate_15_00 displayName "USD-LIBOR ICE Swap Rate-15:00" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction."> - USD_LIBOR_ISDA displayName "USD-LIBOR-ISDA" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - USD_LIBOR_LIBO displayName "USD-LIBOR-LIBO" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - USD_LIBOR_Reference_Banks displayName "USD-LIBOR-Reference Banks" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - USD_Municipal_Swap_Index displayName "USD-Municipal Swap Index" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction."> - USD_Municipal_Swap_Libor_Ratio_11_00_ICAP displayName "USD-Municipal Swap Libor Ratio-11:00-ICAP" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - USD_Municipal_Swap_Rate_11_00_ICAP displayName "USD-Municipal Swap Rate-11:00-ICAP" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - USD_OIS_11_00_BGCANTOR displayName "USD-OIS-11:00-BGCANTOR" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - USD_OIS_11_00_LON_ICAP displayName "USD-OIS-11:00-LON-ICAP" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - USD_OIS_11_00_NY_ICAP displayName "USD-OIS-11:00-NY-ICAP" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - USD_OIS_11_00_TRADITION displayName "USD-OIS-11:00-TRADITION" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - USD_OIS_3_00_BGCANTOR displayName "USD-OIS-3:00-BGCANTOR" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - USD_OIS_3_00_NY_ICAP displayName "USD-OIS-3:00-NY-ICAP" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - USD_OIS_4_00_TRADITION displayName "USD-OIS-4:00-TRADITION" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - USD_Overnight_Bank_Funding_Rate displayName "USD-Overnight Bank Funding Rate" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - USD_Prime displayName "USD-Prime" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction."> - USD_Prime_H_15 displayName "USD-Prime-H.15" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - USD_Prime_Reference_Banks displayName "USD-Prime-Reference Banks" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - USD_S_P_Index_High_Grade displayName "USD-S&P Index-High Grade" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - USD_SandP_Index_High_Grade displayName "USD-SandP Index High Grade" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction."> - USD_SIBOR_Reference_Banks displayName "USD-SIBOR-Reference Banks" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - USD_SIBOR_SIBO displayName "USD-SIBOR-SIBO" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - USD_SIFMA_Municipal_Swap_Index displayName "USD-SIFMA Municipal Swap Index" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - USD_SOFR displayName "USD-SOFR" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - USD_SOFR_Average_180D displayName "USD-SOFR Average 180D" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - USD_SOFR_Average_30D displayName "USD-SOFR Average 30D" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - USD_SOFR_Average_90D displayName "USD-SOFR Average 90D" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - USD_SOFR_CME_Term displayName "USD-SOFR CME Term" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - USD_SOFR_COMPOUND displayName "USD-SOFR-COMPOUND" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - USD_SOFR_Compounded_Index displayName "USD-SOFR Compounded Index" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - USD_SOFR_ICE_Compounded_Index displayName "USD-SOFR ICE Compounded Index" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - USD_SOFR_ICE_Compounded_Index_0_Floor displayName "USD-SOFR ICE Compounded Index 0 Floor" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - USD_SOFR_ICE_Compounded_Index_0_Floor_2D_Lag displayName "USD-SOFR ICE Compounded Index 0 Floor 2D Lag" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - USD_SOFR_ICE_Compounded_Index_0_Floor_5D_Lag displayName "USD-SOFR ICE Compounded Index 0 Floor 5D Lag" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - USD_SOFR_ICE_Compounded_Index_2D_Lag displayName "USD-SOFR ICE Compounded Index 2D Lag" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - USD_SOFR_ICE_Compounded_Index_5D_Lag displayName "USD-SOFR ICE Compounded Index 5D Lag" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - USD_SOFR_ICE_Swap_Rate displayName "USD-SOFR ICE Swap Rate" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - USD_SOFR_ICE_Term displayName "USD-SOFR ICE Term" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction."> - USD_SOFR_OIS_Compound displayName "USD-SOFR-OIS Compound" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction."> - USD_Swap_Rate_BCMP1 displayName "USD Swap Rate-BCMP1" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - USD_TBILL_H_15 displayName "USD-TBILL-H.15" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - USD_TBILL_H_15_Bloomberg displayName "USD-TBILL-H.15-Bloomberg" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - USD_TBILL_Secondary_Market displayName "USD-TBILL-Secondary Market" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - USD_TBILL_Secondary_Market_Bond_Equivalent_Yield displayName "USD-TBILL Secondary Market-Bond Equivalent Yield" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction."> - USD_TIBOR_ISDC displayName "USD-TIBOR-ISDC" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - USD_TIBOR_Reference_Banks displayName "USD-TIBOR-Reference Banks" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - USD_Treasury_19901_3_00_ICAP displayName "USD-Treasury-19901-3:00-ICAP" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - USD_Treasury_Rate_BCMP1 displayName "USD Treasury Rate-BCMP1" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - USD_Treasury_Rate_ICAP_BrokerTec displayName "USD-Treasury Rate-ICAP BrokerTec" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - USD_Treasury_Rate_SwapMarker100 displayName "USD-Treasury Rate-SwapMarker100" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - USD_Treasury_Rate_SwapMarker99 displayName "USD-Treasury Rate-SwapMarker99" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - USD_Treasury_Rate_T19901 displayName "USD-Treasury Rate-T19901" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - USD_Treasury_Rate_T500 displayName "USD-Treasury Rate-T500" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - VND_Semi_Annual_Swap_Rate_11_00_BGCANTOR displayName "VND-Semi-Annual Swap Rate-11:00-BGCANTOR" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - VND_Semi_Annual_Swap_Rate_Reference_Banks displayName "VND-Semi-Annual Swap Rate-Reference Banks" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - ZAR_DEPOSIT_Reference_Banks displayName "ZAR-DEPOSIT-Reference Banks" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - ZAR_DEPOSIT_SAFEX displayName "ZAR-DEPOSIT-SAFEX" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - ZAR_JIBAR displayName "ZAR-JIBAR" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction."> - ZAR_JIBAR_Reference_Banks displayName "ZAR-JIBAR-Reference Banks" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - ZAR_JIBAR_SAFEX displayName "ZAR-JIBAR-SAFEX" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - ZAR_Prime_Average_1 displayName "ZAR-Prime Average" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction."> - ZAR_PRIME_AVERAGE displayName "ZAR-PRIME-AVERAGE" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - ZAR_PRIME_AVERAGE_Reference_Banks displayName "ZAR-PRIME-AVERAGE-Reference Banks" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - ZAR_Quarterly_Swap_Rate_1_00_TRADITION displayName "ZAR-Quarterly Swap Rate-1:00-TRADITION" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - ZAR_Quarterly_Swap_Rate_5_30_TRADITION displayName "ZAR-Quarterly Swap Rate-5:30-TRADITION" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - ZAR_Quarterly_Swap_Rate_TRADITION_Reference_Banks displayName "ZAR-Quarterly Swap Rate-TRADITION-Reference Banks" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> - ZAR_ZARONIA displayName "ZAR-ZARONIA" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction."> - ZAR_ZARONIA_OIS_Compound displayName "ZAR-ZARONIA-OIS Compound" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction."> + AED_EBOR_Reuters displayName "AED-EBOR-Reuters" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + AED_EIBOR displayName "AED-EIBOR" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction."> + AUD_AONIA displayName "AUD-AONIA" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + AUD_AONIA_OIS_Compound_1 displayName "AUD-AONIA-OIS Compound" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction."> + AUD_AONIA_OIS_COMPOUND displayName "AUD-AONIA-OIS-COMPOUND" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + AUD_AONIA_OIS_COMPOUND_SwapMarker displayName "AUD-AONIA-OIS-COMPOUND-SwapMarker" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + AUD_BBR_AUBBSW displayName "AUD-BBR-AUBBSW" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + AUD_BBR_BBSW displayName "AUD-BBR-BBSW" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + AUD_BBR_BBSW_Bloomberg displayName "AUD-BBR-BBSW-Bloomberg" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + AUD_BBR_BBSY__BID_ displayName "AUD-BBR-BBSY (BID)" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + AUD_BBR_ISDC displayName "AUD-BBR-ISDC" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + AUD_BBSW displayName "AUD-BBSW" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction."> + AUD_BBSW_Quarterly_Swap_Rate_ICAP displayName "AUD-BBSW Quarterly Swap Rate ICAP" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction."> + AUD_BBSW_Semi_Annual_Swap_Rate_ICAP displayName "AUD-BBSW Semi Annual Swap Rate ICAP" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction."> + AUD_BBSY_Bid displayName "AUD-BBSY Bid" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction."> + AUD_LIBOR_BBA displayName "AUD-LIBOR-BBA" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + AUD_LIBOR_BBA_Bloomberg displayName "AUD-LIBOR-BBA-Bloomberg" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + AUD_LIBOR_Reference_Banks displayName "AUD-LIBOR-Reference Banks" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + AUD_Quarterly_Swap_Rate_ICAP displayName "AUD-Quarterly Swap Rate-ICAP" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + AUD_Quarterly_Swap_Rate_ICAP_Reference_Banks displayName "AUD-Quarterly Swap Rate-ICAP-Reference Banks" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + AUD_Semi_Annual_Swap_Rate_11_00_BGCANTOR displayName "AUD-Semi-Annual Swap Rate-11:00-BGCANTOR" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + AUD_Semi_Annual_Swap_Rate_BGCANTOR_Reference_Banks displayName "AUD-Semi-Annual Swap Rate-BGCANTOR-Reference Banks" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + AUD_Semi_annual_Swap_Rate_ICAP displayName "AUD-Semi-annual Swap Rate-ICAP" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + AUD_Semi_Annual_Swap_Rate_ICAP_Reference_Banks displayName "AUD-Semi-Annual Swap Rate-ICAP-Reference Banks" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + AUD_Swap_Rate_Reuters displayName "AUD-Swap Rate-Reuters" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + BRL_CDI displayName "BRL-CDI" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction."> + CAD_BA_CDOR displayName "CAD-BA-CDOR" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + CAD_BA_CDOR_Bloomberg displayName "CAD-BA-CDOR-Bloomberg" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + CAD_BA_ISDD displayName "CAD-BA-ISDD" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + CAD_BA_Reference_Banks displayName "CAD-BA-Reference Banks" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + CAD_BA_Reuters displayName "CAD-BA-Reuters" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + CAD_BA_Telerate displayName "CAD-BA-Telerate" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + CAD_CDOR displayName "CAD-CDOR" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction."> + CAD_CORRA displayName "CAD-CORRA" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + CAD_CORRA_CanDeal_TMX_Term displayName "CAD-CORRA CanDeal TMX Term" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + CAD_CORRA_OIS_Compound_1 displayName "CAD-CORRA-OIS Compound" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction."> + CAD_CORRA_OIS_COMPOUND displayName "CAD-CORRA-OIS-COMPOUND" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + CAD_ISDA_Swap_Rate displayName "CAD-ISDA-Swap Rate" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + CAD_LIBOR_BBA displayName "CAD-LIBOR-BBA" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + CAD_LIBOR_BBA_Bloomberg displayName "CAD-LIBOR-BBA-Bloomberg" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + CAD_LIBOR_BBA_SwapMarker displayName "CAD-LIBOR-BBA-SwapMarker" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + CAD_LIBOR_Reference_Banks displayName "CAD-LIBOR-Reference Banks" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + CAD_REPO_CORRA displayName "CAD-REPO-CORRA" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + CAD_TBILL_ISDD displayName "CAD-TBILL-ISDD" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + CAD_TBILL_Reference_Banks displayName "CAD-TBILL-Reference Banks" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + CAD_TBILL_Reuters displayName "CAD-TBILL-Reuters" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + CAD_TBILL_Telerate displayName "CAD-TBILL-Telerate" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + CHF_3M_LIBOR_SWAP_CME_vs_LCH_ICAP displayName "CHF-3M LIBOR SWAP-CME vs LCH-ICAP" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + CHF_3M_LIBOR_SWAP_CME_vs_LCH_ICAP_Bloomberg displayName "CHF-3M LIBOR SWAP-CME vs LCH-ICAP-Bloomberg" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + CHF_3M_LIBOR_SWAP_EUREX_vs_LCH_ICAP displayName "CHF-3M LIBOR SWAP-EUREX vs LCH-ICAP" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + CHF_3M_LIBOR_SWAP_EUREX_vs_LCH_ICAP_Bloomberg displayName "CHF-3M LIBOR SWAP-EUREX vs LCH-ICAP-Bloomberg" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + CHF_6M_LIBOR_SWAP_CME_vs_LCH_ICAP displayName "CHF-6M LIBOR SWAP-CME vs LCH-ICAP" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + CHF_6M_LIBORSWAP_CME_vs_LCH_ICAP_Bloomberg displayName "CHF-6M LIBORSWAP-CME vs LCH-ICAP-Bloomberg" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + CHF_6M_LIBOR_SWAP_EUREX_vs_LCH_ICAP displayName "CHF-6M LIBOR SWAP-EUREX vs LCH-ICAP" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + CHF_6M_LIBOR_SWAP_EUREX_vs_LCH_ICAP_Bloomberg displayName "CHF-6M LIBOR SWAP-EUREX vs LCH-ICAP-Bloomberg" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + CHF_Annual_Swap_Rate displayName "CHF-Annual Swap Rate" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + CHF_Annual_Swap_Rate_11_00_ICAP displayName "CHF-Annual Swap Rate-11:00-ICAP" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + CHF_Annual_Swap_Rate_Reference_Banks displayName "CHF-Annual Swap Rate-Reference Banks" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + CHF_Basis_Swap_3m_vs_6m_LIBOR_11_00_ICAP displayName "CHF-Basis Swap-3m vs 6m-LIBOR-11:00-ICAP" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + CHF_ISDAFIX_Swap_Rate displayName "CHF-ISDAFIX-Swap Rate" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + CHF_LIBOR displayName "CHF-LIBOR" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction."> + CHF_LIBOR_BBA displayName "CHF-LIBOR-BBA" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + CHF_LIBOR_BBA_Bloomberg displayName "CHF-LIBOR-BBA-Bloomberg" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + CHF_LIBOR_ISDA displayName "CHF-LIBOR-ISDA" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + CHF_LIBOR_Reference_Banks displayName "CHF-LIBOR-Reference Banks" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + CHF_OIS_11_00_ICAP displayName "CHF-OIS-11:00-ICAP" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + CHF_SARON displayName "CHF-SARON" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + CHF_SARON_Average_12M displayName "CHF-SARON Average 12M" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction."> + CHF_SARON_Average_1M displayName "CHF-SARON Average 1M" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction."> + CHF_SARON_Average_1W displayName "CHF-SARON Average 1W" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction."> + CHF_SARON_Average_2M displayName "CHF-SARON Average 2M" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction."> + CHF_SARON_Average_3M displayName "CHF-SARON Average 3M" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction."> + CHF_SARON_Average_6M displayName "CHF-SARON Average 6M" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction."> + CHF_SARON_Average_9M displayName "CHF-SARON Average 9M" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction."> + CHF_SARON_Compounded_Index displayName "CHF-SARON Compounded Index" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction."> + CHF_SARON_OIS_Compound_1 displayName "CHF-SARON-OIS Compound" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction."> + CHF_SARON_OIS_COMPOUND displayName "CHF-SARON-OIS-COMPOUND" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + CHF_TOIS_OIS_COMPOUND displayName "CHF-TOIS-OIS-COMPOUND" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + CHF_USD_Basis_Swaps_11_00_ICAP displayName "CHF USD-Basis Swaps-11:00-ICAP" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + CL_CLICP_Bloomberg displayName "CL-CLICP-Bloomberg" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + CLP_ICP displayName "CLP-ICP" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction."> + CLP_TNA displayName "CLP-TNA" <"Refers to the Indice Camara Promedio ('ICP') rate for Chilean Pesos which, for a Reset Date, is determined and published by the Asociacion de Bancos e Instituciones Financieras de Chile A.G. ('ABIF') in accordance with the 'Reglamento Indice de Camara Promedio' of the ABIF as published in the Diario Oficial de la Republica de Chile (the 'ICP Rules') and which is reported on the ABIF website by not later than 10:00 a.m., Santiago time, on that Reset Date."> + CNH_HIBOR displayName "CNH-HIBOR" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction."> + CNH_HIBOR_Reference_Banks displayName "CNH-HIBOR-Reference Banks" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + CNH_HIBOR_TMA displayName "CNH-HIBOR-TMA" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + CNY_7_Repo_Compounding_Date displayName "CNY 7-Repo Compounding Date" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + CNY_CNREPOFIX_CFXS_Reuters displayName "CNY-CNREPOFIX=CFXS-Reuters" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + CNY_Deposit_Rate displayName "CNY-Deposit Rate" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction."> + CNY_Fixing_Repo_Rate displayName "CNY-Fixing Repo Rate" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction."> + CNY_LPR displayName "CNY-LPR" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction."> + CNY_PBOCB_Reuters displayName "CNY-PBOCB-Reuters" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + CNY_Quarterly_7_day_Repo_Non_Deliverable_Swap_Rate_TRADITION displayName "CNY-Quarterly 7 day Repo Non Deliverable Swap Rate-TRADITION" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + CNY_Quarterly_7_day_Repo_Non_Deliverable_Swap_Rate_TRADITION_Reference_Banks displayName "CNY-Quarterly 7 day Repo Non Deliverable Swap Rate-TRADITION-Reference Banks" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + CNY_Quarterly_7D_Repo_NDS_Rate_Tradition displayName "CNY-Quarterly 7D Repo NDS Rate Tradition" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction."> + CNY_Semi_Annual_Swap_Rate_11_00_BGCANTOR displayName "CNY-Semi-Annual Swap Rate-11:00-BGCANTOR" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + CNY_Semi_Annual_Swap_Rate_Reference_Banks displayName "CNY-Semi-Annual Swap Rate-Reference Banks" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + CNY_SHIBOR displayName "CNY-SHIBOR" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction."> + CNY_SHIBOR_OIS_Compound displayName "CNY-SHIBOR-OIS Compound" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction."> + CNY_Shibor_OIS_Compounding displayName "CNY-Shibor-OIS-Compounding" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + CNY_SHIBOR_Reuters displayName "CNY-SHIBOR-Reuters" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.."> + COP_IBR_OIS_Compound_1 displayName "COP-IBR-OIS Compound" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction."> + COP_IBR_OIS_COMPOUND displayName "COP-IBR-OIS-COMPOUND" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + CZK_Annual_Swap_Rate_11_00_BGCANTOR displayName "CZK-Annual Swap Rate-11:00-BGCANTOR" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + CZK_Annual_Swap_Rate_Reference_Banks displayName "CZK-Annual Swap Rate-Reference Banks" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + CZK_CZEONIA displayName "CZK-CZEONIA" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction."> + CZK_CZEONIA_OIS_Compound displayName "CZK-CZEONIA-OIS Compound" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction."> + CZK_PRIBOR displayName "CZK-PRIBOR" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction."> + CZK_PRIBOR_PRBO displayName "CZK-PRIBOR-PRBO" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + CZK_PRIBOR_Reference_Banks displayName "CZK-PRIBOR-Reference Banks" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + DKK_CIBOR displayName "DKK-CIBOR" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction."> + DKK_CIBOR2 displayName "DKK-CIBOR2" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction."> + DKK_CIBOR2_Bloomberg displayName "DKK-CIBOR2-Bloomberg" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + DKK_CIBOR2_DKNA13 displayName "DKK-CIBOR2-DKNA13" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + DKK_CIBOR_DKNA13 displayName "DKK-CIBOR-DKNA13" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + DKK_CIBOR_DKNA13_Bloomberg displayName "DKK-CIBOR-DKNA13-Bloomberg" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + DKK_CIBOR_Reference_Banks displayName "DKK-CIBOR-Reference Banks" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + DKK_CITA displayName "DKK-CITA" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction."> + DKK_CITA_DKNA14_COMPOUND displayName "DKK-CITA-DKNA14-COMPOUND" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + DKK_DESTR displayName "DKK-DESTR" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction."> + DKK_DESTR_Compounded_Index displayName "DKK-DESTR Compounded Index" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction."> + DKK_DESTR_OIS_Compound displayName "DKK-DESTR-OIS Compound" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction."> + DKK_DKKOIS_OIS_COMPOUND displayName "DKK-DKKOIS-OIS-COMPOUND" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + DKK_Tom_Next_OIS_Compound displayName "DKK-Tom Next-OIS Compound" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction."> + EUR_3M_EURIBOR_SWAP_CME_vs_LCH_ICAP displayName "EUR-3M EURIBOR SWAP-CME vs LCH-ICAP" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + EUR_3M_EURIBOR_SWAP_CME_vs_LCH_ICAP_Bloomberg displayName "EUR-3M EURIBOR SWAP-CME vs LCH-ICAP-Bloomberg" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + EUR_3M_EURIBOR_SWAP_EUREX_vs_LCH_ICAP displayName "EUR-3M EURIBOR SWAP-EUREX vs LCH-ICAP" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + EUR_3M_EURIBOR_SWAP_EUREX_vs_LCH_ICAP_Bloomberg displayName "EUR-3M EURIBOR SWAP-EUREX vs LCH-ICAP-Bloomberg" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + EUR_6M_EURIBOR_SWAP_CME_vs_LCH_ICAP displayName "EUR-6M EURIBOR SWAP-CME vs LCH-ICAP" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + EUR_6M_EURIBOR_SWAP_CME_vs_LCH_ICAP_Bloomberg displayName "EUR-6M EURIBOR SWAP-CME vs LCH-ICAP-Bloomberg" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + EUR_6M_EURIBOR_SWAP_EUREX_vs_LCH_ICAP displayName "EUR-6M EURIBOR SWAP-EUREX vs LCH-ICAP" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + EUR_6M_EURIBOR_SWAP_EUREX_vs_LCH_ICAP_Bloomberg displayName "EUR-6M EURIBOR SWAP-EUREX vs LCH-ICAP-Bloomberg" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + EUR_Annual_Swap_Rate_10_00 displayName "EUR-Annual Swap Rate-10:00" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + EUR_Annual_Swap_Rate_10_00_BGCANTOR displayName "EUR-Annual Swap Rate-10:00-BGCANTOR" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + EUR_Annual_Swap_Rate_10_00_Bloomberg displayName "EUR-Annual Swap Rate-10:00-Bloomberg" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + EUR_Annual_Swap_Rate_10_00_ICAP displayName "EUR-Annual Swap Rate-10:00-ICAP" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + EUR_Annual_Swap_Rate_10_00_SwapMarker displayName "EUR-Annual Swap Rate-10:00-SwapMarker" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + EUR_Annual_Swap_Rate_10_00_TRADITION displayName "EUR-Annual Swap Rate-10:00-TRADITION" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + EUR_Annual_Swap_Rate_11_00 displayName "EUR-Annual Swap Rate-11:00" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + EUR_Annual_Swap_Rate_11_00_Bloomberg displayName "EUR-Annual Swap Rate-11:00-Bloomberg" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + EUR_Annual_Swap_Rate_11_00_ICAP displayName "EUR-Annual Swap Rate-11:00-ICAP" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + EUR_Annual_Swap_Rate_11_00_SwapMarker displayName "EUR-Annual Swap Rate-11:00-SwapMarker" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + EUR_Annual_Swap_Rate_3_Month displayName "EUR-Annual Swap Rate-3 Month" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + EUR_Annual_Swap_Rate_3_Month_SwapMarker displayName "EUR-Annual Swap Rate-3 Month-SwapMarker" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + EUR_Annual_Swap_Rate_4_15_TRADITION displayName "EUR-Annual Swap Rate-4:15-TRADITION" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + EUR_Annual_Swap_Rate_Reference_Banks displayName "EUR-Annual Swap Rate-Reference Banks" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + EUR_Basis_Swap_EONIA_vs_3m_EUR_IBOR_Swap_Rates_A_360_10_00_ICAP displayName "EUR Basis Swap-EONIA vs 3m EUR+IBOR Swap Rates-A/360-10:00-ICAP" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + EUR_CNO_TEC10 displayName "EUR-CNO TEC10" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction."> + EUR_EONIA displayName "EUR-EONIA" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction."> + EUR_EONIA_AVERAGE_1 displayName "EUR-EONIA-AVERAGE" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + EUR_EONIA_Average displayName "EUR-EONIA-Average" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction."> + EUR_EONIA_OIS_10_00_BGCANTOR displayName "EUR-EONIA-OIS-10:00-BGCANTOR" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + EUR_EONIA_OIS_10_00_ICAP displayName "EUR-EONIA-OIS-10:00-ICAP" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + EUR_EONIA_OIS_10_00_TRADITION displayName "EUR-EONIA-OIS-10:00-TRADITION" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + EUR_EONIA_OIS_11_00_ICAP displayName "EUR-EONIA-OIS-11:00-ICAP" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + EUR_EONIA_OIS_4_15_TRADITION displayName "EUR-EONIA-OIS-4:15-TRADITION" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + EUR_EONIA_OIS_Compound_1 displayName "EUR-EONIA-OIS Compound" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction."> + EUR_EONIA_OIS_COMPOUND displayName "EUR-EONIA-OIS-COMPOUND" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + EUR_EONIA_OIS_COMPOUND_Bloomberg displayName "EUR-EONIA-OIS-COMPOUND-Bloomberg" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + EUR_EONIA_Swap_Index displayName "EUR-EONIA-Swap-Index" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + EUR_EURIBOR displayName "EUR-EURIBOR" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction."> + EUR_EURIBOR_Act_365 displayName "EUR-EURIBOR-Act/365" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + EUR_EURIBOR_Act_365_Bloomberg displayName "EUR-EURIBOR-Act/365-Bloomberg" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + EUR_EURIBOR_Annual_Bond_Swap_vs_1m_11_00_ICAP displayName "EUR EURIBOR-Annual Bond Swap vs 1m-11:00-ICAP" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + EUR_EURIBOR_Basis_Swap_1m_vs_3m_Euribor_11_00_ICAP displayName "EUR EURIBOR-Basis Swap-1m vs 3m-Euribor-11:00-ICAP" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + EUR_EURIBOR_Basis_Swap_3m_vs_6m_11_00_ICAP displayName "EUR EURIBOR-Basis Swap-3m vs 6m-11:00-ICAP" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + EUR_EURIBOR_ICE_Swap_Rate_11_00 displayName "EUR-EURIBOR ICE Swap Rate-11:00" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction."> + EUR_EURIBOR_ICE_Swap_Rate_12_00 displayName "EUR-EURIBOR ICE Swap Rate-12:00" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction."> + EUR_EURIBOR_Reference_Banks displayName "EUR-EURIBOR-Reference Banks" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + EUR_EURIBOR_Reuters displayName "EUR-EURIBOR-Reuters" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + EUR_EURIBOR_Telerate displayName "EUR-EURIBOR-Telerate" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + EUR_EURONIA_OIS_Compound_1 displayName "EUR-EURONIA-OIS Compound" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction."> + EUR_EURONIA_OIS_COMPOUND displayName "EUR-EURONIA-OIS-COMPOUND" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + EUR_EuroSTR displayName "EUR-EuroSTR" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + EUR_EuroSTR_Average_12M displayName "EUR-EuroSTR Average 12M" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + EUR_EuroSTR_Average_1M displayName "EUR-EuroSTR Average 1M" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + EUR_EuroSTR_Average_1W displayName "EUR-EuroSTR Average 1W" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + EUR_EuroSTR_Average_3M displayName "EUR-EuroSTR Average 3M" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + EUR_EuroSTR_Average_6M displayName "EUR-EuroSTR Average 6M" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + EUR_EuroSTR_COMPOUND displayName "EUR-EuroSTR-COMPOUND" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + EUR_EuroSTR_Compounded_Index displayName "EUR-EuroSTR Compounded Index" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + EUR_EuroSTR_ICE_Compounded_Index displayName "EUR-EuroSTR ICE Compounded Index" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + EUR_EuroSTR_ICE_Compounded_Index_0_Floor displayName "EUR-EuroSTR ICE Compounded Index 0 Floor" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + EUR_EuroSTR_ICE_Compounded_Index_0_Floor_2D_Lag displayName "EUR-EuroSTR ICE Compounded Index 0 Floor 2D Lag" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + EUR_EuroSTR_ICE_Compounded_Index_0_Floor_5D_Lag displayName "EUR-EuroSTR ICE Compounded Index 0 Floor 5D Lag" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + EUR_EuroSTR_ICE_Compounded_Index_2D_Lag displayName "EUR-EuroSTR ICE Compounded Index 2D Lag" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + EUR_EuroSTR_ICE_Compounded_Index_5D_Lag displayName "EUR-EuroSTR ICE Compounded Index 5D Lag" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + EUR_EuroSTR_OIS_Compound displayName "EUR-EuroSTR-OIS Compound" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction."> + EUR_EuroSTR_Term displayName "EUR-EuroSTR Term" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction."> + EUR_ISDA_EURIBOR_Swap_Rate_11_00 displayName "EUR-ISDA-EURIBOR Swap Rate-11:00" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + EUR_ISDA_EURIBOR_Swap_Rate_12_00 displayName "EUR-ISDA-EURIBOR Swap Rate-12:00" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + EUR_ISDA_LIBOR_Swap_Rate_10_00 displayName "EUR-ISDA-LIBOR Swap Rate-10:00" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + EUR_ISDA_LIBOR_Swap_Rate_11_00 displayName "EUR-ISDA-LIBOR Swap Rate-11:00" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + EUR_LIBOR displayName "EUR-LIBOR" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction."> + EUR_LIBOR_BBA displayName "EUR-LIBOR-BBA" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + EUR_LIBOR_BBA_Bloomberg displayName "EUR-LIBOR-BBA-Bloomberg" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + EUR_LIBOR_Reference_Banks displayName "EUR-LIBOR-Reference Banks" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + EUR_TAM_CDC displayName "EUR-TAM-CDC" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + EUR_TEC10_CNO displayName "EUR-TEC10-CNO" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + EUR_TEC10_CNO_SwapMarker displayName "EUR-TEC10-CNO-SwapMarker" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + EUR_TEC10_Reference_Banks displayName "EUR-TEC10-Reference Banks" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + EUR_TEC5_CNO displayName "EUR-TEC5-CNO" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + EUR_TEC5_CNO_SwapMarker displayName "EUR-TEC5-CNO-SwapMarker" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + EUR_TEC5_Reference_Banks displayName "EUR-TEC5-Reference Banks" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + EUR_TMM_CDC_COMPOUND displayName "EUR-TMM-CDC-COMPOUND" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + EUR_USD_Basis_Swaps_11_00_ICAP displayName "EUR USD-Basis Swaps-11:00-ICAP" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + GBP_6M_LIBOR_SWAP_CME_vs_LCH_ICAP displayName "GBP-6M LIBOR SWAP-CME vs LCH-ICAP" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + GBP_6M_LIBOR_SWAP_CME_vs_LCH_ICAP_Bloomberg displayName "GBP-6M LIBOR SWAP-CME vs LCH-ICAP-Bloomberg" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + GBP_6M_LIBOR_SWAP_EUREX_vs_LCH_ICAP displayName "GBP-6M LIBOR SWAP-EUREX vs LCH-ICAP" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + GBP_6M_LIBOR_SWAP_EUREX_vs_LCH_ICAP_Bloomberg displayName "GBP-6M LIBOR SWAP-EUREX vs LCH-ICAP-Bloomberg" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + GBP_ISDA_Swap_Rate displayName "GBP-ISDA-Swap Rate" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + GBP_LIBOR displayName "GBP-LIBOR" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction."> + GBP_LIBOR_BBA displayName "GBP-LIBOR-BBA" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + GBP_LIBOR_BBA_Bloomberg displayName "GBP-LIBOR-BBA-Bloomberg" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + GBP_LIBOR_ICE_Swap_Rate displayName "GBP-LIBOR ICE Swap Rate" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction."> + GBP_LIBOR_ISDA displayName "GBP-LIBOR-ISDA" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + GBP_LIBOR_Reference_Banks displayName "GBP-LIBOR-Reference Banks" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + GBP_RONIA displayName "GBP-RONIA" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction."> + GBP_RONIA_OIS_Compound displayName "GBP-RONIA-OIS Compound" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction."> + GBP_Semi_Annual_Swap_Rate displayName "GBP-Semi-Annual Swap Rate" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + GBP_Semi_Annual_Swap_Rate_11_00_ICAP displayName "GBP-Semi-Annual Swap Rate-11:00-ICAP" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + GBP_Semi_Annual_Swap_Rate_11_00_TRADITION displayName "GBP-Semi Annual Swap Rate-11:00-TRADITION" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + GBP_Semi_Annual_Swap_Rate_4_15_TRADITION displayName "GBP-Semi Annual Swap Rate-4:15-TRADITION" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + GBP_Semi_Annual_Swap_Rate_Reference_Banks displayName "GBP-Semi-Annual Swap Rate-Reference Banks" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + GBP_Semi_Annual_Swap_Rate_SwapMarker26 displayName "GBP-Semi-Annual Swap Rate-SwapMarker26" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + GBP_SONIA displayName "GBP-SONIA" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + GBP_SONIA_COMPOUND displayName "GBP-SONIA-COMPOUND" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + GBP_SONIA_Compounded_Index displayName "GBP-SONIA Compounded Index" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + GBP_SONIA_ICE_Compounded_Index displayName "GBP-SONIA ICE Compounded Index" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + GBP_SONIA_ICE_Compounded_Index_0_Floor displayName "GBP-SONIA ICE Compounded Index 0 Floor" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + GBP_SONIA_ICE_Compounded_Index_0_Floor_2D_Lag displayName "GBP-SONIA ICE Compounded Index 0 Floor 2D Lag" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + GBP_SONIA_ICE_Compounded_Index_0_Floor_5D_Lag displayName "GBP-SONIA ICE Compounded Index 0 Floor 5D Lag" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + GBP_SONIA_ICE_Compounded_Index_2D_Lag displayName "GBP-SONIA ICE Compounded Index 2D Lag" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + GBP_SONIA_ICE_Compounded_Index_5D_Lag displayName "GBP-SONIA ICE Compounded Index 5D Lag" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + GBP_SONIA_ICE_Swap_Rate displayName "GBP-SONIA ICE Swap Rate" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction."> + GBP_SONIA_ICE_Term displayName "GBP-SONIA ICE Term" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + GBP_SONIA_OIS_11_00_ICAP displayName "GBP-SONIA-OIS-11:00-ICAP" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + GBP_SONIA_OIS_11_00_TRADITION displayName "GBP-SONIA-OIS-11:00-TRADITION" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + GBP_SONIA_OIS_4_15_TRADITION displayName "GBP-SONIA-OIS-4:15-TRADITION" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + GBP_SONIA_OIS_Compound displayName "GBP-SONIA-OIS Compound" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction."> + GBP_SONIA_Refinitiv_Term displayName "GBP-SONIA Refinitiv Term" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + GBP_SONIA_Swap_Rate displayName "GBP-SONIA Swap Rate" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + GBP_UK_Base_Rate displayName "GBP-UK Base Rate" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction."> + GBP_USD_Basis_Swaps_11_00_ICAP displayName "GBP USD-Basis Swaps-11:00-ICAP" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + GBP_WMBA_RONIA_COMPOUND displayName "GBP-WMBA-RONIA-COMPOUND" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + GBP_WMBA_SONIA_COMPOUND displayName "GBP-WMBA-SONIA-COMPOUND" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + GRD_ATHIBOR_ATHIBOR displayName "GRD-ATHIBOR-ATHIBOR" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + GRD_ATHIBOR_Reference_Banks displayName "GRD-ATHIBOR-Reference Banks" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + GRD_ATHIBOR_Telerate displayName "GRD-ATHIBOR-Telerate" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + GRD_ATHIMID_Reference_Banks displayName "GRD-ATHIMID-Reference Banks" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + GRD_ATHIMID_Reuters displayName "GRD-ATHIMID-Reuters" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + HKD_HIBOR displayName "HKD-HIBOR" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction."> + HKD_HIBOR_HIBOR_ displayName "HKD-HIBOR-HIBOR=" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + HKD_HIBOR_HIBOR_Bloomberg displayName "HKD-HIBOR-HIBOR-Bloomberg" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + HKD_HIBOR_HKAB displayName "HKD-HIBOR-HKAB" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + HKD_HIBOR_HKAB_Bloomberg displayName "HKD-HIBOR-HKAB-Bloomberg" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + HKD_HIBOR_ISDC displayName "HKD-HIBOR-ISDC" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + HKD_HIBOR_Reference_Banks displayName "HKD-HIBOR-Reference Banks" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + HKD_HONIA displayName "HKD-HONIA" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + HKD_HONIA_OIS_Compound displayName "HKD-HONIA-OIS Compound" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction."> + HKD_HONIX_OIS_COMPOUND displayName "HKD-HONIX-OIS-COMPOUND" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + HKD_ISDA_Swap_Rate_11_00 displayName "HKD-ISDA-Swap Rate-11:00" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + HKD_ISDA_Swap_Rate_4_00 displayName "HKD-ISDA-Swap Rate-4:00" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + HKD_Quarterly_Annual_Swap_Rate_11_00_BGCANTOR displayName "HKD-Quarterly-Annual Swap Rate-11:00-BGCANTOR" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + HKD_Quarterly_Annual_Swap_Rate_11_00_TRADITION displayName "HKD-Quarterly-Annual Swap Rate-11:00-TRADITION" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + HKD_Quarterly_Annual_Swap_Rate_4_00_BGCANTOR displayName "HKD-Quarterly-Annual Swap Rate-4:00-BGCANTOR" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + HKD_Quarterly_Annual_Swap_Rate_Reference_Banks displayName "HKD-Quarterly-Annual Swap Rate-Reference Banks" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + HKD_Quarterly_Quarterly_Swap_Rate_11_00_ICAP displayName "HKD-Quarterly-Quarterly Swap Rate-11:00-ICAP" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + HKD_Quarterly_Quarterly_Swap_Rate_4_00_ICAP displayName "HKD-Quarterly-Quarterly Swap Rate-4:00-ICAP" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + HKD_Quarterly_Quarterly_Swap_Rate_Reference_Banks displayName "HKD-Quarterly-Quarterly Swap Rate-Reference Banks" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + HUF_BUBOR displayName "HUF-BUBOR" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction."> + HUF_BUBOR_Reference_Banks displayName "HUF-BUBOR-Reference Banks" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + HUF_BUBOR_Reuters displayName "HUF-BUBOR-Reuters" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + HUF_HUFONIA displayName "HUF-HUFONIA" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction."> + HUF_HUFONIA_OIS_Compound displayName "HUF-HUFONIA-OIS Compound" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction."> + IDR_IDMA_Bloomberg displayName "IDR-IDMA-Bloomberg" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + IDR_IDRFIX displayName "IDR-IDRFIX" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + IDR_JIBOR displayName "IDR-JIBOR" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction."> + IDR_JIBOR_Reuters displayName "IDR-JIBOR-Reuters" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + IDR_SBI_Reuters displayName "IDR-SBI-Reuters" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + IDR_Semi_Annual_Swap_Rate_11_00_BGCANTOR displayName "IDR-Semi-Annual Swap Rate-11:00-BGCANTOR" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + IDR_Semi_Annual_Swap_Rate_Non_deliverable_16_00_Tullett_Prebon displayName "IDR-Semi Annual Swap Rate-Non-deliverable-16:00-Tullett Prebon" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + IDR_Semi_Annual_Swap_Rate_Reference_Banks displayName "IDR-Semi-Annual Swap Rate-Reference Banks" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + IDR_SOR_Reference_Banks displayName "IDR-SOR-Reference Banks" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + IDR_SOR_Reuters displayName "IDR-SOR-Reuters" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + IDR_SOR_Telerate displayName "IDR-SOR-Telerate" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + ILS_SHIR displayName "ILS-SHIR" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction."> + ILS_SHIR_OIS_Compound displayName "ILS-SHIR-OIS Compound" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction."> + ILS_TELBOR displayName "ILS-TELBOR" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction."> + ILS_TELBOR01_Reuters displayName "ILS-TELBOR01-Reuters" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + ILS_TELBOR_Reference_Banks displayName "ILS-TELBOR-Reference Banks" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + INR_BMK displayName "INR-BMK" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + INR_CMT displayName "INR-CMT" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + INR_FBIL_MIBOR_OIS_COMPOUND displayName "INR-FBIL-MIBOR-OIS-COMPOUND" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + INR_INBMK_REUTERS displayName "INR-INBMK-REUTERS" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + INR_MIBOR_OIS displayName "INR-MIBOR OIS" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction."> + INR_MIBOR_OIS_Compound_1 displayName "INR-MIBOR-OIS Compound" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction."> + INR_MIBOR_OIS_COMPOUND displayName "INR-MIBOR-OIS-COMPOUND" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + INR_MIFOR displayName "INR-MIFOR" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + INR_MIOIS displayName "INR-MIOIS" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + INR_MITOR_OIS_COMPOUND displayName "INR-MITOR-OIS-COMPOUND" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + INR_Modified_MIFOR displayName "INR-Modified MIFOR" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + INR_Reference_Banks displayName "INR-Reference Banks" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + INR_Semi_Annual_Swap_Rate_11_30_BGCANTOR displayName "INR-Semi-Annual Swap Rate-11:30-BGCANTOR" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + INR_Semi_Annual_Swap_Rate_Non_deliverable_16_00_Tullett_Prebon displayName "INR-Semi Annual Swap Rate-Non-deliverable-16:00-Tullett Prebon" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + INR_Semi_Annual_Swap_Rate_Reference_Banks displayName "INR-Semi-Annual Swap Rate-Reference Banks" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + ISK_REIBOR displayName "ISK-REIBOR" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction."> + ISK_REIBOR_Reference_Banks displayName "ISK-REIBOR-Reference Banks" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + ISK_REIBOR_Reuters displayName "ISK-REIBOR-Reuters" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + JPY_Annual_Swap_Rate_11_00_TRADITION displayName "JPY-Annual Swap Rate-11:00-TRADITION" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + JPY_Annual_Swap_Rate_3_00_TRADITION displayName "JPY-Annual Swap Rate-3:00-TRADITION" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + JPY_BBSF_Bloomberg_10_00 displayName "JPY-BBSF-Bloomberg-10:00" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + JPY_BBSF_Bloomberg_15_00 displayName "JPY-BBSF-Bloomberg-15:00" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + JPY_Euroyen_TIBOR displayName "JPY-Euroyen TIBOR" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction."> + JPY_ISDA_Swap_Rate_10_00 displayName "JPY-ISDA-Swap Rate-10:00" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + JPY_ISDA_Swap_Rate_15_00 displayName "JPY-ISDA-Swap Rate-15:00" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + JPY_LIBOR displayName "JPY-LIBOR" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction."> + JPY_LIBOR_BBA displayName "JPY-LIBOR-BBA" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + JPY_LIBOR_BBA_Bloomberg displayName "JPY-LIBOR-BBA-Bloomberg" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + JPY_LIBOR_FRASETT displayName "JPY-LIBOR-FRASETT" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + JPY_LIBOR_ISDA displayName "JPY-LIBOR-ISDA" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + JPY_LIBOR_Reference_Banks displayName "JPY-LIBOR-Reference Banks" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + JPY_LIBOR_TSR_10_00 displayName "JPY-LIBOR TSR-10:00" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction."> + JPY_LIBOR_TSR_15_00 displayName "JPY-LIBOR TSR-15:00" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction."> + JPY_LTPR_MHBK displayName "JPY-LTPR MHBK" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction."> + JPY_LTPR_MHCB displayName "JPY-LTPR-MHCB" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + JPY_LTPR_TBC displayName "JPY-LTPR-TBC" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + JPY_MUTANCALL_TONAR displayName "JPY-MUTANCALL-TONAR" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + JPY_OIS_11_00_ICAP displayName "JPY-OIS-11:00-ICAP" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + JPY_OIS_11_00_TRADITION displayName "JPY-OIS-11:00-TRADITION" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + JPY_OIS_3_00_TRADITION displayName "JPY-OIS-3:00-TRADITION" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + JPY_Quoting_Banks_LIBOR displayName "JPY-Quoting Banks-LIBOR" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + JPY_STPR_Quoting_Banks displayName "JPY-STPR-Quoting Banks" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + JPY_TIBOR displayName "JPY-TIBOR" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction."> + JPY_TIBOR_17096 displayName "JPY-TIBOR-17096" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + JPY_TIBOR_17097 displayName "JPY-TIBOR-17097" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + JPY_TIBOR_DTIBOR01 displayName "JPY-TIBOR-DTIBOR01" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + JPY_TIBOR_TIBM displayName "JPY-TIBOR-TIBM" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + JPY_TIBOR_TIBM__10_Banks_ displayName "JPY-TIBOR-TIBM (10 Banks)" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + JPY_TIBOR_TIBM__5_Banks_ displayName "JPY-TIBOR-TIBM (5 Banks)" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + JPY_TIBOR_TIBM__All_Banks_ displayName "JPY-TIBOR-TIBM (All Banks)" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + JPY_TIBOR_TIBM__All_Banks__Bloomberg displayName "JPY-TIBOR-TIBM (All Banks)-Bloomberg" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + JPY_TIBOR_TIBM_Reference_Banks displayName "JPY-TIBOR-TIBM-Reference Banks" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + JPY_TIBOR_ZTIBOR displayName "JPY-TIBOR-ZTIBOR" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + JPY_TONA displayName "JPY-TONA" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + JPY_TONA_Average_180D displayName "JPY-TONA Average 180D" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + JPY_TONA_Average_30D displayName "JPY-TONA Average 30D" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + JPY_TONA_Average_90D displayName "JPY-TONA Average 90D" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + JPY_TONA_Compounded_Index displayName "JPY-TONA Compounded Index" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + JPY_TONA_ICE_Compounded_Index displayName "JPY-TONA ICE Compounded Index" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + JPY_TONA_ICE_Compounded_Index_0_Floor displayName "JPY-TONA ICE Compounded Index 0 Floor" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + JPY_TONA_ICE_Compounded_Index_0_Floor_2D_Lag displayName "JPY-TONA ICE Compounded Index 0 Floor 2D Lag" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + JPY_TONA_ICE_Compounded_Index_0_Floor_5D_Lag displayName "JPY-TONA ICE Compounded Index 0 Floor 5D Lag" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + JPY_TONA_ICE_Compounded_Index_2D_Lag displayName "JPY-TONA ICE Compounded Index 2D Lag" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + JPY_TONA_ICE_Compounded_Index_5D_Lag displayName "JPY-TONA ICE Compounded Index 5D Lag" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + JPY_TONA_OIS_Compound_1 displayName "JPY-TONA-OIS Compound" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction."> + JPY_TONA_OIS_COMPOUND displayName "JPY-TONA-OIS-COMPOUND" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + JPY_TONA_TSR_10_00 displayName "JPY-TONA TSR-10:00" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + JPY_TONA_TSR_15_00 displayName "JPY-TONA TSR-15:00" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + JPY_TORF_QUICK displayName "JPY-TORF QUICK" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + JPY_TSR_Reference_Banks displayName "JPY-TSR-Reference Banks" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + JPY_TSR_Reuters_10_00 displayName "JPY-TSR-Reuters-10:00" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + JPY_TSR_Reuters_15_00 displayName "JPY-TSR-Reuters-15:00" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + JPY_TSR_Telerate_10_00 displayName "JPY-TSR-Telerate-10:00" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + JPY_TSR_Telerate_15_00 displayName "JPY-TSR-Telerate-15:00" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + JPY_USD_Basis_Swaps_11_00_ICAP displayName "JPY USD-Basis Swaps-11:00-ICAP" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + KRW_Bond_3222 displayName "KRW-Bond-3222" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + KRW_CD_3220 displayName "KRW-CD-3220" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + KRW_CD_91D displayName "KRW-CD 91D" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction."> + KRW_CD_KSDA_Bloomberg displayName "KRW-CD-KSDA-Bloomberg" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + KRW_KOFR displayName "KRW-KOFR" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction."> + KRW_KOFR_OIS_Compound displayName "KRW-KOFR-OIS Compound" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction."> + KRW_Quarterly_Annual_Swap_Rate_3_30_ICAP displayName "KRW-Quarterly Annual Swap Rate-3:30-ICAP" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + MXN_TIIE displayName "MXN-TIIE" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction."> + MXN_TIIE_Banxico displayName "MXN-TIIE-Banxico" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + MXN_TIIE_Banxico_Bloomberg displayName "MXN-TIIE-Banxico-Bloomberg" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + MXN_TIIE_Banxico_Reference_Banks displayName "MXN-TIIE-Banxico-Reference Banks" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + MXN_TIIE_ON displayName "MXN-TIIE ON" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction."> + MXN_TIIE_ON_OIS_Compound displayName "MXN-TIIE ON-OIS Compound" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction."> + MXN_TIIE_Reference_Banks displayName "MXN-TIIE-Reference Banks" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + MYR_KLIBOR displayName "MYR-KLIBOR" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction."> + MYR_KLIBOR_BNM displayName "MYR-KLIBOR-BNM" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + MYR_KLIBOR_Reference_Banks displayName "MYR-KLIBOR-Reference Banks" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + MYR_MYOR displayName "MYR-MYOR" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction."> + MYR_MYOR_OIS_Compound displayName "MYR-MYOR-OIS Compound" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction."> + MYR_Quarterly_Swap_Rate_11_00_TRADITION displayName "MYR-Quarterly Swap Rate-11:00-TRADITION" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + MYR_Quarterly_Swap_Rate_TRADITION_Reference_Banks displayName "MYR-Quarterly Swap Rate-TRADITION-Reference Banks" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + NOK_NIBOR displayName "NOK-NIBOR" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction."> + NOK_NIBOR_NIBR displayName "NOK-NIBOR-NIBR" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + NOK_NIBOR_NIBR_Bloomberg displayName "NOK-NIBOR-NIBR-Bloomberg" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + NOK_NIBOR_NIBR_Reference_Banks displayName "NOK-NIBOR-NIBR-Reference Banks" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + NOK_NIBOR_OIBOR displayName "NOK-NIBOR-OIBOR" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + NOK_NIBOR_Reference_Banks displayName "NOK-NIBOR-Reference Banks" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + NOK_NOWA displayName "NOK-NOWA" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + NOK_NOWA_OIS_Compound displayName "NOK-NOWA-OIS Compound" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction."> + NZD_BBR_BID displayName "NZD-BBR-BID" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + NZD_BBR_FRA displayName "NZD-BBR-FRA" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + NZD_BBR_ISDC displayName "NZD-BBR-ISDC" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + NZD_BBR_Reference_Banks displayName "NZD-BBR-Reference Banks" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + NZD_BBR_Telerate displayName "NZD-BBR-Telerate" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + NZD_BKBM_Bid displayName "NZD-BKBM Bid" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction."> + NZD_BKBM_FRA displayName "NZD-BKBM FRA" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction."> + NZD_BKBM_FRA_Swap_Rate_ICAP displayName "NZD-BKBM FRA Swap Rate ICAP" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction."> + NZD_NZIONA displayName "NZD-NZIONA" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + NZD_NZIONA_OIS_Compound_1 displayName "NZD-NZIONA-OIS Compound" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction."> + NZD_NZIONA_OIS_COMPOUND displayName "NZD-NZIONA-OIS-COMPOUND" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + NZD_Semi_Annual_Swap_Rate_11_00_BGCANTOR displayName "NZD-Semi-Annual Swap Rate-11:00-BGCANTOR" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + NZD_Semi_Annual_Swap_Rate_BGCANTOR_Reference_Banks displayName "NZD-Semi-Annual Swap Rate-BGCANTOR-Reference Banks" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + NZD_Swap_Rate_ICAP displayName "NZD-Swap Rate-ICAP" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + NZD_Swap_Rate_ICAP_Reference_Banks displayName "NZD-Swap Rate-ICAP-Reference Banks" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + PHP_PHIREF displayName "PHP-PHIREF" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction."> + PHP_PHIREF_BAP displayName "PHP-PHIREF-BAP" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + PHP_PHIREF_Bloomberg displayName "PHP-PHIREF-Bloomberg" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + PHP_PHIREF_Reference_Banks displayName "PHP-PHIREF-Reference Banks" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + PHP_Semi_Annual_Swap_Rate_11_00_BGCANTOR displayName "PHP-Semi-Annual Swap Rate-11:00-BGCANTOR" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + PHP_Semi_Annual_Swap_Rate_Reference_Banks displayName "PHP-Semi-Annual Swap Rate-Reference Banks" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + PLN_POLONIA displayName "PLN-POLONIA" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction."> + PLN_POLONIA_OIS_Compound_1 displayName "PLN-POLONIA-OIS Compound" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction."> + PLN_POLONIA_OIS_COMPOUND displayName "PLN-POLONIA-OIS-COMPOUND" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + PLN_WIBID displayName "PLN-WIBID" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction."> + PLN_WIBOR displayName "PLN-WIBOR" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction."> + PLN_WIBOR_Reference_Banks displayName "PLN-WIBOR-Reference Banks" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + PLN_WIBOR_WIBO displayName "PLN-WIBOR-WIBO" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + PLN_WIRON displayName "PLN-WIRON" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction."> + PLN_WIRON_OIS_Compound displayName "PLN-WIRON-OIS Compound" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction."> + PLZ_WIBOR_Reference_Banks displayName "PLZ-WIBOR-Reference Banks" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + PLZ_WIBOR_WIBO displayName "PLZ-WIBOR-WIBO" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + REPOFUNDS_RATE_FRANCE_OIS_COMPOUND displayName "REPOFUNDS RATE-FRANCE-OIS-COMPOUND" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + REPOFUNDS_RATE_GERMANY_OIS_COMPOUND displayName "REPOFUNDS RATE-GERMANY-OIS-COMPOUND" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + REPOFUNDS_RATE_ITALY_OIS_COMPOUND displayName "REPOFUNDS RATE-ITALY-OIS-COMPOUND" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + RON_Annual_Swap_Rate_11_00_BGCANTOR displayName "RON-Annual Swap Rate-11:00-BGCANTOR" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + RON_Annual_Swap_Rate_Reference_Banks displayName "RON-Annual Swap Rate-Reference Banks" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + RON_RBOR_Reuters displayName "RON-RBOR-Reuters" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + RON_ROBID displayName "RON-ROBID" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction."> + RON_ROBOR displayName "RON-ROBOR" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction."> + RUB_Annual_Swap_Rate_11_00_BGCANTOR displayName "RUB-Annual Swap Rate-11:00-BGCANTOR" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + RUB_Annual_Swap_Rate_12_45_TRADITION displayName "RUB-Annual Swap Rate-12:45-TRADITION" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + RUB_Annual_Swap_Rate_4_15_TRADITION displayName "RUB-Annual Swap Rate-4:15-TRADITION" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + RUB_Annual_Swap_Rate_Reference_Banks displayName "RUB-Annual Swap Rate-Reference Banks" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + RUB_Annual_Swap_Rate_TRADITION_Reference_Banks displayName "RUB-Annual Swap Rate-TRADITION-Reference Banks" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + RUB_Key_Rate_CBRF displayName "RUB-Key Rate CBRF" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction."> + RUB_MosPrime displayName "RUB-MosPrime" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction."> + RUB_MOSPRIME_NFEA displayName "RUB-MOSPRIME-NFEA" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + RUB_MOSPRIME_Reference_Banks displayName "RUB-MOSPRIME-Reference Banks" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + RUB_RUONIA displayName "RUB-RUONIA" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction."> + RUB_RUONIA_OIS_Compound_1 displayName "RUB-RUONIA-OIS Compound" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction."> + RUB_RUONIA_OIS_COMPOUND displayName "RUB-RUONIA-OIS-COMPOUND" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + SAR_SAIBOR displayName "SAR-SAIBOR" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction."> + SAR_SRIOR_Reference_Banks displayName "SAR-SRIOR-Reference Banks" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + SAR_SRIOR_SUAA displayName "SAR-SRIOR-SUAA" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + SEK_Annual_Swap_Rate displayName "SEK-Annual Swap Rate" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + SEK_Annual_Swap_Rate_SESWFI displayName "SEK-Annual Swap Rate-SESWFI" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + SEK_SIOR_OIS_COMPOUND displayName "SEK-SIOR-OIS-COMPOUND" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + SEK_STIBOR displayName "SEK-STIBOR" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction."> + SEK_STIBOR_Bloomberg displayName "SEK-STIBOR-Bloomberg" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + SEK_STIBOR_OIS_Compound displayName "SEK-STIBOR-OIS Compound" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction."> + SEK_STIBOR_Reference_Banks displayName "SEK-STIBOR-Reference Banks" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + SEK_STIBOR_SIDE displayName "SEK-STIBOR-SIDE" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + SEK_SWESTR displayName "SEK-SWESTR" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + SEK_SWESTR_Average_1M displayName "SEK-SWESTR Average 1M" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + SEK_SWESTR_Average_1W displayName "SEK-SWESTR Average 1W" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + SEK_SWESTR_Average_2M displayName "SEK-SWESTR Average 2M" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + SEK_SWESTR_Average_3M displayName "SEK-SWESTR Average 3M" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + SEK_SWESTR_Average_6M displayName "SEK-SWESTR Average 6M" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + SEK_SWESTR_Compounded_Index displayName "SEK-SWESTR Compounded Index" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + SEK_SWESTR_OIS_Compound displayName "SEK-SWESTR-OIS Compound" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + SGD_Semi_Annual_Currency_Basis_Swap_Rate_11_00_Tullett_Prebon displayName "SGD-Semi-Annual Currency Basis Swap Rate-11:00-Tullett Prebon" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + SGD_Semi_Annual_Currency_Basis_Swap_Rate_16_00_Tullett_Prebon displayName "SGD-Semi-Annual Currency Basis Swap Rate-16:00-Tullett Prebon" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + SGD_Semi_Annual_Swap_Rate_11_00_BGCANTOR displayName "SGD-Semi-Annual Swap Rate-11:00-BGCANTOR" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + SGD_Semi_Annual_Swap_Rate_11_00_Tullett_Prebon displayName "SGD-Semi-Annual Swap Rate-11:00-Tullett Prebon" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + SGD_Semi_Annual_Swap_Rate_11_00_TRADITION displayName "SGD-Semi-Annual Swap Rate-11.00-TRADITION" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + SGD_Semi_Annual_Swap_Rate_16_00_Tullett_Prebon displayName "SGD-Semi-Annual Swap Rate-16:00-Tullett Prebon" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + SGD_Semi_Annual_Swap_Rate_ICAP displayName "SGD-Semi-Annual Swap Rate-ICAP" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + SGD_Semi_Annual_Swap_Rate_ICAP_Reference_Banks displayName "SGD-Semi-Annual Swap Rate-ICAP-Reference Banks" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + SGD_Semi_Annual_Swap_Rate_Reference_Banks displayName "SGD-Semi-Annual Swap Rate-Reference Banks" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + SGD_Semi_Annual_Swap_Rate_TRADITION_Reference_Banks displayName "SGD-Semi-Annual Swap Rate-TRADITION-Reference Banks" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + SGD_SIBOR displayName "SGD-SIBOR" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction."> + SGD_SIBOR_Reference_Banks displayName "SGD-SIBOR-Reference Banks" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + SGD_SIBOR_Reuters displayName "SGD-SIBOR-Reuters" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + SGD_SIBOR_Telerate displayName "SGD-SIBOR-Telerate" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + SGD_SONAR_OIS_COMPOUND displayName "SGD-SONAR-OIS-COMPOUND" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + SGD_SONAR_OIS_VWAP_COMPOUND displayName "SGD-SONAR-OIS-VWAP-COMPOUND" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + SGD_SOR displayName "SGD-SOR" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction."> + SGD_SORA displayName "SGD-SORA" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + SGD_SORA_COMPOUND displayName "SGD-SORA-COMPOUND" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + SGD_SORA_OIS_Compound displayName "SGD-SORA-OIS Compound" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction."> + SGD_SOR_Reference_Banks displayName "SGD-SOR-Reference Banks" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + SGD_SOR_Reuters displayName "SGD-SOR-Reuters" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + SGD_SOR_Telerate displayName "SGD-SOR-Telerate" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + SGD_SOR_VWAP displayName "SGD-SOR-VWAP" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + SGD_SOR_VWAP_Reference_Banks displayName "SGD-SOR-VWAP-Reference Banks" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + SKK_BRIBOR_Bloomberg displayName "SKK-BRIBOR-Bloomberg" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + SKK_BRIBOR_BRBO displayName "SKK-BRIBOR-BRBO" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + SKK_BRIBOR_NBSK07 displayName "SKK-BRIBOR-NBSK07" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + SKK_BRIBOR_Reference_Banks displayName "SKK-BRIBOR-Reference Banks" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + THB_Semi_Annual_Swap_Rate_11_00_BGCANTOR displayName "THB-Semi-Annual Swap Rate-11:00-BGCANTOR" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + THB_Semi_Annual_Swap_Rate_Reference_Banks displayName "THB-Semi-Annual Swap Rate-Reference Banks" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + THB_SOR_Reference_Banks displayName "THB-SOR-Reference Banks" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + THB_SOR_Reuters displayName "THB-SOR-Reuters" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + THB_SOR_Telerate displayName "THB-SOR-Telerate" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + THB_THBFIX displayName "THB-THBFIX" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction."> + THB_THBFIX_Reference_Banks displayName "THB-THBFIX-Reference Banks" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + THB_THBFIX_Reuters displayName "THB-THBFIX-Reuters" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + THB_THOR displayName "THB-THOR" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + THB_THOR_COMPOUND displayName "THB-THOR-COMPOUND" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + THB_THOR_OIS_Compound displayName "THB-THOR-OIS Compound" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction."> + TRY_Annual_Swap_Rate_11_00_TRADITION displayName "TRY Annual Swap Rate-11:00-TRADITION" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + TRY_Annual_Swap_Rate_11_15_BGCANTOR displayName "TRY-Annual Swap Rate-11:15-BGCANTOR" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + TRY_Annual_Swap_Rate_Reference_Banks displayName "TRY-Annual Swap Rate-Reference Banks" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + TRY_Semi_Annual_Swap_Rate_TRADITION_Reference_Banks displayName "TRY-Semi-Annual Swap Rate-TRADITION-Reference Banks" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + TRY_TLREF displayName "TRY-TLREF" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction."> + TRY_TLREF_OIS_Compound_1 displayName "TRY-TLREF-OIS Compound" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction."> + TRY_TLREF_OIS_COMPOUND displayName "TRY-TLREF-OIS-COMPOUND" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + TRY_TRLIBOR displayName "TRY-TRLIBOR" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction."> + TRY_TRYIBOR_Reference_Banks displayName "TRY-TRYIBOR-Reference Banks" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + TRY_TRYIBOR_Reuters displayName "TRY-TRYIBOR-Reuters" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + TWD_Quarterly_Annual_Swap_Rate_11_00_BGCANTOR displayName "TWD-Quarterly-Annual Swap Rate-11:00-BGCANTOR" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + TWD_Quarterly_Annual_Swap_Rate_Reference_Banks displayName "TWD-Quarterly-Annual Swap Rate-Reference Banks" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + TWD_Reference_Dealers displayName "TWD-Reference Dealers" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + TWD_Reuters_6165 displayName "TWD-Reuters-6165" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + TWD_TAIBIR01 displayName "TWD-TAIBIR01" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + TWD_TAIBIR02 displayName "TWD-TAIBIR02" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + TWD_TAIBOR displayName "TWD-TAIBOR" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction."> + TWD_TAIBOR_Bloomberg displayName "TWD-TAIBOR-Bloomberg" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + TWD_TAIBOR_Reuters displayName "TWD-TAIBOR-Reuters" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + TWD_Telerate_6165 displayName "TWD-Telerate-6165" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + TWD_TWCPBA displayName "TWD-TWCPBA" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + UK_Base_Rate displayName "UK Base Rate" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + USD_3M_LIBOR_SWAP_CME_vs_LCH_ICAP displayName "USD-3M LIBOR SWAP-CME vs LCH-ICAP" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + USD_3M_LIBOR_SWAP_CME_vs_LCH_ICAP_Bloomberg displayName "USD-3M LIBOR SWAP-CME vs LCH-ICAP-Bloomberg" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + USD_6M_LIBOR_SWAP_CME_vs_LCH_ICAP displayName "USD-6M LIBOR SWAP-CME vs LCH-ICAP" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + USD_6M_LIBOR_SWAP_CME_vs_LCH_ICAP_Bloomberg displayName "USD-6M LIBOR SWAP-CME vs LCH-ICAP-Bloomberg" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + USD_AMERIBOR displayName "USD-AMERIBOR" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + USD_AMERIBOR_Average_30D displayName "USD-AMERIBOR Average 30D" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + USD_AMERIBOR_Average_90D displayName "USD-AMERIBOR Average 90D" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + USD_AMERIBOR_Term displayName "USD-AMERIBOR Term" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + USD_AMERIBOR_Term_Structure displayName "USD-AMERIBOR Term Structure" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + USD_Annual_Swap_Rate_11_00_BGCANTOR displayName "USD-Annual Swap Rate-11:00-BGCANTOR" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + USD_Annual_Swap_Rate_11_00_TRADITION displayName "USD-Annual Swap Rate-11:00-TRADITION" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + USD_Annual_Swap_Rate_4_00_TRADITION displayName "USD-Annual Swap Rate-4:00-TRADITION" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + USD_AXI_Term displayName "USD-AXI Term" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction."> + USD_BA_H_15 displayName "USD-BA-H.15" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + USD_BA_Reference_Dealers displayName "USD-BA-Reference Dealers" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + USD_BMA_Municipal_Swap_Index displayName "USD-BMA Municipal Swap Index" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + USD_BSBY displayName "USD-BSBY" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + USD_CD_H_15 displayName "USD-CD-H.15" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + USD_CD_Reference_Dealers displayName "USD-CD-Reference Dealers" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + USD_CMS_Reference_Banks displayName "USD-CMS-Reference Banks" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + USD_CMS_Reference_Banks_ICAP_SwapPX displayName "USD-CMS-Reference Banks-ICAP SwapPX" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + USD_CMS_Reuters displayName "USD-CMS-Reuters" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + USD_CMS_Telerate displayName "USD-CMS-Telerate" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + USD_CMT displayName "USD-CMT" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction."> + USD_CMT_Average_1W displayName "USD-CMT Average 1W" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction."> + USD_CMT_T7051 displayName "USD-CMT-T7051" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + USD_CMT_T7052 displayName "USD-CMT-T7052" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + USD_COF11_FHLBSF displayName "USD-COF11-FHLBSF" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + USD_COF11_Reuters displayName "USD-COF11-Reuters" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + USD_COF11_Telerate displayName "USD-COF11-Telerate" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + USD_COFI displayName "USD-COFI" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction."> + USD_CP_H_15 displayName "USD-CP-H.15" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + USD_CP_Money_Market_Yield displayName "USD-CP-Money Market Yield" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction."> + USD_CP_Reference_Dealers displayName "USD-CP-Reference Dealers" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + USD_CRITR displayName "USD-CRITR" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + USD_Federal_Funds displayName "USD-Federal Funds" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction."> + USD_Federal_Funds_H_15 displayName "USD-Federal Funds-H.15" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + USD_Federal_Funds_H_15_Bloomberg displayName "USD-Federal Funds-H.15-Bloomberg" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + USD_Federal_Funds_H_15_OIS_COMPOUND displayName "USD-Federal Funds-H.15-OIS-COMPOUND" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + USD_Federal_Funds_OIS_Compound displayName "USD-Federal Funds-OIS Compound" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction."> + USD_Federal_Funds_Reference_Dealers displayName "USD-Federal Funds-Reference Dealers" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + USD_FFCB_DISCO displayName "USD-FFCB-DISCO" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + USD_FXI_Term displayName "USD-FXI Term" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction."> + USD_ISDAFIX3_Swap_Rate displayName "USD-ISDAFIX3-Swap Rate" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + USD_ISDAFIX3_Swap_Rate_3_00 displayName "USD-ISDAFIX3-Swap Rate-3:00" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + USD_ISDA_Swap_Rate displayName "USD-ISDA-Swap Rate" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + USD_ISDA_Swap_Rate_3_00 displayName "USD-ISDA-Swap Rate-3:00" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + USD_LIBOR displayName "USD-LIBOR" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction."> + USD_LIBOR_BBA displayName "USD-LIBOR-BBA" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + USD_LIBOR_BBA_Bloomberg displayName "USD-LIBOR-BBA-Bloomberg" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + USD_LIBOR_ICE_Swap_Rate_11_00 displayName "USD-LIBOR ICE Swap Rate-11:00" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction."> + USD_LIBOR_ICE_Swap_Rate_15_00 displayName "USD-LIBOR ICE Swap Rate-15:00" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction."> + USD_LIBOR_ISDA displayName "USD-LIBOR-ISDA" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + USD_LIBOR_LIBO displayName "USD-LIBOR-LIBO" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + USD_LIBOR_Reference_Banks displayName "USD-LIBOR-Reference Banks" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + USD_Municipal_Swap_Index displayName "USD-Municipal Swap Index" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction."> + USD_Municipal_Swap_Libor_Ratio_11_00_ICAP displayName "USD-Municipal Swap Libor Ratio-11:00-ICAP" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + USD_Municipal_Swap_Rate_11_00_ICAP displayName "USD-Municipal Swap Rate-11:00-ICAP" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + USD_OIS_11_00_BGCANTOR displayName "USD-OIS-11:00-BGCANTOR" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + USD_OIS_11_00_LON_ICAP displayName "USD-OIS-11:00-LON-ICAP" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + USD_OIS_11_00_NY_ICAP displayName "USD-OIS-11:00-NY-ICAP" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + USD_OIS_11_00_TRADITION displayName "USD-OIS-11:00-TRADITION" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + USD_OIS_3_00_BGCANTOR displayName "USD-OIS-3:00-BGCANTOR" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + USD_OIS_3_00_NY_ICAP displayName "USD-OIS-3:00-NY-ICAP" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + USD_OIS_4_00_TRADITION displayName "USD-OIS-4:00-TRADITION" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + USD_Overnight_Bank_Funding_Rate displayName "USD-Overnight Bank Funding Rate" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + USD_Prime displayName "USD-Prime" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction."> + USD_Prime_H_15 displayName "USD-Prime-H.15" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + USD_Prime_Reference_Banks displayName "USD-Prime-Reference Banks" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + USD_S_P_Index_High_Grade displayName "USD-S&P Index-High Grade" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + USD_SandP_Index_High_Grade displayName "USD-SandP Index High Grade" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction."> + USD_SIBOR_Reference_Banks displayName "USD-SIBOR-Reference Banks" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + USD_SIBOR_SIBO displayName "USD-SIBOR-SIBO" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + USD_SIFMA_Municipal_Swap_Index displayName "USD-SIFMA Municipal Swap Index" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + USD_SOFR displayName "USD-SOFR" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + USD_SOFR_Average_180D displayName "USD-SOFR Average 180D" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + USD_SOFR_Average_30D displayName "USD-SOFR Average 30D" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + USD_SOFR_Average_90D displayName "USD-SOFR Average 90D" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + USD_SOFR_CME_Term displayName "USD-SOFR CME Term" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + USD_SOFR_COMPOUND displayName "USD-SOFR-COMPOUND" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + USD_SOFR_Compounded_Index displayName "USD-SOFR Compounded Index" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + USD_SOFR_ICE_Compounded_Index displayName "USD-SOFR ICE Compounded Index" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + USD_SOFR_ICE_Compounded_Index_0_Floor displayName "USD-SOFR ICE Compounded Index 0 Floor" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + USD_SOFR_ICE_Compounded_Index_0_Floor_2D_Lag displayName "USD-SOFR ICE Compounded Index 0 Floor 2D Lag" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + USD_SOFR_ICE_Compounded_Index_0_Floor_5D_Lag displayName "USD-SOFR ICE Compounded Index 0 Floor 5D Lag" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + USD_SOFR_ICE_Compounded_Index_2D_Lag displayName "USD-SOFR ICE Compounded Index 2D Lag" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + USD_SOFR_ICE_Compounded_Index_5D_Lag displayName "USD-SOFR ICE Compounded Index 5D Lag" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + USD_SOFR_ICE_Swap_Rate displayName "USD-SOFR ICE Swap Rate" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + USD_SOFR_ICE_Term displayName "USD-SOFR ICE Term" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction."> + USD_SOFR_OIS_Compound displayName "USD-SOFR-OIS Compound" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction."> + USD_Swap_Rate_BCMP1 displayName "USD Swap Rate-BCMP1" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + USD_TBILL_H_15 displayName "USD-TBILL-H.15" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + USD_TBILL_H_15_Bloomberg displayName "USD-TBILL-H.15-Bloomberg" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + USD_TBILL_Secondary_Market displayName "USD-TBILL-Secondary Market" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + USD_TBILL_Secondary_Market_Bond_Equivalent_Yield displayName "USD-TBILL Secondary Market-Bond Equivalent Yield" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction."> + USD_TIBOR_ISDC displayName "USD-TIBOR-ISDC" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + USD_TIBOR_Reference_Banks displayName "USD-TIBOR-Reference Banks" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + USD_Treasury_19901_3_00_ICAP displayName "USD-Treasury-19901-3:00-ICAP" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + USD_Treasury_Rate_BCMP1 displayName "USD Treasury Rate-BCMP1" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + USD_Treasury_Rate_ICAP_BrokerTec displayName "USD-Treasury Rate-ICAP BrokerTec" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + USD_Treasury_Rate_SwapMarker100 displayName "USD-Treasury Rate-SwapMarker100" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + USD_Treasury_Rate_SwapMarker99 displayName "USD-Treasury Rate-SwapMarker99" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + USD_Treasury_Rate_T19901 displayName "USD-Treasury Rate-T19901" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + USD_Treasury_Rate_T500 displayName "USD-Treasury Rate-T500" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + VND_Semi_Annual_Swap_Rate_11_00_BGCANTOR displayName "VND-Semi-Annual Swap Rate-11:00-BGCANTOR" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + VND_Semi_Annual_Swap_Rate_Reference_Banks displayName "VND-Semi-Annual Swap Rate-Reference Banks" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + ZAR_DEPOSIT_Reference_Banks displayName "ZAR-DEPOSIT-Reference Banks" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + ZAR_DEPOSIT_SAFEX displayName "ZAR-DEPOSIT-SAFEX" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + ZAR_JIBAR displayName "ZAR-JIBAR" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction."> + ZAR_JIBAR_Reference_Banks displayName "ZAR-JIBAR-Reference Banks" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + ZAR_JIBAR_SAFEX displayName "ZAR-JIBAR-SAFEX" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + ZAR_Prime_Average_1 displayName "ZAR-Prime Average" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction."> + ZAR_PRIME_AVERAGE displayName "ZAR-PRIME-AVERAGE" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + ZAR_PRIME_AVERAGE_Reference_Banks displayName "ZAR-PRIME-AVERAGE-Reference Banks" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + ZAR_Quarterly_Swap_Rate_1_00_TRADITION displayName "ZAR-Quarterly Swap Rate-1:00-TRADITION" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + ZAR_Quarterly_Swap_Rate_5_30_TRADITION displayName "ZAR-Quarterly Swap Rate-5:30-TRADITION" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + ZAR_Quarterly_Swap_Rate_TRADITION_Reference_Banks displayName "ZAR-Quarterly Swap Rate-TRADITION-Reference Banks" <"Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction."> + ZAR_ZARONIA displayName "ZAR-ZARONIA" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction."> + ZAR_ZARONIA_OIS_Compound displayName "ZAR-ZARONIA-OIS Compound" <"Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction."> enum InflationRateIndexEnum: <"The enumerated values to specify the list of inflation rate indices."> [docReference ISDA FpML_Coding_Scheme schemeLocation "http://www.fpml.org/coding-scheme/inflation-index-description"] - AUD_CPI displayName "AUD-CPI" <"Australia: AUD - Non-revised Consumer Price Index (CPI)"> - AUS_CPI displayName "AUS-CPI" <"Austria: AUS - Non-revised Consumer Price Index (CPI)"> - AUS_HICP displayName "AUS-HICP" <"Austria: AUS - Non-revised Harmonised Indices of Consumer Prices (HICP)"> - BLG_CPI_GI displayName "BLG-CPI-GI" <"Belgium: BLG - Non-revised Consumer Price Index - General Index (CPI)"> - BLG_CPI_HI displayName "BLG-CPI-HI" <"Belgium: BLG - Non-revised Consumer Price Index - Health Index (CPI)"> - BLG_HICP displayName "BLG-HICP" <"Belgium: BLG - Non-revised Harmonised Consumer Price Index (HICP)"> - BRL_IGPM displayName "BRL-IGPM" <"Brazil: BRL - Non-revised Price Index (IGP-M)"> - BRL_IPCA displayName "BRL-IPCA" <"Brazil: BRL - Non-revised Consumer Price Index (IPCA)"> - CAD_CPI displayName "CAD-CPI" <"Canada: CAD - Non-revised Consumer Price Index (CPI)"> - CLP_CPI displayName "CLP-CPI" <"Chile: CLP - Non-revised Consumer Price Index (CPI)"> - CNY_CPI displayName "CNY-CPI" <"China: CNY - Non-revised Consumer Price Index (CPI)"> - CZK_CPI displayName "CZK-CPI" <"Czech Republic: CZK - Non-revised Consumer Price Index (CPI)"> - DEK_CPI displayName "DEK-CPI" <"Denmark: DEK - Non-revised Consumer Price Index (CPI)"> - DEK_HICP displayName "DEK-HICP" <"Denmark: DEK - Non-revised Harmonised Consumer Price Index (HICP)"> - DEM_CPI displayName "DEM-CPI" <"Germany: DEM - Non-revised Consumer Price Index (CPI)"> - DEM_CPI_NRW displayName "DEM-CPI-NRW" <"Germany: DEM - Non-revised Consumer Price Index for North Rhine-Westphalia"> - DEM_HICP displayName "DEM-HICP" <"Germany: DEM - Non-revised Harmonised Consumer Price Index (HICP)"> - ESP_CPI displayName "ESP-CPI" <"Spain: ESP - National-Non-revised Consumer Price Index (CPI)"> - ESP_HICP displayName "ESP-HICP" <"Spain: ESP - Harmonised-Non-revised Consumer Price Index (HICP)"> - ESP_R_CPI displayName "ESP-R-CPI" <"Spain: ESP - National-Revised Consumer Price Index (CPI)."> - ESP_R_HICP displayName "ESP-R-HICP" <"Spain: ESP - Harmonised-Revised Consumer Price Index (HICP)"> - EUR_AI_CPI displayName "EUR-AI-CPI" <"European Union: EUR - All Items-Non-revised Consumer Price Index"> - EUR_AI_R_CPI displayName "EUR-AI-R-CPI" <"European Union: EUR - All Items-Revised Consumer Price Index"> - EUR_EXT_CPI displayName "EUR-EXT-CPI" <"European Union: EUR - Excluding Tobacco-Non-revised Consumer Price Index"> - EUR_EXT_R_CPI displayName "EUR-EXT-R-CPI" <"European Union: EUR - Excluding Tobacco-Revised Consumer Price Index"> - FIN_CPI displayName "FIN-CPI" <"Finland: FIN - Non-revised Consumer Price Index (CPI)"> - FIN_HICP displayName "FIN-HICP" <"Finland: FIN - Harmonised-Non-revised Consumer Price Index (HICP)"> - FRC_EXT_CPI displayName "FRC-EXT-CPI" <"France: FRC - Excluding Tobacco-Non-Revised Consumer Price Index"> - FRC_HICP displayName "FRC-HICP" <"France: FRC - Harmonised-Non-revised Consumer Price Index (HICP)"> - GRD_CPI displayName "GRD-CPI" <"Greece: GRD - Non-revised Consumer Price Index (CPI)"> - GRD_HICP displayName "GRD-HICP" <"Greece: GRD - Harmonised-Non-revised Consumer Price Index (HICP)"> - HKD_CPI displayName "HKD-CPI" <"Hong Kong: HKD - Non-revised Consumer Price Index (CPI)"> - HUF_CPI displayName "HUF-CPI" <"Hungary: HUF - Non-revised Consumer Price Index (CPI)"> - IDR_CPI displayName "IDR-CPI" <"Indonesia: IDR - Non-revised Consumer Price Index (CPI)"> - ILS_CPI displayName "ILS-CPI" <"Israel: ILS - Non-revised Consumer Price Index (CPI)"> - IRL_CPI displayName "IRL-CPI" <"Ireland: IRL - Non-revised Consumer Price Index (CPI)"> - IRL_HICP displayName "IRL-HICP" <"Ireland: IRL - Harmonised-Non-revised Consumer Price Index (HICP)"> - ISK_CPI displayName "ISK-CPI" <"Iceland: ISK - Non-revised Consumer Price Index (CPI)"> - ISK_HICP displayName "ISK-HICP" <"Iceland: ISK - Harmonised Consumer Price Index (HICP)"> - ITL_BC_EXT_CPI displayName "ITL-BC-EXT-CPI" <"Italy: ITL - Inflation for Blue Collar Workers and Employees-Excluding Tobacco Consumer Price Index"> - ITL_BC_INT_CPI displayName "ITL-BC-INT-CPI" <"Italy: ITL - Inflation for Blue Collar Workers and Employees-Including Tobacco Consumer Price Index"> - ITL_HICP displayName "ITL-HICP" <"Italy: ITL - Non-revised Harmonised Consumer Price Index (HICP)"> - ITL_WC_EXT_CPI displayName "ITL-WC-EXT-CPI" <"Italy: ITL - Whole Community - Excluding Tobacco Consumer Price Index"> - ITL_WC_INT_CPI displayName "ITL-WC-INT-CPI" <"Italy: ITL - Whole Community - Including Tobacco Consumer Price Index"> - JPY_CPI_EXF displayName "JPY-CPI-EXF" <"Japan: JPY - Non-revised Consumer Price Index Nationwide General Excluding Fresh Food (CPI)"> - KRW_CPI displayName "KRW-CPI" <"South Korea: KRW - Non-revised Consumer Price Index (CPI)"> - LUX_CPI displayName "LUX-CPI" <"Luxembourg: LUX - Non-revised Consumer Price Index (CPI)"> - LUX_HICP displayName "LUX-HICP" <"Luxembourg: LUX - Harmonised-Non-revised Consumer Price Index (HICP)"> - MXN_CPI displayName "MXN-CPI" <"Mexico: MXN - Non-revised Consumer Price Index (CPI)"> - MXN_UDI displayName "MXN-UDI" <"Mexico: MXN - Unidad de Inversion Index (UDI)"> - MYR_CPI displayName "MYR-CPI" <"Malaysia: MYR - Non-revised Consumer Price Index (CPI)"> - NLG_CPI displayName "NLG-CPI" <"Netherlands: NLG - Non-revised Consumer Price Index (CPI)"> - NLG_HICP displayName "NLG-HICP" <"Netherlands: NLG - Harmonised-Non-revised Consumer Price Index (HICP)"> - NOK_CPI displayName "NOK-CPI" <"Norway: NOK - Non-revised Consumer Price Index (CPI)"> - NZD_CPI displayName "NZD-CPI" <"New Zealand: NZD - Non-revised Consumer Price Index (CPI)"> - PER_CPI displayName "PER-CPI" <"Peru: PER - Non-revised Consumer Price Index (CPI)"> - PLN_CPI displayName "PLN-CPI" <"Poland: PLN - Non-Revised Consumer Price Index (CPI)"> - POR_CPI displayName "POR-CPI" <"Portugal: POR - Non-revised Consumer Price Index (CPI)"> - POR_HICP displayName "POR-HICP" <"Portugal: POR - Harmonised-Non-revised Consumer Price Index (HICP)"> - RUB_CPI displayName "RUB-CPI" <"Russia: RUB - Non-revised Consumer Price Index (CPI)"> - SEK_CPI displayName "SEK-CPI" <"Sweden: SEK - Non-revised Consumer Price Index (CPI)"> - SGD_CPI displayName "SGD-CPI" <"Singapore: SGD - Non-revised Consumer Price Index (CPI)"> - SWF_CPI displayName "SWF-CPI" <"Switzerland: SWF - Non-revised Consumer Price Index (CPI)"> - TRY_CPI displayName "TRY-CPI" <"Turkey: TRY - Non-revised Consumer Price Index (CPI)"> - TWD_CPI displayName "TWD-CPI" <"Taiwan: TWD - Non-revised Consumer Price Index (CPI)"> - UK_CPIH displayName "UK-CPIH" <"United Kingdom: GBP - Non-revised Consumer Prices Index including Housing (UKCPIH)"> - UK_HICP displayName "UK-HICP" <"United Kingdom: GBP - Harmonised-Non-revised Consumer Price Index (HICP)"> - UK_RPI displayName "UK-RPI" <"United Kingdom: GBP - Non-revised Retail Price Index (UKRPI)"> - UK_RPIX displayName "UK-RPIX" <"United Kingdom: GBP - Non-revised Retail Price Index Excluding Mortgage Interest Payments (UKRPIX)"> - USA_CPI_U displayName "USA-CPI-U" <"United States: USA - Non-revised Consumer Price Index - Urban (CPI-U)"> - ZAR_CPI displayName "ZAR-CPI" <"South Africa: ZAR - Non-revised Consumer Price Index (CPI)"> - ZAR_CPIX displayName "ZAR-CPIX" <"South Africa: ZAR - Non-revised Consumer Price Index Excluding Mortgages (CPIX)"> + AUD_CPI displayName "AUD-CPI" <"Australia: AUD - Non-revised Consumer Price Index (CPI)"> + AUS_CPI displayName "AUS-CPI" <"Austria: AUS - Non-revised Consumer Price Index (CPI)"> + AUS_HICP displayName "AUS-HICP" <"Austria: AUS - Non-revised Harmonised Indices of Consumer Prices (HICP)"> + BLG_CPI_GI displayName "BLG-CPI-GI" <"Belgium: BLG - Non-revised Consumer Price Index - General Index (CPI)"> + BLG_CPI_HI displayName "BLG-CPI-HI" <"Belgium: BLG - Non-revised Consumer Price Index - Health Index (CPI)"> + BLG_HICP displayName "BLG-HICP" <"Belgium: BLG - Non-revised Harmonised Consumer Price Index (HICP)"> + BRL_IGPM displayName "BRL-IGPM" <"Brazil: BRL - Non-revised Price Index (IGP-M)"> + BRL_IPCA displayName "BRL-IPCA" <"Brazil: BRL - Non-revised Consumer Price Index (IPCA)"> + CAD_CPI displayName "CAD-CPI" <"Canada: CAD - Non-revised Consumer Price Index (CPI)"> + CLP_CPI displayName "CLP-CPI" <"Chile: CLP - Non-revised Consumer Price Index (CPI)"> + CNY_CPI displayName "CNY-CPI" <"China: CNY - Non-revised Consumer Price Index (CPI)"> + CZK_CPI displayName "CZK-CPI" <"Czech Republic: CZK - Non-revised Consumer Price Index (CPI)"> + DEK_CPI displayName "DEK-CPI" <"Denmark: DEK - Non-revised Consumer Price Index (CPI)"> + DEK_HICP displayName "DEK-HICP" <"Denmark: DEK - Non-revised Harmonised Consumer Price Index (HICP)"> + DEM_CPI displayName "DEM-CPI" <"Germany: DEM - Non-revised Consumer Price Index (CPI)"> + DEM_CPI_NRW displayName "DEM-CPI-NRW" <"Germany: DEM - Non-revised Consumer Price Index for North Rhine-Westphalia"> + DEM_HICP displayName "DEM-HICP" <"Germany: DEM - Non-revised Harmonised Consumer Price Index (HICP)"> + ESP_CPI displayName "ESP-CPI" <"Spain: ESP - National-Non-revised Consumer Price Index (CPI)"> + ESP_HICP displayName "ESP-HICP" <"Spain: ESP - Harmonised-Non-revised Consumer Price Index (HICP)"> + ESP_R_CPI displayName "ESP-R-CPI" <"Spain: ESP - National-Revised Consumer Price Index (CPI)."> + ESP_R_HICP displayName "ESP-R-HICP" <"Spain: ESP - Harmonised-Revised Consumer Price Index (HICP)"> + EUR_AI_CPI displayName "EUR-AI-CPI" <"European Union: EUR - All Items-Non-revised Consumer Price Index"> + EUR_AI_R_CPI displayName "EUR-AI-R-CPI" <"European Union: EUR - All Items-Revised Consumer Price Index"> + EUR_EXT_CPI displayName "EUR-EXT-CPI" <"European Union: EUR - Excluding Tobacco-Non-revised Consumer Price Index"> + EUR_EXT_R_CPI displayName "EUR-EXT-R-CPI" <"European Union: EUR - Excluding Tobacco-Revised Consumer Price Index"> + FIN_CPI displayName "FIN-CPI" <"Finland: FIN - Non-revised Consumer Price Index (CPI)"> + FIN_HICP displayName "FIN-HICP" <"Finland: FIN - Harmonised-Non-revised Consumer Price Index (HICP)"> + FRC_EXT_CPI displayName "FRC-EXT-CPI" <"France: FRC - Excluding Tobacco-Non-Revised Consumer Price Index"> + FRC_HICP displayName "FRC-HICP" <"France: FRC - Harmonised-Non-revised Consumer Price Index (HICP)"> + GRD_CPI displayName "GRD-CPI" <"Greece: GRD - Non-revised Consumer Price Index (CPI)"> + GRD_HICP displayName "GRD-HICP" <"Greece: GRD - Harmonised-Non-revised Consumer Price Index (HICP)"> + HKD_CPI displayName "HKD-CPI" <"Hong Kong: HKD - Non-revised Consumer Price Index (CPI)"> + HUF_CPI displayName "HUF-CPI" <"Hungary: HUF - Non-revised Consumer Price Index (CPI)"> + IDR_CPI displayName "IDR-CPI" <"Indonesia: IDR - Non-revised Consumer Price Index (CPI)"> + ILS_CPI displayName "ILS-CPI" <"Israel: ILS - Non-revised Consumer Price Index (CPI)"> + IRL_CPI displayName "IRL-CPI" <"Ireland: IRL - Non-revised Consumer Price Index (CPI)"> + IRL_HICP displayName "IRL-HICP" <"Ireland: IRL - Harmonised-Non-revised Consumer Price Index (HICP)"> + ISK_CPI displayName "ISK-CPI" <"Iceland: ISK - Non-revised Consumer Price Index (CPI)"> + ISK_HICP displayName "ISK-HICP" <"Iceland: ISK - Harmonised Consumer Price Index (HICP)"> + ITL_BC_EXT_CPI displayName "ITL-BC-EXT-CPI" <"Italy: ITL - Inflation for Blue Collar Workers and Employees-Excluding Tobacco Consumer Price Index"> + ITL_BC_INT_CPI displayName "ITL-BC-INT-CPI" <"Italy: ITL - Inflation for Blue Collar Workers and Employees-Including Tobacco Consumer Price Index"> + ITL_HICP displayName "ITL-HICP" <"Italy: ITL - Non-revised Harmonised Consumer Price Index (HICP)"> + ITL_WC_EXT_CPI displayName "ITL-WC-EXT-CPI" <"Italy: ITL - Whole Community - Excluding Tobacco Consumer Price Index"> + ITL_WC_INT_CPI displayName "ITL-WC-INT-CPI" <"Italy: ITL - Whole Community - Including Tobacco Consumer Price Index"> + JPY_CPI_EXF displayName "JPY-CPI-EXF" <"Japan: JPY - Non-revised Consumer Price Index Nationwide General Excluding Fresh Food (CPI)"> + KRW_CPI displayName "KRW-CPI" <"South Korea: KRW - Non-revised Consumer Price Index (CPI)"> + LUX_CPI displayName "LUX-CPI" <"Luxembourg: LUX - Non-revised Consumer Price Index (CPI)"> + LUX_HICP displayName "LUX-HICP" <"Luxembourg: LUX - Harmonised-Non-revised Consumer Price Index (HICP)"> + MXN_CPI displayName "MXN-CPI" <"Mexico: MXN - Non-revised Consumer Price Index (CPI)"> + MXN_UDI displayName "MXN-UDI" <"Mexico: MXN - Unidad de Inversion Index (UDI)"> + MYR_CPI displayName "MYR-CPI" <"Malaysia: MYR - Non-revised Consumer Price Index (CPI)"> + NLG_CPI displayName "NLG-CPI" <"Netherlands: NLG - Non-revised Consumer Price Index (CPI)"> + NLG_HICP displayName "NLG-HICP" <"Netherlands: NLG - Harmonised-Non-revised Consumer Price Index (HICP)"> + NOK_CPI displayName "NOK-CPI" <"Norway: NOK - Non-revised Consumer Price Index (CPI)"> + NZD_CPI displayName "NZD-CPI" <"New Zealand: NZD - Non-revised Consumer Price Index (CPI)"> + PER_CPI displayName "PER-CPI" <"Peru: PER - Non-revised Consumer Price Index (CPI)"> + PLN_CPI displayName "PLN-CPI" <"Poland: PLN - Non-Revised Consumer Price Index (CPI)"> + POR_CPI displayName "POR-CPI" <"Portugal: POR - Non-revised Consumer Price Index (CPI)"> + POR_HICP displayName "POR-HICP" <"Portugal: POR - Harmonised-Non-revised Consumer Price Index (HICP)"> + RUB_CPI displayName "RUB-CPI" <"Russia: RUB - Non-revised Consumer Price Index (CPI)"> + SEK_CPI displayName "SEK-CPI" <"Sweden: SEK - Non-revised Consumer Price Index (CPI)"> + SGD_CPI displayName "SGD-CPI" <"Singapore: SGD - Non-revised Consumer Price Index (CPI)"> + SWF_CPI displayName "SWF-CPI" <"Switzerland: SWF - Non-revised Consumer Price Index (CPI)"> + TRY_CPI displayName "TRY-CPI" <"Turkey: TRY - Non-revised Consumer Price Index (CPI)"> + TWD_CPI displayName "TWD-CPI" <"Taiwan: TWD - Non-revised Consumer Price Index (CPI)"> + UK_CPIH displayName "UK-CPIH" <"United Kingdom: GBP - Non-revised Consumer Prices Index including Housing (UKCPIH)"> + UK_HICP displayName "UK-HICP" <"United Kingdom: GBP - Harmonised-Non-revised Consumer Price Index (HICP)"> + UK_RPI displayName "UK-RPI" <"United Kingdom: GBP - Non-revised Retail Price Index (UKRPI)"> + UK_RPIX displayName "UK-RPIX" <"United Kingdom: GBP - Non-revised Retail Price Index Excluding Mortgage Interest Payments (UKRPIX)"> + USA_CPI_U displayName "USA-CPI-U" <"United States: USA - Non-revised Consumer Price Index - Urban (CPI-U)"> + ZAR_CPI displayName "ZAR-CPI" <"South Africa: ZAR - Non-revised Consumer Price Index (CPI)"> + ZAR_CPIX displayName "ZAR-CPIX" <"South Africa: ZAR - Non-revised Consumer Price Index Excluding Mortgages (CPIX)"> diff --git a/rosetta-source/src/main/rosetta/event-common-enum.rosetta b/rosetta-source/src/main/rosetta/event-common-enum.rosetta index 159faa0271..265e21aa09 100644 --- a/rosetta-source/src/main/rosetta/event-common-enum.rosetta +++ b/rosetta-source/src/main/rosetta/event-common-enum.rosetta @@ -140,19 +140,19 @@ enum CorporateActionTypeEnum: <"The enumerated values to specify the origin of a enum CreditEventTypeEnum: <"Represents the enumerated values to specify a credit event type."> [docReference ISDA FpML_Coding_Scheme schemeLocation "http://www.fpml.org/coding-scheme/credit-event-type"] - Bankruptcy <"The reference entity has been dissolved or has become insolvent. It also covers events that may be a precursor to insolvency such as instigation of bankruptcy or insolvency proceedings. Sovereign trades are not subject to Bankruptcy as 'technically' a Sovereign cannot become bankrupt. ISDA 2003 Term: Bankruptcy."> - DistressedRatingsDowngrade <"Results from the fact that the rating of the reference obligation is downgraded to a distressed rating level. From a usage standpoint, this credit event is typically not applicable in case of RMBS trades."> - FailureToPay <"This credit event triggers, after the expiration of any applicable grace period, if the reference entity fails to make due payments in an aggregrate amount of not less than the payment requirement on one or more obligations (e.g. a missed coupon payment). ISDA 2003 Term: Failure to Pay."> - FailureToPayInterest <"Corresponds to the failure by the Reference Entity to pay an expected interest amount or the payment of an actual interest amount that is less than the expected interest amount. ISDA 2003 Term: Failure to Pay Interest."> - FailureToPayPrincipal <"Corresponds to the failure by the Reference Entity to pay an expected principal amount or the payment of an actual principal amount that is less than the expected principal amount. ISDA 2003 Term: Failure to Pay Principal."> - GovernmentalIntervention <"A governmental intervention is an event resulting from an action by a governmental authority that materially impacts the reference entity's obligations, such as an interest rate reduction, principal reduction, deferral of interest or principal, change in priority ranking, or change in currency or composition of payment. ISDA 2014 Term: Governmental Intervention."> - ImpliedWritedown <"Results from the fact that losses occur to the underlying instruments that do not result in reductions of the outstanding principal of the reference obligation."> - MaturityExtension <"Results from the fact that the underlier fails to make principal payments as expected."> - ObligationAcceleration <"One or more of the obligations have been declared due and payable before they would otherwise have been due and payable as a result of, or on the basis of, the occurrence of a default, event of default or other similar condition or event other than failure to pay (preferred by the market over Obligation Default, because more definitive and encompasses the definition of Obligation Default - this is more favorable to the Seller). Subject to the default requirement amount. ISDA 2003 Term: Obligation Acceleration."> - ObligationDefault <"One or more of the obligations have become capable of being declared due and payable before they would otherwise have been due and payable as a result of, or on the basis of, the occurrence of a default, event of default or other similar condition or event other than failure to pay. ISDA 2003 Term: Obligation Default."> - RepudiationMoratorium <"The reference entity, or a governmental authority, either refuses to recognise or challenges the validity of one or more obligations of the reference entity, or imposes a moratorium thereby postponing payments on one or more of the obligations of the reference entity. Subject to the default requirement amount. ISDA 2003 Term: Repudiation/Moratorium."> - Restructuring <"A restructuring is an event that materially impacts the reference entity's obligations, such as an interest rate reduction, principal reduction, deferral of interest or principal, change in priority ranking, or change in currency or composition of payment. ISDA 2003 Term: Restructuring."> - Writedown <"Results from the fact that the underlier writes down its outstanding principal amount."> + Bankruptcy <"The reference entity has been dissolved or has become insolvent. It also covers events that may be a precursor to insolvency such as instigation of bankruptcy or insolvency proceedings. Sovereign trades are not subject to Bankruptcy as 'technically' a Sovereign cannot become bankrupt. ISDA 2003 Term: Bankruptcy."> + DistressedRatingsDowngrade <"Results from the fact that the rating of the reference obligation is downgraded to a distressed rating level. From a usage standpoint, this credit event is typically not applicable in case of RMBS trades."> + FailureToPay <"This credit event triggers, after the expiration of any applicable grace period, if the reference entity fails to make due payments in an aggregrate amount of not less than the payment requirement on one or more obligations (e.g. a missed coupon payment). ISDA 2003 Term: Failure to Pay."> + FailureToPayInterest <"Corresponds to the failure by the Reference Entity to pay an expected interest amount or the payment of an actual interest amount that is less than the expected interest amount. ISDA 2003 Term: Failure to Pay Interest."> + FailureToPayPrincipal <"Corresponds to the failure by the Reference Entity to pay an expected principal amount or the payment of an actual principal amount that is less than the expected principal amount. ISDA 2003 Term: Failure to Pay Principal."> + GovernmentalIntervention <"A governmental intervention is an event resulting from an action by a governmental authority that materially impacts the reference entity's obligations, such as an interest rate reduction, principal reduction, deferral of interest or principal, change in priority ranking, or change in currency or composition of payment. ISDA 2014 Term: Governmental Intervention."> + ImpliedWritedown <"Results from the fact that losses occur to the underlying instruments that do not result in reductions of the outstanding principal of the reference obligation."> + MaturityExtension <"Results from the fact that the underlier fails to make principal payments as expected."> + ObligationAcceleration <"One or more of the obligations have been declared due and payable before they would otherwise have been due and payable as a result of, or on the basis of, the occurrence of a default, event of default or other similar condition or event other than failure to pay (preferred by the market over Obligation Default, because more definitive and encompasses the definition of Obligation Default - this is more favorable to the Seller). Subject to the default requirement amount. ISDA 2003 Term: Obligation Acceleration."> + ObligationDefault <"One or more of the obligations have become capable of being declared due and payable before they would otherwise have been due and payable as a result of, or on the basis of, the occurrence of a default, event of default or other similar condition or event other than failure to pay. ISDA 2003 Term: Obligation Default."> + RepudiationMoratorium <"The reference entity, or a governmental authority, either refuses to recognise or challenges the validity of one or more obligations of the reference entity, or imposes a moratorium thereby postponing payments on one or more of the obligations of the reference entity. Subject to the default requirement amount. ISDA 2003 Term: Repudiation/Moratorium."> + Restructuring <"A restructuring is an event that materially impacts the reference entity's obligations, such as an interest rate reduction, principal reduction, deferral of interest or principal, change in priority ranking, or change in currency or composition of payment. ISDA 2003 Term: Restructuring."> + Writedown <"Results from the fact that the underlier writes down its outstanding principal amount."> enum ValuationTypeEnum: <"Method used for the valuation of the transaction by the valuation party."> MarkToMarket <"Mark-to-Market"> diff --git a/rosetta-source/src/main/rosetta/legaldocumentation-master-enum.rosetta b/rosetta-source/src/main/rosetta/legaldocumentation-master-enum.rosetta index d2990801af..2d0ba4f028 100644 --- a/rosetta-source/src/main/rosetta/legaldocumentation-master-enum.rosetta +++ b/rosetta-source/src/main/rosetta/legaldocumentation-master-enum.rosetta @@ -44,27 +44,27 @@ enum MasterAgreementTypeEnum: <"The enumerated values to specify the type of the enum MasterConfirmationAnnexTypeEnum: <"The enumerated values to specify the type of annex to be used with master confirmation agreement governing the transaction."> [docReference ISDA FpML_Coding_Scheme schemeLocation "http://www.fpml.org/coding-scheme/master-confirmation-annex-type"] - ISDA2004IndexVarianceSwapAmericasInterdealer <"The Index Variance Swap 2004 Annex to the ISDA 2004 Americas Interdealer Master Equity Derivatives Confirmation Agreement and to the Revised ISDA 2004 Americas Interdealer Master Equity Derivatives Confirmation Agreement applies."> - ISDA2004ShareVarianceSwapAmericasInterdealer <"The Share Variance Swap 2004 Annex to the ISDA 2004 Americas Interdealer Master Equity Derivatives Confirmation Agreement and to the Revised ISDA 2004 Americas Interdealer Master Equity Derivatives Confirmation Agreement applies."> - ISDA2007DispersionVarianceSwapEuropean <"The Dispersion Variance Swap Annex to the Revised 2007 ISDA European Variance Swap Master Confirmation Agreement applies."> - ISDA2007EquityFinanceSwapEuropean <"The EFS (Equity Share Finance Swap) 2007 Annex to the ISDA 2007 European Master Equity Derivatives Confirmation Agreement applies."> - ISDA2007IndexVarianceSwapAmericasInterdealer <"The Index Variance Swap 2007 Annex to the Revised ISDA 2004 Americas Interdealer Master Equity Derivatives Confirmation Agreement applies."> - ISDA2007ShareVarianceSwapAmericasInterdealer <"The Share Variance Swap 2007 Annex to the Revised ISDA 2004 Americas Interdealer Master Equity Derivatives Confirmation Agreement applies."> - ISDA2007VarianceOptionEuropean <"The Variance Option Standard Terms Appendix to the Revised ISDA 2007 European Variance Swap Master Confirmation Agreement applies."> - ISDA2008EquityFinanceSwapAsiaExcludingJapan <"The Cash-settled Open Market EFS (Equity Finance Share Swap) 2008 Annex to the ISDA 2008 AEJ (Asia Excluding Japan) Master Equity Derivatives Confirmation Agreement applies."> - ISDA2008EquityFinanceSwapAsiaExcludingJapanRev1 <"The Cash-settled Open Market EFS (Equity Finance Share Swap) Annex to the Revised ISDA 2008 AEJ (Asia Excluding Japan) Master Equity Derivatives Confirmation Agreement applies."> - ISDA2008EquityOptionAsiaExcludingJapan <"The Open Market Equity Option 2008 Annex to the ISDA 2008 AEJ (Asia Excluding Japan) Master Equity Derivatives Confirmation Agreement applies."> - ISDA2008EquityOptionAsiaExcludingJapanRev1 <"The Open Market Equity Option Annex to the Revised ISDA 2008 AEJ (Asia Excluding Japan) Master Equity Derivatives Confirmation Agreement applies."> - ISDA2008EquityOptionJapan <"The Equity Option 2008 Annex to the ISDA 2008 Japanese Master Equity Derivatives Confirmation Agreement applies."> - ISDA2009ClosedMarketsOptionsAsiaExcludingJapan <"The Cash-settled Closed Market Index and Share Options 2009 Annex to the Revised ISDA 2008 AEJ (Asia Excluding Japan) Master Equity Derivatives Confirmation Agreement applies."> - ISDA2009EquityEuropeanInterdealerSS <"The Interdealer Share Swap 2009 Annex to the ISDA 2009 European Interdealer Master Equity Derivatives Confirmation Agreement applies."> - ISDA2009EquityEuropeanIS <"The Index Swap 2009 Annex to the ISDA 2007 European Master Equity Derivatives Confirmation Agreement applies."> - ISDA2009IndexShareOptionAmericas <"The Index and Share Options 2009 Annex to the ISDA 2009 Americas Master Equity Derivatives Confirmation Agreement applies."> - ISDA2009IndexSwapEuropeanInterdealer <"The Interdealer Index Swap 2009 Annex to the ISDA 2009 European Interdealer Master Equity Derivatives Confirmation Agreement applies."> - ISDA2009IndexSwapPanAsiaInterdealer <"The Index Swap 2009 Annex to the ISDA 2009 Pan-Asia Interdealer Master Equity Derivatives Confirmation Agreement applies."> - ISDA2009ShareSwapPanAsia <"The Share Swap 2009 Annex to the ISDA 2009 Pan-Asia Interdealer Master Equity Derivatives Confirmation Agreement applies."> - ISDA2010FairValueShareSwapEuropeanInterdealer <"The Fair Value Interdealer Share Swap 2010 Annex to the ISDA 2009 European Interdealer Master Equity Derivatives Confirmation Agreement applies."> - ISDA2010IndexShareOptionEMEAInterdealer <"The Cash-settled Index Option/Cash/Physically-settled Share Option 2010 Annex to the ISDA 2010 EMEA EM Interdealer Master Equity Derivatives Confirmation Agreement applies."> + ISDA2004IndexVarianceSwapAmericasInterdealer <"The Index Variance Swap 2004 Annex to the ISDA 2004 Americas Interdealer Master Equity Derivatives Confirmation Agreement and to the Revised ISDA 2004 Americas Interdealer Master Equity Derivatives Confirmation Agreement applies."> + ISDA2004ShareVarianceSwapAmericasInterdealer <"The Share Variance Swap 2004 Annex to the ISDA 2004 Americas Interdealer Master Equity Derivatives Confirmation Agreement and to the Revised ISDA 2004 Americas Interdealer Master Equity Derivatives Confirmation Agreement applies."> + ISDA2007DispersionVarianceSwapEuropean <"The Dispersion Variance Swap Annex to the Revised 2007 ISDA European Variance Swap Master Confirmation Agreement applies."> + ISDA2007EquityFinanceSwapEuropean <"The EFS (Equity Share Finance Swap) 2007 Annex to the ISDA 2007 European Master Equity Derivatives Confirmation Agreement applies."> + ISDA2007IndexVarianceSwapAmericasInterdealer <"The Index Variance Swap 2007 Annex to the Revised ISDA 2004 Americas Interdealer Master Equity Derivatives Confirmation Agreement applies."> + ISDA2007ShareVarianceSwapAmericasInterdealer <"The Share Variance Swap 2007 Annex to the Revised ISDA 2004 Americas Interdealer Master Equity Derivatives Confirmation Agreement applies."> + ISDA2007VarianceOptionEuropean <"The Variance Option Standard Terms Appendix to the Revised ISDA 2007 European Variance Swap Master Confirmation Agreement applies."> + ISDA2008EquityFinanceSwapAsiaExcludingJapan <"The Cash-settled Open Market EFS (Equity Finance Share Swap) 2008 Annex to the ISDA 2008 AEJ (Asia Excluding Japan) Master Equity Derivatives Confirmation Agreement applies."> + ISDA2008EquityFinanceSwapAsiaExcludingJapanRev1 <"The Cash-settled Open Market EFS (Equity Finance Share Swap) Annex to the Revised ISDA 2008 AEJ (Asia Excluding Japan) Master Equity Derivatives Confirmation Agreement applies."> + ISDA2008EquityOptionAsiaExcludingJapan <"The Open Market Equity Option 2008 Annex to the ISDA 2008 AEJ (Asia Excluding Japan) Master Equity Derivatives Confirmation Agreement applies."> + ISDA2008EquityOptionAsiaExcludingJapanRev1 <"The Open Market Equity Option Annex to the Revised ISDA 2008 AEJ (Asia Excluding Japan) Master Equity Derivatives Confirmation Agreement applies."> + ISDA2008EquityOptionJapan <"The Equity Option 2008 Annex to the ISDA 2008 Japanese Master Equity Derivatives Confirmation Agreement applies."> + ISDA2009ClosedMarketsOptionsAsiaExcludingJapan <"The Cash-settled Closed Market Index and Share Options 2009 Annex to the Revised ISDA 2008 AEJ (Asia Excluding Japan) Master Equity Derivatives Confirmation Agreement applies."> + ISDA2009EquityEuropeanInterdealerSS <"The Interdealer Share Swap 2009 Annex to the ISDA 2009 European Interdealer Master Equity Derivatives Confirmation Agreement applies."> + ISDA2009EquityEuropeanIS <"The Index Swap 2009 Annex to the ISDA 2007 European Master Equity Derivatives Confirmation Agreement applies."> + ISDA2009IndexShareOptionAmericas <"The Index and Share Options 2009 Annex to the ISDA 2009 Americas Master Equity Derivatives Confirmation Agreement applies."> + ISDA2009IndexSwapEuropeanInterdealer <"The Interdealer Index Swap 2009 Annex to the ISDA 2009 European Interdealer Master Equity Derivatives Confirmation Agreement applies."> + ISDA2009IndexSwapPanAsiaInterdealer <"The Index Swap 2009 Annex to the ISDA 2009 Pan-Asia Interdealer Master Equity Derivatives Confirmation Agreement applies."> + ISDA2009ShareSwapPanAsia <"The Share Swap 2009 Annex to the ISDA 2009 Pan-Asia Interdealer Master Equity Derivatives Confirmation Agreement applies."> + ISDA2010FairValueShareSwapEuropeanInterdealer <"The Fair Value Interdealer Share Swap 2010 Annex to the ISDA 2009 European Interdealer Master Equity Derivatives Confirmation Agreement applies."> + ISDA2010IndexShareOptionEMEAInterdealer <"The Cash-settled Index Option/Cash/Physically-settled Share Option 2010 Annex to the ISDA 2010 EMEA EM Interdealer Master Equity Derivatives Confirmation Agreement applies."> enum NationalizationOrInsolvencyOrDelistingEventEnum: <"Defines the consequences of nationalization, insolvency and delisting events relating to the underlying."> NegotiatedCloseout <"The parties may, but are not obliged, to terminate the transaction on mutually acceptable terms and if the terms are not agreed then the transaction continues."> @@ -73,111 +73,111 @@ enum NationalizationOrInsolvencyOrDelistingEventEnum: <"Defines the consequences enum MasterConfirmationTypeEnum: <"The enumerated values to specify the type of master confirmation agreement governing the transaction. While FpML positions the date a prefix, the CDM positions it as the suffix to handle grammar type constraints."> [docReference ISDA FpML_Coding_Scheme schemeLocation "http://www.fpml.org/coding-scheme/master-confirmation-type"] - _2003CreditIndex displayName "2003CreditIndex" <"Used for CDS Index trades. Relevant Master Confirmation determined by the contents of the creditDefaultSwap element. Best practice is to use the most specific code that applies."> - _2004EquityEuropeanInterdealer displayName "2004EquityEuropeanInterdealer" <"A privately negotiated European Interdealer Master Confirmation Agreement applies."> - _2005VarianceSwapEuropeanInterdealer displayName "2005VarianceSwapEuropeanInterdealer" <"A privately negotiated European Interdealer Master Confirmation Agreement applies."> - _2006DividendSwapEuropean displayName "2006DividendSwapEuropean" <"A European Interdealer Master Confirmation Agreement not defined by ISDA, and modified by the parties to the transaction applies."> - _2006DividendSwapEuropeanInterdealer displayName "2006DividendSwapEuropeanInterdealer" <"A European Interdealer Master Confirmation Agreement not defined by ISDA applies."> - _2014CreditAsia displayName "2014CreditAsia" <"Dummy MCA value mirroring the matrix term value AsiaCorporate."> - _2014CreditAsiaFinancial displayName "2014CreditAsiaFinancial" <"Dummy MCA value mirroring the matrix term value AsiaFinancialCorporate."> - _2014CreditAustraliaNewZealand displayName "2014CreditAustraliaNewZealand" <"Dummy MCA value mirroring the matrix term value AustraliaCorporate/NewZealandCorporate."> - _2014CreditAustraliaNewZealandFinancial displayName "2014CreditAustraliaNewZealandFinancial" <"Dummy MCA value mirroring the matrix term value AustraliaFinancialCorporate/NewZealandFinancialCorporate."> - _2014CreditEuropean displayName "2014CreditEuropean" <"Dummy MCA value mirroring the matrix term value EuropeanCorporate."> - _2014CreditEuropeanCoCoFinancial displayName "2014CreditEuropeanCoCoFinancial" <"Dummy MCA value mirroring the matrix term value EuropeanCoCoFinancialCorporate."> - _2014CreditEuropeanFinancial displayName "2014CreditEuropeanFinancial" <"Dummy MCA value mirroring the matrix term value EuropeanFinancialCorporate."> - _2014CreditJapan displayName "2014CreditJapan" <"Dummy MCA value mirroring the matrix term value JapanCorporate."> - _2014CreditJapanFinancial displayName "2014CreditJapanFinancial" <"Dummy MCA value mirroring the matrix term value JapanFinancialCorporate."> - _2014CreditNorthAmerican displayName "2014CreditNorthAmerican" <"Dummy MCA value mirroring the matrix term value NorthAmericanCorporate."> - _2014CreditNorthAmericanFinancial displayName "2014CreditNorthAmericanFinancial" <"Dummy MCA value mirroring the matrix term value NorthAmericanFinancialCorporate."> - _2014CreditSingapore displayName "2014CreditSingapore" <"Dummy MCA value mirroring the matrix term values SingaporeCorporate."> - _2014CreditSingaporeFinancial displayName "2014CreditSingaporeFinancial" <"Dummy MCA value mirroring the matrix term values SingaporeFinancialCorporate."> - _2014CreditSovereignAsia displayName "2014CreditSovereignAsia" <"Dummy MCA value mirroring the matrix term value AsiaSovereign."> - _2014CreditSovereignEmergingEuropeanAndMiddleEastern displayName "2014CreditSovereignEmergingEuropeanAndMiddleEastern" <"Dummy MCA value mirroring the matrix term value EmergingEuropeanAndMiddleEasternSovereign."> - _2014CreditSovereignJapan displayName "2014CreditSovereignJapan" <"Dummy MCA value mirroring the matrix term value JapanSovereign."> - _2014CreditSovereignLatinAmerican displayName "2014CreditSovereignLatinAmerican" <"Dummy MCA value mirroring the matrix term value LatinAmericaSovereign."> - _2014CreditSovereignWesternEuropean displayName "2014CreditSovereignWesternEuropean" <"Dummy MCA value mirroring the matrix term value WesternEuropeanSovereign."> - _2014StandardCreditAsia displayName "2014StandardCreditAsia" <"Dummy MCA value mirroring the matrix term values StandardAsiaCorporate."> - _2014StandardCreditAsiaFinancial displayName "2014StandardCreditAsiaFinancial" <"Dummy MCA value mirroring the matrix term values StandardAsiaFinancialCorporate."> - _2014StandardCreditAustraliaNewZealand displayName "2014StandardCreditAustraliaNewZealand" <"Dummy MCA value mirroring the matrix term values StandardAustraliaCorporate and StandardNewZealandCorporate."> - _2014StandardCreditAustraliaNewZealandFinancial displayName "2014StandardCreditAustraliaNewZealandFinancial" <"Dummy MCA value mirroring the matrix term values StandardAustraliaFinancialCorporate and StandardNewZealandFinancialCorporate."> - _2014StandardCreditEuropean displayName "2014StandardCreditEuropean" <"Dummy MCA value mirroring the matrix term value StandardEuropeanCorporate."> - _2014StandardCreditEuropeanCoCoFinancial displayName "2014StandardCreditEuropeanCoCoFinancial" <"Dummy MCA value mirroring the matrix term value StandardEuropeanCoCoFinancialCorporate."> - _2014StandardCreditEuropeanFinancial displayName "2014StandardCreditEuropeanFinancial" <"Dummy MCA value mirroring the matrix term value StandardEuropeanFinancialCorporate."> - _2014StandardCreditJapan displayName "2014StandardCreditJapan" <"Dummy MCA value mirroring the matrix term values StandardJapanCorporate."> - _2014StandardCreditJapanFinancial displayName "2014StandardCreditJapanFinancial" <"Dummy MCA value mirroring the matrix term value StandardJapanFinancialCorporate."> - _2014StandardCreditNorthAmerican displayName "2014StandardCreditNorthAmerican" <"Dummy MCA value mirroring the matrix term value StandardNorthAmericanCorporate."> - _2014StandardCreditNorthAmericanFinancial displayName "2014StandardCreditNorthAmericanFinancial" <"Dummy MCA value mirroring the matrix term value standardNorthAmericanFinancialCorporate."> - _2014StandardCreditSingapore displayName "2014StandardCreditSingapore" <"Dummy MCA value mirroring the matrix term values StandardSingaporeCorporate."> - _2014StandardCreditSingaporeFinancial displayName "2014StandardCreditSingaporeFinancial" <"Dummy MCA value mirroring the matrix term value StandardSingaporeFinancialCorporate."> - _2014StandardCreditSovereignAsia displayName "2014StandardCreditSovereignAsia" <"Dummy MCA value mirroring the matrix term value StandardAsiaSovereign."> - _2014StandardCreditSovereignEmergingEuropeanAndMiddleEastern displayName "2014StandardCreditSovereignEmergingEuropeanAndMiddleEastern" <"Dummy MCA value mirroring the matrix term value StandardEmergingEuropeanAndMiddleEasternSovereign."> - _2014StandardCreditSovereignJapan displayName "2014StandardCreditSovereignJapan" <"Dummy MCA value mirroring the matrix term values StandardJapanSovereign."> - _2014StandardCreditSovereignLatinAmerican displayName "2014StandardCreditSovereignLatinAmerican" <"Dummy MCA value mirroring the matrix term value StandardLatinAmericaSovereign."> - _2014StandardCreditSovereignWesternEuropean displayName "2014StandardCreditSovereignWesternEuropean" <"Dummy MCA value mirroring the matrix term value StandardWesternEuropeanSovereign."> - DJ_CDX_EM displayName "DJ.CDX.EM" <"Used for CDS Index trades executed under the Dow Jones CDX Emerging Markets Master Confirmation."> - DJ_CDX_EM_DIV displayName "DJ.CDX.EM.DIV" <"Used for CDS Index trades executed under the Dow Jones CDX Emerging Markets Diversified Master Confirmation."> - DJ_CDX_NA displayName "DJ.CDX.NA" <"Used for CDS Index trades executed under the Dow Jones CDX Master Confirmation that covers CDX.NA.IG, CDX.NA.HY, and CDX.NA.XO."> - DJ_iTraxx_Europe displayName "DJ.iTraxx.Europe" <"Used for CDS Index trades executed under the Dow Jones iTraxx Europe Master Confirmation Agreement."> - EquityAmericas <"A general reference to the types of Americas Master Confirmation Agreements. Use the more specific values to reference a specific type of Americas Master Confirmation Agreement."> - EquityAsia <"A general reference to the types of Asia Master Confirmation Agreements. Use the more specific values to reference a specific type of Asia Master Confirmation Agreement."> - EquityEuropean <"A general reference to the types of European Master Confirmation Agreements. Use the more specific values to reference a specific type of European Master Confirmation Agreement."> - ISDA1999Credit <"ISDA 1999 Master Credit Derivatives Confirmation Agreement"> - ISDA2003CreditAsia <"ISDA 2003 Master Credit Derivatives Confirmation Agreement interpreted as if Asia had been specified as the relevant Transaction Type in the Transaction Supplement."> - ISDA2003CreditAustraliaNewZealand <"ISDA 2003 Master Credit Derivatives Confirmation Agreement interpreted as if Australia and New Zealand had been specified as the relevant Transaction Type in the Transaction Supplement."> - ISDA2003CreditEuropean <"ISDA 2003 Master Credit Derivatives Confirmation Agreement interpreted as if European had been specified as the relevant Transaction Type in the Transaction Supplement."> - ISDA2003CreditJapan <"ISDA 2003 Master Credit Derivatives Confirmation Agreement interpreted as if Japan had been specified as the relevant Transaction Type in the Transaction Supplement."> - ISDA2003CreditNorthAmerican <"ISDA 2003 Master Credit Derivatives Confirmation Agreement interpreted as if North American had been specified as the relevant Transaction Type in the Transaction Supplement."> - ISDA2003CreditSingapore <"ISDA 2003 Master Credit Derivatives Confirmation Agreement interpreted as if Singapore had been specified as the relevant Transaction Type in the Transaction Supplement."> - ISDA2003CreditSovereignAsia <"ISDA Sovereign 2003 Master Credit Derivatives Confirmation Agreement interpreted as if Asia had been specified as the relevant Transaction Type in the Transaction Supplement. The 2003 Sovereign Master Confirmation has been superceded by the 2004."> - ISDA2003CreditSovereignCentralAndEasternEurope <"ISDA Sovereign 2003 Master Credit Derivatives Confirmation Agreement interpreted as if Central and Eastern Europe had been specified as the relevant Transaction Type in the Transaction Supplement. The 2003 Sovereign Master Confirmation has been superceded by the 2004."> - ISDA2003CreditSovereignJapan <"ISDA Sovereign 2003 Master Credit Derivatives Confirmation Agreement interpreted as if Japan had been specified as the relevant Transaction Type in the Transaction Supplement. The 2003 Sovereign Master Confirmation has been superceded by the 2004."> - ISDA2003CreditSovereignLatinAmerica <"ISDA Sovereign 2003 Master Credit Derivatives Confirmation Agreement interpreted as if Latin America had been specified as the relevant Transaction Type in the Transaction Supplement. The 2003 Sovereign Master Confirmation has been superceded by the 2004."> - ISDA2003CreditSovereignMiddleEast <"ISDA Sovereign 2003 Master Credit Derivatives Confirmation Agreement interpreted as if Middle East had been specified as the relevant Transaction Type in the Transaction Supplement. The 2003 Sovereign Master Confirmation has been superceded by the 2004."> - ISDA2003CreditSovereignWesternEurope <"ISDA Sovereign 2003 Master Credit Derivatives Confirmation Agreement interpreted as if Western Europe had been specified as the relevant Transaction Type in the Transaction Supplement. The 2003 Sovereign Master Confirmation has been superceded by the 2004."> - ISDA2003StandardCreditAsia <"Dummy MCA value mirroring the matrix term values StandardAsiaCorporate."> - ISDA2003StandardCreditAustraliaNewZealand <"Dummy MCA value mirroring the matrix term values StandardAustraliaCorporate/Sovereign and StandardNewZealandCorporate/Sovereign."> - ISDA2003StandardCreditEuropean <"Dummy MCA value mirroring the matrix term value StandardEuropeanCorporate."> - ISDA2003StandardCreditJapan <"Dummy MCA value mirroring the matrix term values StandardJapanCorporate."> - ISDA2003StandardCreditNorthAmerican <"Dummy MCA value mirroring the matrix term value StandardNorthAmericanCorporate."> - ISDA2003StandardCreditSingapore <"Dummy MCA value mirroring the matrix term values StandardSingaporeCorporate/Sovereign."> - ISDA2004CreditSovereignAsia <"ISDA Sovereign 2004 Master Credit Derivatives Confirmation Agreement interpreted as if Asia had been specified as the relevant Transaction Type in the Transaction Supplement."> - ISDA2004CreditSovereignEmergingEuropeanAndMiddleEastern <"ISDA Sovereign 2004 Master Credit Derivatives Confirmation Agreement interpreted as if Emerging European and Middle Eastern had been specified as the relevant Transaction Type in the Transaction Supplement."> - ISDA2004CreditSovereignJapan <"ISDA Sovereign 2004 Master Credit Derivatives Confirmation Agreement interpreted as if Japan had been specified as the relevant Transaction Type in the Transaction Supplement."> - ISDA2004CreditSovereignLatinAmerican <"ISDA Sovereign 2004 Master Credit Derivatives Confirmation Agreement interpreted as if Latin American had been specified as the relevant Transaction Type in the Transaction Supplement."> - ISDA2004CreditSovereignWesternEuropean <"ISDA Sovereign 2004 Master Credit Derivatives Confirmation Agreement interpreted as if Western European had been specified as the relevant Transaction Type in the Transaction Supplement."> - ISDA2004EquityAmericasInterdealer <"The ISDA 2004 Americas Interdealer Master Equity Derivatives Confirmation Agreement applies."> - ISDA2004EquityAmericasInterdealerRev1 <"The Revised ISDA 2004 Americas Interdealer Master Equity Derivatives Confirmation Agreement applies."> - ISDA2004StandardCreditSovereignAsia <"Dummy MCA value mirroring the matrix term values StandardAsiaSovereign."> - ISDA2004StandardCreditSovereignEmergingEuropeanAndMiddleEastern <"Dummy MCA value mirroring the matrix term value StandardEmergingEuropeanAndMiddleEasternSovereign."> - ISDA2004StandardCreditSovereignJapan <"Dummy MCA value mirroring the matrix term values StandardJapanSovereign."> - ISDA2004StandardCreditSovereignLatinAmerican <"Dummy MCA value mirroring the matrix term value StandardLatinAmericaSovereign."> - ISDA2004StandardCreditSovereignWesternEuropean <"Dummy MCA value mirroring the matrix term value StandardWesternEuropeanSovereign."> - ISDA2005EquityAsiaExcludingJapanInterdealer <"ISDA 2005 AEJ (Asia Excluding Japan) Interdealer Master Equity Derivatives Confirmation Agreement applies."> - ISDA2005EquityAsiaExcludingJapanInterdealerRev2 <"Second Revised ISDA 2005 AEJ (Asia Excluding Japan) Interdealer Master Equity Derivatives Confirmation Agreement applies."> - ISDA2005EquityJapaneseInterdealer <"The ISDA 2005 Japanese Interdealer Master Equity Derivatives Confirmation Agreement applies."> - ISDA2006VarianceSwapJapanese <"ISDA 2006 Variance Swap Japanese Confirmation Agreement applies."> - ISDA2006VarianceSwapJapaneseInterdealer <"ISDA 2006 Variance Swap Japanese Interdealer Confirmation Agreement applies."> - ISDA2007EquityEuropean <"The ISDA 2007 European Master Equity Derivatives Confirmation Agreement applies."> - ISDA2007VarianceSwapAmericas <"The ISDA 2007 Americas Master Variance Swap Confirmation Agreement applies."> - ISDA2007VarianceSwapAsiaExcludingJapan <"The ISDA 2007 AEJ Master Variance Swap Confirmation Agreement applies."> - ISDA2007VarianceSwapAsiaExcludingJapanRev1 <"The Revised ISDA 2007 AEJ Master Variance Swap Confirmation Agreement applies."> - ISDA2007VarianceSwapAsiaExcludingJapanRev2 <"The Second Revised ISDA 2007 AEJ Master Variance Swap Confirmation Agreement applies."> - ISDA2007VarianceSwapEuropean <"The ISDA 2007 European Variance Swap Master Confirmation Agreement applies."> - ISDA2007VarianceSwapEuropeanRev1 <"The Revised ISDA 2007 European Variance Swap Master Confirmation Agreement applies."> - ISDA2008DividendSwapJapan <"The ISDA 2008 Japanese Dividend Swap Master Confirmation Agreement applies."> - ISDA2008DividendSwapJapaneseRev1 <"The Revised ISDA 2008 Japanese Dividend Swap Master Confirmation Agreement applies."> - ISDA2008EquityAmericas <"The ISDA 2008 Americas Master Designated/Exchange-Traded Contract Option Confirmation Agreement applies."> - ISDA2008EquityAsiaExcludingJapan <"The ISDA 2008 AEJ (Asia Excluding Japan) Master Equity Derivatives Confirmation Agreement applies."> - ISDA2008EquityAsiaExcludingJapanRev1 <"The Revised ISDA 2008 AEJ (Asia Excluding Japan) Master Equity Derivatives Confirmation Agreement applies."> - ISDA2008EquityJapan <"The ISDA 2008 Japanese Master Equity Derivatives Confirmation Agreement applies."> - ISDA2009EquityAmericas <"The ISDA 2009 Americas Master Equity Derivatives Confirmation Agreement applies."> - ISDA2009EquityEuropeanInterdealer <"The ISDA 2009 European Interdealer Master Equity Derivatives Confirmation Agreement applies."> - ISDA2009EquityPanAsia <"2009 Pan-Asia Interdealer Master Equity Derivatives Confirmation Agreement applies."> - ISDA2010EquityEMEAInterdealer <"The ISDA 2010 EMEA EM Interdealer Master Equity Derivatives Confirmation Agreement applies."> - ISDA2013VolatilitySwapAmericas <"The ISDA 2013 Americas Master Volatility Swap Confirmation Agreement applies."> - ISDA2013VolatilitySwapAsiaExcludingJapan <"The ISDA 2013 AEJ Master Volatility Swap Confirmation Agreement applies."> - ISDA2013VolatilitySwapEuropean <"The ISDA 2013 European Volatility Swap Master Confirmation Agreement applies."> - ISDA2013VolatilitySwapJapanese <"The ISDA 2013 Volatility Swap Japanese Confirmation Agreement applies."> + _2003CreditIndex displayName "2003CreditIndex" <"Used for CDS Index trades. Relevant Master Confirmation determined by the contents of the creditDefaultSwap element. Best practice is to use the most specific code that applies."> + _2004EquityEuropeanInterdealer displayName "2004EquityEuropeanInterdealer" <"A privately negotiated European Interdealer Master Confirmation Agreement applies."> + _2005VarianceSwapEuropeanInterdealer displayName "2005VarianceSwapEuropeanInterdealer" <"A privately negotiated European Interdealer Master Confirmation Agreement applies."> + _2006DividendSwapEuropean displayName "2006DividendSwapEuropean" <"A European Interdealer Master Confirmation Agreement not defined by ISDA, and modified by the parties to the transaction applies."> + _2006DividendSwapEuropeanInterdealer displayName "2006DividendSwapEuropeanInterdealer" <"A European Interdealer Master Confirmation Agreement not defined by ISDA applies."> + _2014CreditAsia displayName "2014CreditAsia" <"Dummy MCA value mirroring the matrix term value AsiaCorporate."> + _2014CreditAsiaFinancial displayName "2014CreditAsiaFinancial" <"Dummy MCA value mirroring the matrix term value AsiaFinancialCorporate."> + _2014CreditAustraliaNewZealand displayName "2014CreditAustraliaNewZealand" <"Dummy MCA value mirroring the matrix term value AustraliaCorporate/NewZealandCorporate."> + _2014CreditAustraliaNewZealandFinancial displayName "2014CreditAustraliaNewZealandFinancial" <"Dummy MCA value mirroring the matrix term value AustraliaFinancialCorporate/NewZealandFinancialCorporate."> + _2014CreditEuropean displayName "2014CreditEuropean" <"Dummy MCA value mirroring the matrix term value EuropeanCorporate."> + _2014CreditEuropeanCoCoFinancial displayName "2014CreditEuropeanCoCoFinancial" <"Dummy MCA value mirroring the matrix term value EuropeanCoCoFinancialCorporate."> + _2014CreditEuropeanFinancial displayName "2014CreditEuropeanFinancial" <"Dummy MCA value mirroring the matrix term value EuropeanFinancialCorporate."> + _2014CreditJapan displayName "2014CreditJapan" <"Dummy MCA value mirroring the matrix term value JapanCorporate."> + _2014CreditJapanFinancial displayName "2014CreditJapanFinancial" <"Dummy MCA value mirroring the matrix term value JapanFinancialCorporate."> + _2014CreditNorthAmerican displayName "2014CreditNorthAmerican" <"Dummy MCA value mirroring the matrix term value NorthAmericanCorporate."> + _2014CreditNorthAmericanFinancial displayName "2014CreditNorthAmericanFinancial" <"Dummy MCA value mirroring the matrix term value NorthAmericanFinancialCorporate."> + _2014CreditSingapore displayName "2014CreditSingapore" <"Dummy MCA value mirroring the matrix term values SingaporeCorporate."> + _2014CreditSingaporeFinancial displayName "2014CreditSingaporeFinancial" <"Dummy MCA value mirroring the matrix term values SingaporeFinancialCorporate."> + _2014CreditSovereignAsia displayName "2014CreditSovereignAsia" <"Dummy MCA value mirroring the matrix term value AsiaSovereign."> + _2014CreditSovereignEmergingEuropeanAndMiddleEastern displayName "2014CreditSovereignEmergingEuropeanAndMiddleEastern" <"Dummy MCA value mirroring the matrix term value EmergingEuropeanAndMiddleEasternSovereign."> + _2014CreditSovereignJapan displayName "2014CreditSovereignJapan" <"Dummy MCA value mirroring the matrix term value JapanSovereign."> + _2014CreditSovereignLatinAmerican displayName "2014CreditSovereignLatinAmerican" <"Dummy MCA value mirroring the matrix term value LatinAmericaSovereign."> + _2014CreditSovereignWesternEuropean displayName "2014CreditSovereignWesternEuropean" <"Dummy MCA value mirroring the matrix term value WesternEuropeanSovereign."> + _2014StandardCreditAsia displayName "2014StandardCreditAsia" <"Dummy MCA value mirroring the matrix term values StandardAsiaCorporate."> + _2014StandardCreditAsiaFinancial displayName "2014StandardCreditAsiaFinancial" <"Dummy MCA value mirroring the matrix term values StandardAsiaFinancialCorporate."> + _2014StandardCreditAustraliaNewZealand displayName "2014StandardCreditAustraliaNewZealand" <"Dummy MCA value mirroring the matrix term values StandardAustraliaCorporate and StandardNewZealandCorporate."> + _2014StandardCreditAustraliaNewZealandFinancial displayName "2014StandardCreditAustraliaNewZealandFinancial" <"Dummy MCA value mirroring the matrix term values StandardAustraliaFinancialCorporate and StandardNewZealandFinancialCorporate."> + _2014StandardCreditEuropean displayName "2014StandardCreditEuropean" <"Dummy MCA value mirroring the matrix term value StandardEuropeanCorporate."> + _2014StandardCreditEuropeanCoCoFinancial displayName "2014StandardCreditEuropeanCoCoFinancial" <"Dummy MCA value mirroring the matrix term value StandardEuropeanCoCoFinancialCorporate."> + _2014StandardCreditEuropeanFinancial displayName "2014StandardCreditEuropeanFinancial" <"Dummy MCA value mirroring the matrix term value StandardEuropeanFinancialCorporate."> + _2014StandardCreditJapan displayName "2014StandardCreditJapan" <"Dummy MCA value mirroring the matrix term values StandardJapanCorporate."> + _2014StandardCreditJapanFinancial displayName "2014StandardCreditJapanFinancial" <"Dummy MCA value mirroring the matrix term value StandardJapanFinancialCorporate."> + _2014StandardCreditNorthAmerican displayName "2014StandardCreditNorthAmerican" <"Dummy MCA value mirroring the matrix term value StandardNorthAmericanCorporate."> + _2014StandardCreditNorthAmericanFinancial displayName "2014StandardCreditNorthAmericanFinancial" <"Dummy MCA value mirroring the matrix term value standardNorthAmericanFinancialCorporate."> + _2014StandardCreditSingapore displayName "2014StandardCreditSingapore" <"Dummy MCA value mirroring the matrix term values StandardSingaporeCorporate."> + _2014StandardCreditSingaporeFinancial displayName "2014StandardCreditSingaporeFinancial" <"Dummy MCA value mirroring the matrix term value StandardSingaporeFinancialCorporate."> + _2014StandardCreditSovereignAsia displayName "2014StandardCreditSovereignAsia" <"Dummy MCA value mirroring the matrix term value StandardAsiaSovereign."> + _2014StandardCreditSovereignEmergingEuropeanAndMiddleEastern displayName "2014StandardCreditSovereignEmergingEuropeanAndMiddleEastern" <"Dummy MCA value mirroring the matrix term value StandardEmergingEuropeanAndMiddleEasternSovereign."> + _2014StandardCreditSovereignJapan displayName "2014StandardCreditSovereignJapan" <"Dummy MCA value mirroring the matrix term values StandardJapanSovereign."> + _2014StandardCreditSovereignLatinAmerican displayName "2014StandardCreditSovereignLatinAmerican" <"Dummy MCA value mirroring the matrix term value StandardLatinAmericaSovereign."> + _2014StandardCreditSovereignWesternEuropean displayName "2014StandardCreditSovereignWesternEuropean" <"Dummy MCA value mirroring the matrix term value StandardWesternEuropeanSovereign."> + DJ_CDX_EM displayName "DJ.CDX.EM" <"Used for CDS Index trades executed under the Dow Jones CDX Emerging Markets Master Confirmation."> + DJ_CDX_EM_DIV displayName "DJ.CDX.EM.DIV" <"Used for CDS Index trades executed under the Dow Jones CDX Emerging Markets Diversified Master Confirmation."> + DJ_CDX_NA displayName "DJ.CDX.NA" <"Used for CDS Index trades executed under the Dow Jones CDX Master Confirmation that covers CDX.NA.IG, CDX.NA.HY, and CDX.NA.XO."> + DJ_iTraxx_Europe displayName "DJ.iTraxx.Europe" <"Used for CDS Index trades executed under the Dow Jones iTraxx Europe Master Confirmation Agreement."> + EquityAmericas <"A general reference to the types of Americas Master Confirmation Agreements. Use the more specific values to reference a specific type of Americas Master Confirmation Agreement."> + EquityAsia <"A general reference to the types of Asia Master Confirmation Agreements. Use the more specific values to reference a specific type of Asia Master Confirmation Agreement."> + EquityEuropean <"A general reference to the types of European Master Confirmation Agreements. Use the more specific values to reference a specific type of European Master Confirmation Agreement."> + ISDA1999Credit <"ISDA 1999 Master Credit Derivatives Confirmation Agreement"> + ISDA2003CreditAsia <"ISDA 2003 Master Credit Derivatives Confirmation Agreement interpreted as if Asia had been specified as the relevant Transaction Type in the Transaction Supplement."> + ISDA2003CreditAustraliaNewZealand <"ISDA 2003 Master Credit Derivatives Confirmation Agreement interpreted as if Australia and New Zealand had been specified as the relevant Transaction Type in the Transaction Supplement."> + ISDA2003CreditEuropean <"ISDA 2003 Master Credit Derivatives Confirmation Agreement interpreted as if European had been specified as the relevant Transaction Type in the Transaction Supplement."> + ISDA2003CreditJapan <"ISDA 2003 Master Credit Derivatives Confirmation Agreement interpreted as if Japan had been specified as the relevant Transaction Type in the Transaction Supplement."> + ISDA2003CreditNorthAmerican <"ISDA 2003 Master Credit Derivatives Confirmation Agreement interpreted as if North American had been specified as the relevant Transaction Type in the Transaction Supplement."> + ISDA2003CreditSingapore <"ISDA 2003 Master Credit Derivatives Confirmation Agreement interpreted as if Singapore had been specified as the relevant Transaction Type in the Transaction Supplement."> + ISDA2003CreditSovereignAsia <"ISDA Sovereign 2003 Master Credit Derivatives Confirmation Agreement interpreted as if Asia had been specified as the relevant Transaction Type in the Transaction Supplement. The 2003 Sovereign Master Confirmation has been superceded by the 2004."> + ISDA2003CreditSovereignCentralAndEasternEurope <"ISDA Sovereign 2003 Master Credit Derivatives Confirmation Agreement interpreted as if Central and Eastern Europe had been specified as the relevant Transaction Type in the Transaction Supplement. The 2003 Sovereign Master Confirmation has been superceded by the 2004."> + ISDA2003CreditSovereignJapan <"ISDA Sovereign 2003 Master Credit Derivatives Confirmation Agreement interpreted as if Japan had been specified as the relevant Transaction Type in the Transaction Supplement. The 2003 Sovereign Master Confirmation has been superceded by the 2004."> + ISDA2003CreditSovereignLatinAmerica <"ISDA Sovereign 2003 Master Credit Derivatives Confirmation Agreement interpreted as if Latin America had been specified as the relevant Transaction Type in the Transaction Supplement. The 2003 Sovereign Master Confirmation has been superceded by the 2004."> + ISDA2003CreditSovereignMiddleEast <"ISDA Sovereign 2003 Master Credit Derivatives Confirmation Agreement interpreted as if Middle East had been specified as the relevant Transaction Type in the Transaction Supplement. The 2003 Sovereign Master Confirmation has been superceded by the 2004."> + ISDA2003CreditSovereignWesternEurope <"ISDA Sovereign 2003 Master Credit Derivatives Confirmation Agreement interpreted as if Western Europe had been specified as the relevant Transaction Type in the Transaction Supplement. The 2003 Sovereign Master Confirmation has been superceded by the 2004."> + ISDA2003StandardCreditAsia <"Dummy MCA value mirroring the matrix term values StandardAsiaCorporate."> + ISDA2003StandardCreditAustraliaNewZealand <"Dummy MCA value mirroring the matrix term values StandardAustraliaCorporate/Sovereign and StandardNewZealandCorporate/Sovereign."> + ISDA2003StandardCreditEuropean <"Dummy MCA value mirroring the matrix term value StandardEuropeanCorporate."> + ISDA2003StandardCreditJapan <"Dummy MCA value mirroring the matrix term values StandardJapanCorporate."> + ISDA2003StandardCreditNorthAmerican <"Dummy MCA value mirroring the matrix term value StandardNorthAmericanCorporate."> + ISDA2003StandardCreditSingapore <"Dummy MCA value mirroring the matrix term values StandardSingaporeCorporate/Sovereign."> + ISDA2004CreditSovereignAsia <"ISDA Sovereign 2004 Master Credit Derivatives Confirmation Agreement interpreted as if Asia had been specified as the relevant Transaction Type in the Transaction Supplement."> + ISDA2004CreditSovereignEmergingEuropeanAndMiddleEastern <"ISDA Sovereign 2004 Master Credit Derivatives Confirmation Agreement interpreted as if Emerging European and Middle Eastern had been specified as the relevant Transaction Type in the Transaction Supplement."> + ISDA2004CreditSovereignJapan <"ISDA Sovereign 2004 Master Credit Derivatives Confirmation Agreement interpreted as if Japan had been specified as the relevant Transaction Type in the Transaction Supplement."> + ISDA2004CreditSovereignLatinAmerican <"ISDA Sovereign 2004 Master Credit Derivatives Confirmation Agreement interpreted as if Latin American had been specified as the relevant Transaction Type in the Transaction Supplement."> + ISDA2004CreditSovereignWesternEuropean <"ISDA Sovereign 2004 Master Credit Derivatives Confirmation Agreement interpreted as if Western European had been specified as the relevant Transaction Type in the Transaction Supplement."> + ISDA2004EquityAmericasInterdealer <"The ISDA 2004 Americas Interdealer Master Equity Derivatives Confirmation Agreement applies."> + ISDA2004EquityAmericasInterdealerRev1 <"The Revised ISDA 2004 Americas Interdealer Master Equity Derivatives Confirmation Agreement applies."> + ISDA2004StandardCreditSovereignAsia <"Dummy MCA value mirroring the matrix term values StandardAsiaSovereign."> + ISDA2004StandardCreditSovereignEmergingEuropeanAndMiddleEastern <"Dummy MCA value mirroring the matrix term value StandardEmergingEuropeanAndMiddleEasternSovereign."> + ISDA2004StandardCreditSovereignJapan <"Dummy MCA value mirroring the matrix term values StandardJapanSovereign."> + ISDA2004StandardCreditSovereignLatinAmerican <"Dummy MCA value mirroring the matrix term value StandardLatinAmericaSovereign."> + ISDA2004StandardCreditSovereignWesternEuropean <"Dummy MCA value mirroring the matrix term value StandardWesternEuropeanSovereign."> + ISDA2005EquityAsiaExcludingJapanInterdealer <"ISDA 2005 AEJ (Asia Excluding Japan) Interdealer Master Equity Derivatives Confirmation Agreement applies."> + ISDA2005EquityAsiaExcludingJapanInterdealerRev2 <"Second Revised ISDA 2005 AEJ (Asia Excluding Japan) Interdealer Master Equity Derivatives Confirmation Agreement applies."> + ISDA2005EquityJapaneseInterdealer <"The ISDA 2005 Japanese Interdealer Master Equity Derivatives Confirmation Agreement applies."> + ISDA2006VarianceSwapJapanese <"ISDA 2006 Variance Swap Japanese Confirmation Agreement applies."> + ISDA2006VarianceSwapJapaneseInterdealer <"ISDA 2006 Variance Swap Japanese Interdealer Confirmation Agreement applies."> + ISDA2007EquityEuropean <"The ISDA 2007 European Master Equity Derivatives Confirmation Agreement applies."> + ISDA2007VarianceSwapAmericas <"The ISDA 2007 Americas Master Variance Swap Confirmation Agreement applies."> + ISDA2007VarianceSwapAsiaExcludingJapan <"The ISDA 2007 AEJ Master Variance Swap Confirmation Agreement applies."> + ISDA2007VarianceSwapAsiaExcludingJapanRev1 <"The Revised ISDA 2007 AEJ Master Variance Swap Confirmation Agreement applies."> + ISDA2007VarianceSwapAsiaExcludingJapanRev2 <"The Second Revised ISDA 2007 AEJ Master Variance Swap Confirmation Agreement applies."> + ISDA2007VarianceSwapEuropean <"The ISDA 2007 European Variance Swap Master Confirmation Agreement applies."> + ISDA2007VarianceSwapEuropeanRev1 <"The Revised ISDA 2007 European Variance Swap Master Confirmation Agreement applies."> + ISDA2008DividendSwapJapan <"The ISDA 2008 Japanese Dividend Swap Master Confirmation Agreement applies."> + ISDA2008DividendSwapJapaneseRev1 <"The Revised ISDA 2008 Japanese Dividend Swap Master Confirmation Agreement applies."> + ISDA2008EquityAmericas <"The ISDA 2008 Americas Master Designated/Exchange-Traded Contract Option Confirmation Agreement applies."> + ISDA2008EquityAsiaExcludingJapan <"The ISDA 2008 AEJ (Asia Excluding Japan) Master Equity Derivatives Confirmation Agreement applies."> + ISDA2008EquityAsiaExcludingJapanRev1 <"The Revised ISDA 2008 AEJ (Asia Excluding Japan) Master Equity Derivatives Confirmation Agreement applies."> + ISDA2008EquityJapan <"The ISDA 2008 Japanese Master Equity Derivatives Confirmation Agreement applies."> + ISDA2009EquityAmericas <"The ISDA 2009 Americas Master Equity Derivatives Confirmation Agreement applies."> + ISDA2009EquityEuropeanInterdealer <"The ISDA 2009 European Interdealer Master Equity Derivatives Confirmation Agreement applies."> + ISDA2009EquityPanAsia <"2009 Pan-Asia Interdealer Master Equity Derivatives Confirmation Agreement applies."> + ISDA2010EquityEMEAInterdealer <"The ISDA 2010 EMEA EM Interdealer Master Equity Derivatives Confirmation Agreement applies."> + ISDA2013VolatilitySwapAmericas <"The ISDA 2013 Americas Master Volatility Swap Confirmation Agreement applies."> + ISDA2013VolatilitySwapAsiaExcludingJapan <"The ISDA 2013 AEJ Master Volatility Swap Confirmation Agreement applies."> + ISDA2013VolatilitySwapEuropean <"The ISDA 2013 European Volatility Swap Master Confirmation Agreement applies."> + ISDA2013VolatilitySwapJapanese <"The ISDA 2013 Volatility Swap Japanese Confirmation Agreement applies."> enum MasterAgreementClauseIdentifierEnum: ISLA_GMSLA_001 <"Date of Agreement"> diff --git a/rosetta-source/src/main/rosetta/observable-asset-enum.rosetta b/rosetta-source/src/main/rosetta/observable-asset-enum.rosetta index 1c2dc5608b..e298af7c65 100644 --- a/rosetta-source/src/main/rosetta/observable-asset-enum.rosetta +++ b/rosetta-source/src/main/rosetta/observable-asset-enum.rosetta @@ -7,24 +7,24 @@ import cdm.mapping.config.* enum InformationProviderEnum: <"The enumerated values to specify the list of information providers."> [docReference ISDA FpML_Coding_Scheme schemeLocation "http://www.fpml.org/coding-scheme/information-provider"] - AssocBanksSingapore <"The Association of Banks in Singapore."> - BancoCentralChile <"The central bank of Chile."> - BankOfCanada <"The central bank of Canada."> - BankOfEngland <"The Bank Of England."> - BankOfJapan <"The central bank of Japan."> - Bloomberg <"Bloomberg LP."> - EuroCentralBank <"The European Central Bank."> - FederalReserve <"The Federal Reserve, the central bank of the United States."> - FHLBSF <"The Federal Home Loan Bank of San Francisco, or its successor."> - ICESWAP <"ICESWAP Rate Administrator which means ICE Benchmark Administration, or any successor thereto, as administrator of the ICE Swap Rate."> - ISDA <"International Swaps and Derivatives Association, Inc."> - Refinitiv <"Refinitiv, formerly Thomson Reuters Financial & Risk."> - ReserveBankAustralia <"The Reserve Bank of Australia."> - ReserveBankNewZealand <"The Reserve Bank of New Zealand."> - Reuters <"Reuters Group Plc."> - SAFEX <"South African Futures Exchange, or its successor."> - Telerate <"Telerate, Inc."> - TOKYOSWAP <"The Tokyo Swap Reference Rate (or TSR) Administrator, which means Refinitiv Asia Pacific Limited, or any successor thereto, as administrator of the TSR."> + AssocBanksSingapore <"The Association of Banks in Singapore."> + BancoCentralChile <"The central bank of Chile."> + BankOfCanada <"The central bank of Canada."> + BankOfEngland <"The Bank Of England."> + BankOfJapan <"The central bank of Japan."> + Bloomberg <"Bloomberg LP."> + EuroCentralBank <"The European Central Bank."> + FederalReserve <"The Federal Reserve, the central bank of the United States."> + FHLBSF <"The Federal Home Loan Bank of San Francisco, or its successor."> + ICESWAP <"ICESWAP Rate Administrator which means ICE Benchmark Administration, or any successor thereto, as administrator of the ICE Swap Rate."> + ISDA <"International Swaps and Derivatives Association, Inc."> + Refinitiv <"Refinitiv, formerly Thomson Reuters Financial & Risk."> + ReserveBankAustralia <"The Reserve Bank of Australia."> + ReserveBankNewZealand <"The Reserve Bank of New Zealand."> + Reuters <"Reuters Group Plc."> + SAFEX <"South African Futures Exchange, or its successor."> + Telerate <"Telerate, Inc."> + TOKYOSWAP <"The Tokyo Swap Reference Rate (or TSR) Administrator, which means Refinitiv Asia Pacific Limited, or any successor thereto, as administrator of the TSR."> enum PriceExpressionEnum: <"Enumerated values to specify whether the price is expressed in absolute or relative terms."> AbsoluteTerms <"The price is expressed as an absolute amount."> @@ -163,109 +163,109 @@ enum CreditNotationBoundaryEnum: <"Identifies an agency rating as a simple scale enum InterpolationMethodEnum: <"The enumerated values to specify the interpolation method, e.g. linear."> [docReference ISDA FpML_Coding_Scheme schemeLocation "http://www.fpml.org/coding-scheme/interpolation-method"] - Linear <"Linear Interpolation applicable."> - LinearZeroYield <"Linear Interpolation applicable."> - None <"No Interpolation applicable."> + Linear <"Linear Interpolation applicable."> + LinearZeroYield <"Linear Interpolation applicable."> + None <"No Interpolation applicable."> enum SettlementRateOptionEnum: <"The enumerated values to specify the settlement rate options as specified in the Annex A to the 1998 FX and Currency Options Definitions."> [docReference ISDA FpML_Coding_Scheme schemeLocation "http://www.fpml.org/coding-scheme/settlement-rate-option"] - ARS_BNAR_ARS01 displayName "ARS.BNAR/ARS01" <"The Spot Rate for a Rate Calculation Date will be the Argentine Peso/U.S. Dollar Specified Rate, expressed as the amount of Argentine Pesos per one U.S. Dollar, for settlement on the same day (or, if such day is not a Business Day in New York, for settlement on the first succeeding day that is a Business Day in both Buenos Aires and New York) which appears on the Reuters Screen BNAR Page at the close of business in Buenos Aires on that Rate Calculation Date."> - ARS_EMTA_INDICATIVE_SURVEY_RATE_ARS04 displayName "ARS.EMTA.INDICATIVE.SURVEY.RATE/ARS04" <"The Spot Rate for a Rate Calculation Date will be the Argentine Peso/U.S. Dollar Specified Rate for U.S. Dollars, expressed as the amount of Argentine Pesos per one U.S. Dollar, for settlement on the same day, as published on EMTA's web site (www.emta.org) at approximately 1:00 p.m. (Buenos Aires time), or as soon thereafter as practicable, on such Rate Calculation Date. The Spot Rate shall be calculated by EMTA (or a service provider EMTA may select in its sole discretion) pursuant to the EMTA ARS Indicative Survey Methodology (which means a methodology, dated as of January 2, 2003, as amended from time to time, for a centralized industry-wide survey of financial institutions that are active participants in the Argentine Peso/U.S. Dollar markets for the purpose of determining the EMTA ARS Indicative Survey Rate)."> - ARS_EMTA_INDUSTRY_SURVEY_RATE_ARS03 displayName "ARS.EMTA.INDUSTRY.SURVEY.RATE/ARS03" <"The Spot Rate for a Rate Calculation Date will be the Argentine Peso/U.S. Dollar Specified Rate for U.S. Dollars, expressed as the amount of Argentine Pesos per one U.S. Dollar, for settlement on the same day, as published on EMTA's web site (www.emta.org) at approximately 1:00 p.m. (Buenos Aires time), or as soon thereafter as practicable, on such Rate Calculation Date. The Spot Rate shall be calculated by EMTA (or a service provider EMTA may select in its sole discretion) pursuant to the EMTA ARS Industry Survey Methodology (which means a methodology, dated as of January 2, 2003, as amended from time to time, for a centralized industry-wide survey of financial institutions in Buenos Aires that are active participants in the Argentine Peso/U.S. Dollar spot markets for the purpose of determining the EMTA ARS Industry Survey Rate)."> - ARS_MAE_ARS05 displayName "ARS.MAE/ARS05" <"The Spot Rate for a Rate Calculation Date will be the volume weighted average Argentine Peso/U.S. Dollar Rate of all trades executed in the electronic market for a Rate Calculation Day expressed as the amount of Argentine Pesos per one U.S. Dollar, for settlement on the same day, reported by the Mercado Abierto Electronico (the 'MAE') at approximately 3:00 pm, Buenos Aires time, and published on the FOREX-MAE Page as the 'PPN' rate ('Promedio Ponderado Noticiado') on www.mae.com.ar on that Rate Calculation Date."> - ARS_OFFICIAL_RATE_ARS02 displayName "ARS.OFFICIAL.RATE/ARS02" <"The Spot Rate for a Rate Calculation Date will be the Argentine Peso/U.S. Dollar offered rate for U.S. Dollars, expressed as the amount of Argentine Pesos per one U.S. Dollar, for settlement on the same day quoted by Banco de la Nacion (in accordance with the Convertibility Law of March 27, 1991 and Regulatory Decree No. 529/91 of April 1, 1991, as may be amended from time to time) for that Rate Calculation Date."> - BRL_BRBY_BRL01 displayName "BRL.BRBY/BRL01" <"The Spot Rate for a Rate Calculation Date will be the Brazilian Real/U.S. Dollar Specified Rate, expressed as the amount of Brazilian Reais per one U.S. Dollar, for settlement in two Business Days (where such days are Business Days in both Sao Paulo and New York) which appears on the Reuters Screen BRBY Page under the caption 'INTBK FLTING (LAST)' at approximately 11:00 a.m., Sao Paulo time, on that Rate Calculation Date."> - BRL_EMTA_INDICATIVE_SURVEY_RATE_BRL13 displayName "BRL.EMTA.INDICATIVE.SURVEY.RATE/BRL13" <"The Spot Rate for a Rate Calculation Date will be the Brazilian Real/U.S. Dollar Specified Rate for U.S. Dollars, expressed as the amount of Brazilian Reais per one U.S. Dollar, for settlement in two Business Days, as published on EMTA's web site (www.emta.org) at approximately 12:00 p.m. (Sao Paulo time), or as soon thereafter as practicable, on such Rate Calculation Date. The Spot Rate shall be calculated by EMTA (or a service provider EMTA may select in its sole discretion) pursuant to the EMTA BRL Indicative Survey Methodology (which means a methodology, dated as of March 1, 2004, as amended from time to time, for a centralized industry-wide survey of financial institutions that are active participants in the Brazilian Real/U.S. Dollar markets for the purpose of determining the EMTA BRL Indicative Survey Rate)."> - BRL_EMTA_INDUSTRY_SURVEY_RATE_BRL12 displayName "BRL.EMTA.INDUSTRY.SURVEY.RATE/BRL12" <"The Spot Rate for a Rate Calculation Date will be the Brazilian Real/U.S. Dollar Specified Rate for U.S. Dollars, expressed as the amount of Brazilian Reais per one U.S. Dollar, for settlement in two Business Days, as published on EMTA's web site (www.emta.org) at approximately 3:45 p.m. (Sao Paulo time), or as soon thereafter as practicable, on such Rate Calculation Date. The Spot Rate shall be calculated by EMTA (or a service provider EMTA may select in its sole discretion) pursuant to the EMTA BRL Industry Survey Methodology (which means a methodology, dated as of March 1, 2004, as amended from time to time, for a centralized industry-wide survey of financial institutions in Brazil that are active participants in the Brazilian Real/U.S. Dollar spot markets for the purpose of determining the EMTA BRL Industry Survey Rate)."> - BRL_OFFICIAL_RATE_BRL02 displayName "BRL.OFFICIAL.RATE/BRL02" <"The Spot Rate for a Rate Calculation Date will be the Brazilian Real/U.S. Dollar Specified Rate, expressed as the amount of Brazilian Reais per one U.S. Dollar, for settlement in two Business Days (where such days are Business Days in both Sao Paulo and New York) reported by the Banco Central do Brasil in the 'Diario Oficial da Uniao' on the first Business Day following that Rate Calculation Date."> - BRL_PCOT_COMMERCIAL_BRL03 displayName "BRL.PCOT-COMMERCIAL/BRL03" <"The Spot Rate for a Rate Calculation Date will be the Brazilian Real/U.S. Dollar commercial rate, expressed as the amount of Brazilian Reais per one U.S. Dollar, for settlement in two Business Days (where such days are Business Days in both Sao Paulo and New York) reported by the Banco Central do Brasil on SISBACEN Data System under transaction code PCOT- 390, Option 3, at the Specified Time, if any, on that Rate Calculation Date."> - BRL_PCOT_FLOATING_BRL04 displayName "BRL.PCOT-FLOATING/BRL04" <"The Spot Rate for a Rate Calculation Date will be the Brazilian Real/U.S. Dollar floating rate, expressed as the amount of Brazilian Reais per one U.S. Dollar, for settlement in two Business Days (where such days are Business Days in both Sao Paulo and New York) reported by the Banco Central do Brasil on SISBACEN Data System under transaction code PCOT- 390, Option 3, at the Specified Time, if any, on that Rate Calculation Date."> - BRL_PTAX_BRL09 displayName "BRL.PTAX/BRL09" <"The Spot Rate for a Rate Calculation Date will be the Brazilian Real/U.S. Dollar offered rate for U.S. Dollars, expressed as the amount of Brazilian Reais per one U.S. Dollar, for settlement in two Business Days reported by the Banco Central do Brasil on SISBACEN Data System under transaction code PTAX-800 ('Consulta de Cambio' or Exchange Rate Inquiry), Option 5 ('Cotacoes para Contabilidade' or 'Rates for Accounting Purposes') by approximately 6:00 p.m., Sao Paulo time, on that Rate Calculation Date."> - BRL_PTAX_COMMERCIAL_BRL05 displayName "BRL.PTAX-COMMERCIAL/BRL05" <"The Spot Rate for a Rate Calculation Date will be the Brazilian Real/U.S. Dollar commercial rate, expressed as the amount of Brazilian Reais per one U.S. Dollar, for settlement in two Business Days (where such days are Business Days in both Sao Paulo and New York) reported by the Banco Central do Brasil on SISBACEN Data System under transaction code PTAX- 800 ('Consultas de Cambio' or Exchange Rate Inquiry), Option 5 ('Cotacoes para Contabilidad' or Rates for Accounting Purposes) market type 'L' (corresponding to U.S. Dollars traded in the foreign exchange market segment officially denominated 'Livre' and commonly known as 'Comercial') as of 7:30 p.m., Sao Paulo time, on that Rate Calculation Date."> - BRL_PTAX_COMMERCIAL_BRFR_BRL06 displayName "BRL.PTAX-COMMERCIAL.BRFR/BRL06" <"The Spot Rate for a Rate Calculation Date will be the Brazilian Real/U.S. Dollar commercial rate, expressed as the amount of Brazilian Reais per one U.S. Dollar, for settlement in two Business Days (where such days are Business Days in both Sao Paulo and New York) reported by the Banco Central do Brasil which appears on the Reuters Screen BRFR Page at PTAX-800 as of 11:00 a.m., Sao Paulo time, on the first Business Day following that Rate Calculation Date. 23"> - BRL_PTAX_FLOATING_BRL07 displayName "BRL.PTAX-FLOATING/BRL07" <"The Spot Rate for a Rate Calculation Date will be the Brazilian Real/U.S. Dollar floating rate, expressed as the amount of Brazilian Reais per one U.S. Dollar, for settlement in two Business Days (where such days are Business Days in both Sao Paulo and New York) reported by the Banco Central do Brasil on SISBACEN Data System under transaction code PTAX- 800 ('Consultas de Cambio' or Exchange Rate Inquiry), Option 5 ('Cotacoes para Contabilidad' or Rates for Accounting Purposes) market type 'F' (corresponding to U.S. Dollars traded in the foreign exchange market segment officially denominated 'Flutuante') as of 7:30 p.m., Sao Paulo time, on that Rate Calculation Date."> - BRL_PTAX_FLOATING_BRFR_BRL08 displayName "BRL.PTAX-FLOATING.BRFR/BRL08" <"The Spot Rate for a Rate Calculation Date will be the Brazilian Real/U.S. Dollar floating rate, expressed as the amount of Brazilian Reais per one U.S. Dollar, for settlement in two Business Days (where such days are Business Days in both Sao Paulo and New York) reported by the Banco Central do Brasil on the SISBACEN Data System which appears on the Reuters Screen BRFR Page at PTAX-800 as of 11:00 a.m., Sao Paulo time, on the first Business Day following that Rate Calculation Date."> - CLP_BCCH_CLP01 displayName "CLP.BCCH/CLP01" <"The Spot Rate for a Rate Calculation Date will be the Chilean Peso/U.S. Dollar observado rate, expressed as the amount of Chilean Pesos per one U.S. Dollar, for settlement on the same day (or, if such day is not a Business Day in New York, for settlement on the first succeeding day that is a Business Day in both Santiago and New York) reported by the Banco Central de Chile which appears on the Reuters Screen BCCH Page under the caption 'OBSERVADO' at 10:00 a.m., Santiago time, on the first Business Day following that Rate Calculation Date."> - CLP_CHILD_INFORMAL_CLP02 displayName "CLP.CHILD-INFORMAL/CLP02" <"The Spot Rate for a Rate Calculation Date will be the Chilean Peso/U.S. Dollar informal rate, expressed as the amount of Chilean Pesos per one U.S. Dollar, for settlement on the same day (or, if such day is not a Business Day in New York, for settlement on the first succeeding day that is a Business Day in both Santiago and New York) of the informal exchange market which appears on the Reuters Screen CHILD Page at the Specified Time, if any, on that Rate Calculation Date."> - CLP_CHILD_INTERBANK_CLP03 displayName "CLP.CHILD-INTERBANK/CLP03" <"The Spot Rate for a Rate Calculation Date will be the Chilean Peso/U.S. Dollar interbank rate, expressed as the amount of Chilean Pesos per one U.S. Dollar, for settlement on the same day (or, if such day is not a Business Day in New York, for settlement on the first succeeding day that is a Business Day in both Santiago and New York) reported by the Banco Central de Chile for the formal exchange market which appears on the Reuters Screen CHILD Page at the Specified Time, if any, on that Rate Calculation Date."> - CLP_CHILD_OBSERVADO_CLP04 displayName "CLP.CHILD-OBSERVADO/CLP04" <"The Spot Rate for a Rate Calculation Date will be the Chilean Peso/U.S. Dollar observado rate, expressed as the amount of Chilean Pesos per one U.S. Dollar, for settlement on the same day (or, if such day is not a Business Day in New York, for settlement on the first succeeding day that is a Business Day in both Santiago and New York) reported by the Banco Central de Chile which appears on the Reuters Screen CHILD Page on the first Business Day following that Rate Calculation Date."> - CLP_CHILG_INFORMAL_CLP05 displayName "CLP.CHILG-INFORMAL/CLP05" <"The Spot Rate for a Rate Calculation Date will be the Chilean Peso/U.S. Dollar informal rate, expressed as the amount of Chilean Pesos per one U.S. Dollar, for settlement on the same day (or, if such day is not a Business Day in New York, for settlement on the first succeeding day that is a Business Day in both Santiago and New York) of the informal exchange market which appears on the Reuters Screen CHILG Page at the Specified Time, if any, on that Rate Calculation Date."> - CLP_CHILG_INTERBANK_CLP06 displayName "CLP.CHILG-INTERBANK/CLP06" <"The Spot Rate for a Rate Calculation Date will be the Chilean Peso/U.S. Dollar interbank rate, expressed as the amount of Chilean Pesos per one U.S. Dollar, for settlement on the same day (or, if such day is not a Business Day in New York, for settlement on the first succeeding day that is a Business Day in both Santiago and New York) reported by the Banco Central de Chile for the formal exchange market which appears on the Reuters Screen CHILG Page at the Specified Time, if any, on that Rate Calculation Date."> - CLP_CHILG_OBSERVADO_CLP07 displayName "CLP.CHILG-OBSERVADO/CLP07" <"The Spot Rate for a Rate Calculation Date will be the Chilean Peso/U.S. Dollar observado rate, expressed as the amount of Chilean Pesos per one U.S. Dollar, for settlement on the same day (or, if such day is not a Business Day in New York, for settlement on the first succeeding day that is a Business Day in both Santiago and New York) reported by the Banco Central de Chile which appears on the Reuters Screen CHILG Page under 'OBSERVADO' at the Specified Time, if any, on the first Business Day following that Rate Calculation Date."> - CLP_DOLAR_OBS_CLP10 displayName "CLP.DOLAR.OBS/CLP10" <"The Spot Rate for a Rate Calculation Date will be the Chilean Peso/U.S. Dollar 'observado' rate, expressed as the amount of Chilean Pesos per one U.S. Dollar, for settlement in one Business Day reported by the Banco Central de Chile (www.bcentral.cl) as the 'Dolar Observado' (Dollar Observado) rate by not later than 10:30 a.m., Santiago time, on the first Business Day following that Rate Calculation Date."> - CLP_EMTA_INDICATIVE_SURVEY_RATE_CLP11 displayName "CLP.EMTA.INDICATIVE.SURVEY.RATE/CLP11" <"The Spot Rate for a Rate Calculation Date will be the Chilean Peso/U.S. Dollar Specified Rate for U.S. Dollars, expressed as the amount of Chilean Pesos per one U.S. Dollar, for settlement on the same day, as published on EMTA's web site (www.emta.org) at approximately 11:00 a.m., Santiago time, or as soon thereafter as practicable, on such Rate Calculation Date. The Spot Rate shall be calculated by EMTA (or a service provider EMTA may select in its sole discretion) pursuant to the EMTA CLP Indicative Survey Methodology (which means a methodology, dated as of August 1, 2006, as amended from time to time, for a centralized industry-wide survey of financial institutions that are active participants in the Chilean Peso/U.S. Dollar markets for the purpose of determining the EMTA CLP Indicative Survey Rate)."> - CLP_OFFICIAL_RATE_CLP08 displayName "CLP.OFFICIAL.RATE/CLP08" <"The Spot Rate for a Rate Calculation Date will be the Chilean Peso/U.S. Dollar Specified Rate, expressed as the amount of Chilean Pesos per one U.S. Dollar (or, if such day is not a Business Day in New York, for settlement on the first succeeding day that is a Business Day in both Santiago and New York), calculated in accordance with Title I, Chapter 1 Number 6 of the Compendium of International Exchange Norms of the Banco Central de Chile and published by the Banco Central de Chile at the Specified Time, if any, on the first Business Day following that Rate Calculation Date."> - CLP_TELERATE_38942_CLP09 displayName "CLP.TELERATE.38942/CLP09" <"The Spot Rate for a Rate Calculation Date will be the Chilean Peso/U.S. Dollar observado rate, expressed as the amount of Chilean Pesos per one U.S. Dollar, for settlement on the same day (or, if such day is not a Business Day in New York, for settlement on the first succeeding day that is a Business Day in both Santiago and New York) reported by the Banco Central de Chile which appears on the Telerate Page 38942 opposite the caption 'Observado' at the Specified Time, if any, on the first Business Day following the Rate Calculation Date."> - CNY_SAEC_CNY01 displayName "CNY.SAEC/CNY01" <"The Spot Rate for a Rate Calculation Date will be the Chinese Renminbi/U.S. Dollar official fixing rate, expressed as the amount of Chinese Renminbi per one U.S. Dollar, for settlement in two Business Days reported by the People's Bank of China, Beijing, People's Republic of China, which appears on the Reuters Screen 'SAEC' Page opposite the symbol 'USDCNY=' at approximately 9:15 a.m., Beijing time, on that Rate Calculation Date."> - CNY_SFEMC_INDICATIVE_SURVEY_RATE_CNY02 displayName "CNY.SFEMC.INDICATIVE.SURVEY.RATE/CNY02" <"The Spot Rate for a Rate Calculation Date will be the Chinese Renminbi/U.S. Dollar Specified Rate for U.S. Dollars, expressed as the amount of Chinese Renminbi per one U.S. Dollar, for settlement in two Business Days, as published on SFEMC's website (www.sfemc.org) at approximately 3:30 p.m. (Singapore time), or as soon thereafter as practicable, on such Rate Calculation Date. The Spot Rate will be calculated by SFEMC (or a service provider SFEMC may select in its sole discretion) pursuant to the SFEMC CNY Indicative Survey Methodology (which means a methodology, dated as of December 1, 2004, as amended from time to time, for a centralized industry-wide survey of financial institutions that are active participants in the Chinese Renminbi/U.S. Dollar markets for the purpose of determining the SFEMC CNY Indicative Survey Rate)."> - COP_CO_COL03_COP01 displayName "COP.CO/COL03/COP01" <"The Spot Rate for a Rate Calculation Date will be the Colombian Peso/U.S. Dollar fixing rate, expressed as the amount of Colombian Pesos per one U.S. Dollar, for settlement on the same day (unless such day is not a Business Day in New York, then for settlement on the first succeeding day that is a Business Day in Bogota and New York) reported by the Colombian Banking Superintendency which appears on the Reuters Screen CO/COL03 Page opposite the caption 'TRCM' ('Tasa de Cierre Representative del Mercado' or closing market price) at 12:00 noon, Bogota time, on the first Business Day following that Rate Calculation Date."> - COP_EMTA_INDICATIVE_SURVEY_RATE_COP03 displayName "COP.EMTA.INDICATIVE.SURVEY.RATE/COP03" <"The Spot Rate for a Rate Calculation Date will be the Colombian Peso/U.S. Dollar Specified Rate for U.S. Dollars, expressed as the amount of Colombian Pesos per one U.S. Dollar, for settlement on the same day, as published on EMTA's web site (www.emta.org) at approximately 11:30 a.m., Bogota time, or as soon thereafter as practicable, on such Rate Calculation Date. The Spot Rate shall be calculated by EMTA (or a service provider EMTA may select in its sole discretion) pursuant to the EMTA COP Indicative Survey Methodology (which means a methodology, dated as of August 1, 2006, as amended from time to time, for a centralized industry-wide survey of financial institutions that are active participants in the Colombian Peso/U.S. Dollar markets for the purpose of determining the EMTA COP Indicative Survey Rate)."> - COP_TRM_COP02 displayName "COP.TRM/COP02" <"The Spot Rate for a Rate Calculation Date will be the Colombian Peso/U.S. Dollar fixing rate, expressed as the amount of Colombian Pesos per one U.S. Dollar, for settlement on the same day reported by the Colombian Financial Superintendency (www.banrep.gov.co) as the 'Tasa Representativa del Mercado (TRM)' (also referred to as the 'Tasa de Cambio Representativa del Mercado' (TCRM)) by not later than 10:30 a.m., Bogota time, on the first Business Day following that Rate Calculation Date."> - CURRENCY_IMPLIED_RATE__ADR__CURA1 displayName "CURRENCY-IMPLIED.RATE.(ADR)/CURA1" <"the Spot Rate for a Rate Calculation Date will be the Reference Currency/U.S. Dollar exchange rate, expressed as the amount of Reference Currency per one U.S. Dollar, determined on the basis of quotations provided by Reference Dealers on that Rate Calculation Date of that day's price of a Specified Company's American Depositary Receipt or American Depositary Receipts (the 'ADR' or 'ADRs', as appropriate) and the price of the local share or shares of such Specified Company of the same type and in the same quantity represented by such ADR or ADRs, as the case may be (the 'Share' or 'Shares', as appropriate). The Calculation Agent will request each of the Reference Dealers to provide a firm quotation of (A) in the case where one ADR represents less than one Share, its bid and offer price (in the Reference Currency) for one Share and its bid and offer price (in U.S. Dollars) for the number of ADRs which represent such Share and (B) in all other cases, its bid and offer price (in the Reference Currency) for the Share or Shares, as the case may be, and its bid and offer price (in U.S. Dollars) for one ADR. If one or more quotations are provided, the rate for a Rate Calculation Date will equal the ratio of (1) the arithmetic mean of the midpoint of the bid and offer prices quoted in the Reference Currency by each Reference Dealer for such Share or Shares, as the case may be, and (2) the arithmetic mean of the midpoint of the bid and offer prices quoted in U.S. Dollars by each Reference Dealer for such ADR or ADRs, as the case may be, subject to an adjustment, if any, by the Calculation Agent to reduce the effect of momentary disparities in the prices of the Share or Shares and the ADR or ADRs, as appropriate. The quotations used to determine the Spot Rate for a Rate Calculation Date will be determined in each case at the Specified Time on the Rate Calculation Date or, if no such time is specified, the time chosen by the Calculation Agent."> - CURRENCY_IMPLIED_RATE__LOCAL_ASSET__CURA2 displayName "CURRENCY-IMPLIED.RATE.(LOCAL.ASSET)/CURA2" <"The Spot Rate for a Rate Calculation Date will be the Reference Currency/Settlement Currency exchange rate, expressed as the amount of Reference Currency per one unit of Settlement Currency, determined on the basis of quotations provided by Reference Dealers on that Rate Calculation Date for that day's price of Local Assets. The Calculation Agent will request each of the Reference Dealers to provide a firm quotation of its bid and offer price (in both the Reference Currency and the Settlement Currency) for an amount of Local Assets whose face value equals the Specified Amount. If one or more quotations are provided, the rate for a Rate Calculation Date will equal the ratio of (A) the arithmetic mean of the midpoint of the bid and offer prices quoted in the Reference Currency by each Reference Dealer for such Local Assets and (B) the arithmetic mean of the midpoint of the bid and offer prices quoted in the Settlement Currency by each Reference Dealer for such Local Assets. The quotations used to determine the Spot Rate for a Rate Calculation Date will be determined in each case at the Specified Time on the Rate Calculation Date or, if no such time is specified, the time chosen by the Calculation Agent."> - CURRENCY_MUTUAL_AGREEMENT_CURA3 displayName "CURRENCY-MUTUAL.AGREEMENT/CURA3" <"The Spot Rate for a Rate Calculation Date will be the Reference Currency/Settlement Currency Specified Rate, expressed as the amount of the Reference Currency per one unit of Settlement Currency, for settlement on the Settlement Date agreed upon by the parties on or prior to that Rate Calculation Date (or, if different, the day on which rates for that date would, in the ordinary course, be published or announced)."> - CURRENCY_REFERENCE_DEALERS_CURA4 displayName "CURRENCY-REFERENCE.DEALERS/CURA4" <"The Spot Rate for a Rate Calculation Date will be determined on the basis of quotations provided by Reference Dealers on that Rate Calculation Date of that day's Specified Rate, expressed as the amount of Reference Currency per one unit of Settlement Currency, for settlement on the Settlement Date. The Calculation Agent will request the Specified Office of each of the Reference Dealers to provide a firm quotation of its Specified Rate for a transaction where the amount of Reference Currency equals the Specified Amount. If four quotations are provided, the rate for a Rate Calculation Date will be the arithmetic mean of the Specified Rates, without regard to the Specified Rates having the highest and lowest value. If exactly three quotations are provided, the rate for a Rate Calculation Date will be the Specified Rate provided by the Reference Dealer that remains after disregarding the Specified Rates having the highest and lowest values. For this purpose, if more than one quotation has the same highest value or lowest value, then the Specified Rate of one of such quotations shall be disregarded. If exactly two quotations are provided, the rate for a Rate Calculation Date will be the arithmetic mean of the Specified Rates. If only one quotation is provided, the rate for a Rate Calculation Date will be the Specified Rate quoted by that Reference Dealer. The quotations used to determine the Spot Rate for a Rate Calculation Date will be determined in each case at the Specified Time on that Rate Calculation Date or, if no such time is specified, the time chosen by the Calculation Agent."> - CURRENCY_WHOLESALE_MARKET_CURA5 displayName "CURRENCY-WHOLESALE.MARKET/CURA5" <"The Spot Rate for a Rate Calculation Date will be determined by the Calculation Agent on the basis of that day's Specified Rate, expressed as the amount of Reference Currency per one unit of Settlement Currency, in a legal and customary wholesale market in which there is no, or minimal, Governmental Authority controls or interference, except as a participant in such market."> - ECS_DNRP_ECS01 displayName "ECS.DNRP/ECS01" <"The Spot Rate for a Rate Calculation Date will be the Ecuadorian Sucre/U.S. Dollar Specified Rate, expressed as the amount of Ecuadorian Sucres per one U.S. Dollar, for settlement in one Business Day (where such day is a Business Day in Guayaquil and New York) which appears on Reuters Screen DNRP Page at 12:00 noon, Guayaquil time, on that Rate Calculation Date."> - IDR_ABS_IDR01 displayName "IDR.ABS/IDR01" <"The Spot Rate for a Rate Calculation Date will be the Indonesian Rupiah/U.S. Dollar spot rate at 11:00 a.m., Singapore time, expressed as the amount of Indonesian Rupiah per one U.S. Dollar, for settlement in two Business Days, reported by the Association of Banks in Singapore which appears on the Telerate Page 50157 to the right of the caption 'Spot' under the column 'IDR' at approximately 11:30 a.m., Singapore time, on that Rate Calculation Date."> - IDR_JISDOR_IDR04 displayName "IDR.JISDOR/IDR04" <"The Spot Rate for a Rate Calculation Date will be the Indonesian Rupiah/U.S. Dollar weighted average spot rate in the interbank market based on traded IDR/USD spot foreign exchange transactions during a specified time period which are captured on a real time basis, expressed as the amount of Indonesian Rupiah per one U.S. Dollar, for settlement in two Business Days, published by Bank Indonesia at approximately 10:00 a.m., Jakarta time, on that Rate Calculation Date as the Jakarta Interbank Spot Dollar Rate USD - IDR on Bank Indonesia's website or otherwise made available by Bank Indonesia (or its successor as administrator)."> - IDR_SFEMC_INDICATIVE_SURVEY_RATE_IDR02 displayName "IDR.SFEMC.INDICATIVE.SURVEY.RATE/IDR02" <"The Spot Rate for a Rate Calculation Date will be the Indonesian Rupiah/U.S. Dollar Specified Rate for U.S. Dollars, expressed as the amount of Indonesian Rupiah per one U.S. Dollar, for settlement in two Business Days, as published on SFEMC's website (www.sfemc.org) at approximately 3:30 p.m., Singapore time, or as soon thereafter as practicable, on such Rate Calculation Date. The Spot Rate will be calculated by SFEMC (or a service provider SFEMC may select in its sole discretion) pursuant to the SFEMC IDR Indicative Survey Methodology (which means a methodology, dated as of December 1, 2004, as amended from time to time, for a centralized industry-wide survey of financial institutions that are active participants in the Indonesian Rupiah/U.S. Dollar markets for the purpose of determining the SFEMC IDR Indicative Survey Rate)."> - IDR_VWAP_IDR03 displayName "IDR.VWAP/IDR03" <"The Spot Rate for a Rate Calculation Date will be the Indonesian Rupiah/U.S. Dollar implied spot rate expressed as the amount of Indonesian Rupiah per one U.S. Dollar, for settlement in two Business Days, reported by ABS Benchmarks Administration Co Pte. Ltd. (or its successor as administrator or sponsor of that rate), which appears on Thomson Reuters Screen ABSFIX01 Page at approximately 11:30 a.m., Singapore time, on that Rate Calculation Date."> - ILS_BOIJ_ILS01 displayName "ILS.BOIJ/ILS01" <"The Spot Rate for a Rate Calculation Date will be the Israeli Shekel/U.S. Dollar Specified Rate, expressed as the amount of Israeli Shekels per one U.S. Dollar, for settlement in two Business Days which appears on the Reuters Screen BOIJ Page as of 1:00 p.m., Tel Aviv time, on that Rate Calculation Date."> - ILS_FXIL_ILS02 displayName "ILS.FXIL/ILS02" <"The Spot Rate for a Rate Calculation Date will be the Israeli Shekel/U.S. Dollar Specified Rate, expressed as the amount of Israeli Shekels per one U.S. Dollar, for settlement in two Business Days which appears on the Reuters Screen FXIL Page as of 1:00 p.m., Tel Aviv time, on that Rate Calculation Date."> - INR_FBIL_INR01 displayName "INR.FBIL/INR01" <"The Spot Rate for a Rate Calculation Date will be the Indian Rupee/U.S. Dollar reference rate, expressed as the amount of Indian Rupee per one U.S. Dollar, for settlement in two Business Days, reported by Financial Benchmarks India Pvt. Ltd. (www.fbil.org.in) at approximately 1:30 p.m., Mumbai time, or as soon thereafter as practicable, on that Rate Calculation Date."> - INR_RBIB_INR01 displayName "INR.RBIB/INR01" <"The Spot Rate for a Rate Calculation Date will be the Indian Rupee/U.S. Dollar reference rate, expressed as the amount of Indian Rupee per one U.S. Dollar, for settlement in two Business Days reported by the Reserve Bank of India which appears on the Reuters Screen RBIB Page at approximately 12:30 p.m., Mumbai time, or as soon thereafter as practicable, on that Rate Calculation Date."> - INR_SFEMC_INDICATIVE_SURVEY_RATE_INR02 displayName "INR.SFEMC.INDICATIVE.SURVEY.RATE/INR02" <"The Spot Rate for a Rate Calculation Date will be the Indian Rupee/U.S. Dollar Specified Rate for U.S. Dollars, expressed as the amount of Indian Rupee per one U.S. Dollar, for settlement in two Business Days, as published on SFEMC's website (www.sfemc.org) at approximately 3:30 p.m. (Singapore time), or as soon thereafter as practicable, on such Rate Calculation Date. The Spot Rate will be calculated by SFEMC (or a service provider SFEMC may select in its sole discretion) pursuant to the SFEMC INR Indicative Survey Methodology (which means a methodology, dated as of December 1, 2004, as amended from time to time, for a centralized industry-wide survey of financial institutions that are active participants in the Indian Rupee/U.S. Dollar markets for the purpose of determining the SFEMC INR Indicative Survey Rate)."> - KRW_KEBEY_KRW01 displayName "KRW.KEBEY/KRW01" <"The Spot Rate for a Rate Calculation Date will be the Korean Won/U.S. Dollar Specified Rate, expressed as the amount of Korean Won per one U.S. Dollar, for settlement in two Business Days which appears on the Reuters Screen KEBEY Page at the Specified Time, if any, on that Rate Calculation Date."> - KRW_KFTC18_KRW02 displayName "KRW.KFTC18/KRW02" <"The Spot Rate for a Rate Calculation Date will be the Korean Won/U.S. Dollar market average rate, expressed as the amount of Korean Won per one U.S. Dollar, for settlement in two Business Days reported by the Korea Financial Telecommunications and Clearing Corporation which appears on the Reuters Screen KFTC18 Page to the right of the caption 'USD Today' that is available at approximately 3:30 p.m., Seoul time, on the Rate Calculation Date or as soon thereafter as practicable."> - KRW_SFEMC_INDICATIVE_SURVEY_RATE_KRW04 displayName "KRW.SFEMC.INDICATIVE.SURVEY.RATE/KRW04" <"The Spot Rate for a Rate Calculation Date will be the Korean Won/U.S. Dollar Specified Rate for U.S. Dollars, expressed as the amount of Korean Won per one U.S. Dollar, for settlement in two Business Days, as published on SFEMC's website (www.sfemc.org) at approximately 3:30 p.m., Singapore time, or as soon thereafter as practicable, on such Rate Calculation Date. The Spot Rate will be calculated by SFEMC (or a service provider SFEMC may select in its sole discretion) pursuant to the SFEMC KRW Indicative Survey Methodology (which means a methodology, dated as of December 1, 2004, as amended from time to time, for a centralized industry-wide survey of financial institutions that are active participants in the Korean Won/U.S. Dollar markets for the purpose of determining the SFEMC KRW Indicative Survey Rate)."> - KRW_TELERATE_45644_KRW03 displayName "KRW.TELERATE.45644/KRW03" <"The Spot Rate for a Rate Calculation Date will be the Korean Won/U.S. Dollar market average rate, expressed as the amount of Korean Won per one U.S. Dollar, for settlement in two Business Days reported by the Korea Financial Telecommunications and Clearing Corporation which appears on Telerate Page 45644 to the right of the caption 'USD Today' that is available at approximately 3:30 p.m., Seoul time, on the Rate Calculation Date or as soon thereafter as practicable."> - KZT_EMTA_INDICATIVE_SURVEY_RATE_KZT02 displayName "KZT.EMTA.INDICATIVE.SURVEY.RATE/KZT02" <"The Spot Rate for a Rate Calculation Date will be the Kazakhstan Tenge / U.S. Dollar Specified Rate for U.S. Dollars, expressed as the amount of Kazakhstan Tenge per one U.S. Dollar, for settlement on the same Business Day, as published on EMTA's website (www.emta.org) at approximately 1:00 p.m., Almaty time, or as soon thereafter as practicable, on that Rate Calculation Date. The Spot Rate shall be calculated by EMTA (or a service provider EMTA may select in its sole discretion) pursuant to the EMTA KZT Indicative Survey Methodology (which means a methodology, dated as of March 16, 2009, as amended from time to time, for a centralized industry-wide survey of financial institutions that are active participants in the Kazakhstan Tenge/U.S. Dollar markets for the purpose of determining the EMTA KZT Indicative Survey Rate)."> - KZT_KASE_KZT01 displayName "KZT.KASE/KZT01" <"The Spot Rate for a Rate Calculation Date will be the Kazakhstan Tenge / U.S. Dollar weighted average rate, expressed as the amount of Kazakhstan Tenge per one U.S. Dollar, for settlement on the same Business Day reported by the Kazakhstan Stock Exchange (www.kase.kz) at approximately 11:00 am, Almaty time, on that Rate Calculation Date."> - LBP_BDLX_LBP01 displayName "LBP.BDLX/LBP01" <"The Spot Rate for a Rate Calculation Date will be the Lebanese Pound/U.S. Dollar Specified Rate, expressed as the amount of Lebanese Pounds per one U.S. Dollar, for settlement in two Business Days which appears on the Reuters Screen BDLX Page as of 12:00 noon, Beirut time, on that Rate Calculation Date."> - MAD_OFFICIAL_RATE_MAD01 displayName "MAD.OFFICIAL.RATE/MAD01" <"The Spot Rate for a Rate Calculation Date will be the Moroccan Dirham/U.S. Dollar Specified Rate, expressed as the amount of Moroccan Dirham per one U.S. Dollar, for settlement in two Business Days reported by the Central Bank of Morocco as of 1:00 p.m., Rabat time, on that Rate Calculation Date."> - MXP_BNMX_MXP01 displayName "MXP.BNMX/MXP01" <"The Spot Rate for a Rate Calculation Date will be the Mexican Pesos/U.S. Dollar Specified rate, expressed as the amount of Mexican Pesos per one U.S. Dollar, for settlement in two Business Days reported by Banco de Mexico which appears on the Reuters Screen BNMX Page opposite the caption 'Fix' at the close of business in Mexico City on that Rate Calculation Date."> - MXP_FIXING_RATE_MXP02 displayName "MXP.FIXING.RATE/MXP02" <"The Spot Rate for a Rate Calculation Date will be the Mexican Peso/U.S. Dollar fixing rate, expressed as the amount of Mexican Pesos per one U.S. Dollar, for settlement in two Business Days which is published by Banco de Mexico in the Official Gazette of the Federation pursuant to the 'Disposiciones aplicables a la determinacion del tipo de Cambio para solventar obligaciones denominadas en moneda extranjera pagaderas en la Republica Mexicana' (Rules applicable to determine the exchange rate to pay obligations denominated in foreign currency payable in Mexico) on the first Business Day following that Rate Calculation Date."> - MXP_MEX01_MXP03 displayName "MXP.MEX01/MXP03" <"The Spot Rate for a Rate Calculation Date will be the Mexican Peso/U.S. Dollar fixing rate, expressed as the amount of Mexican Pesos per one U.S. Dollar, for settlement in two Business Days reported by Banco de Mexico which appears on Reuters Screen MEX01 Page under the heading 'MXNFIX=RR', at the close of business in Mexico City on that Rate Calculation Date."> - MXP_PUBLISHED_MXP04 displayName "MXP.PUBLISHED/MXP04" <"The Spot Rate for a Rate Calculation Date will be the Mexican Peso/U.S. Dollar fixing rate, expressed as the amount of Mexican Pesos per one U.S. Dollar, for settlement in two Business Days which is published by the Bolsa Mexicana de Valores, S.A. de C.V. (as established in Section 2 of the 'Resolution concerning the exchange rate applicable for calculating the Mexican Peso equivalent of principal and interest of Mexican Treasury Notes denominated in foreign currency and payable in Mexican Pesos' published in the Diario Oficial de la Federacion on November 11, 1991) in the Movimiento Diario del Mercado de Valores de la Bolsa Mexicana de Valores, S.A. de C.V. under the heading 'Movimiento Diario del Mercado de Valores' on that Rate Calculation Date."> - MYR_ABS_MYR01 displayName "MYR.ABS/MYR01" <"The Spot Rate for a Rate Calculation Date will be the Malaysian Ringgit/U.S. Dollar spot rate at 11:00 a.m., Singapore time, expressed as the amount of Malaysian Ringgit per one U.S. Dollar, for settlement in two Business Days, reported by the Association of Banks in Singapore, which appears on the Telerate Page 50157 to the right of the caption 'Spot' under the column 'MYR' at approximately 11:30 a.m., Singapore time, on that Rate Calculation Date."> - MYR_KL_REF_MYR04 displayName "MYR.KL.REF/MYR04" <"The Spot Rate for a Rate Calculation Date will be the Malaysian Ringgit/U.S. Dollar reference rate, expressed as the amount of Malaysian Ringgit per one U.S. Dollar, for settlement in two Business Days, calculated and reported by Bank Negara Malaysia as its Kuala Lumpur USD/MYR Reference Rate, which appears on Thomson Reuters Screen MYRFIX2 Page at approximately 3:30 p.m., Kuala Lumpur time, on that Rate Calculation Date."> - MYR_PPKM_MYR03 displayName "MYR.PPKM/MYR03" <"The Spot Rate for a Rate Calculation Date will be the Malaysian Ringgit/U.S. Dollar spot rate expressed as the amount of Malaysian Ringgit per one U.S. Dollar, for settlement in two Business Days, reported by Persatuan Pasaran Kewangan Malaysia (ACI - Malaysia), which appears on Thomson Reuters Screen MYRFIX2 Page at approximately 11:10 a.m., Kuala Lumpur time, on that Rate Calculation Date."> - MYR_SFEMC_INDICATIVE_SURVEY_RATE_MYR02 displayName "MYR.SFEMC.INDICATIVE.SURVEY.RATE/MYR02" <"The Spot Rate for a Rate Calculation Date will be the Malaysian Ringgit/U.S. Dollar Specified Rate for U.S. Dollars, expressed as the amount of Malaysian Ringgit per one U.S. Dollar, for settlement in two Business Days, as published on SFEMC's website (www.sfemc.org) at approximately 3:30 p.m., Singapore time, or as soon thereafter as practicable, on such Rate Calculation Date. The Spot Rate will be calculated by SFEMC (or a service provider SFEMC may select in its sole discretion) pursuant to the SFEMC MYR Indicative Survey Methodology (which means a methodology, dated as of July 15, 2005, as amended from time to time, for a centralized industry-wide survey of financial institutions that are active participants in the Malaysian Ringgit/U.S. Dollar markets for the purpose of determining the SFEMC MYR Indicative Survey Rate)."> - PEN_EMTA_INDICATIVE_SURVEY_RATE_PEN04 displayName "PEN.EMTA.INDICATIVE.SURVEY.RATE/PEN04" <"The Spot Rate for a Rate Calculation Date will be the Peruvian Sol/U.S. Dollar Specified Rate for U.S. Dollars, expressed as the amount of Peruvian Soles per one U.S. Dollar, for settlement on the same day, as published on EMTA's web site (www.emta.org) at approximately 11:00 a.m., Lima time, or as soon thereafter as practicable, on such Rate Calculation Date. The Spot Rate shall be calculated by EMTA (or a service provider EMTA may select in its sole discretion) pursuant to the EMTA PEN Indicative Survey Methodology (which means a methodology, dated as of August 1, 2006, as amended from time to time, for a centralized industry-wide survey of financial institutions that are active participants in the Peruvian Sol/U.S. Dollar markets for the purpose of determining the EMTA PEN Indicative Survey Rate)."> - PEN_INTERBANK_AVE_PEN05 displayName "PEN.INTERBANK.AVE/PEN05" <"The Spot Rate for a Rate Calculation Date will be the Peruvian Sol/U.S. Dollar average exchange rate in the interbank market expressed as the amount of Peruvian New Soles per one U.S. Dollar for settlement on the same day reported by the Banco Central de Reserva del Peru (www.bcrp.gob.pe) as the 'Tipo de Cambio Interbancario Promedio' at approximately 2:00 p.m., Lima time, on that Rate Calculation Date."> - PEN_PDSB_PEN01 displayName "PEN.PDSB/PEN01" <"The Spot Rate for a Rate Calculation Date will be the Peruvian Sol/U.S. Dollar fixing rate (mid market last), expressed as the amount of Peruvian Sols per one U.S. Dollar, for settlement on that same day which appears on the Reuters Screen PDSB Page opposite the caption 'PEN=' as of 12:00 noon, Lima time, on that Rate Calculation Date."> - PEN_WT_AVE_PEN03 displayName "PEN.WT.AVE/PEN03" <"The Spot Rate for a Rate Calculation Date will be the midpoint of the Peruvian Sol/U.S. Dollar closing weighted average bid and offer ('compra y venta') exchange rates expressed as the amount of Peruvian New Soles per one U.S. Dollar for settlement on the same day, reported by the Superintendencia de Banca, Seguros y AFP (www.sbs.gob.pe) of the Republic of Peru at approximately 5:00 p.m., Lima time, on that Rate Calculation Date."> - PHP_BAPPESO_PHP06 displayName "PHP.BAPPESO/PHP06" <"The Spot Rate for a Rate Calculation Date will be the Philippine Peso/U.S. Dollar morning weighted average rate for that Rate Calculation Date, expressed as the amount of Philippine Pesos per one U.S. Dollar, for settlement in one Business Day, sponsored by Bankers Association of the Philippines (www.bap.org.ph) as its 'BAP AM Weighted Average Rate' at approximately 11:30 a.m., Manila time, or as soon thereafter as practicable, on that Rate Calculation Date."> - PHP_PDSPESO_PHP06 displayName "PHP.PDSPESO/PHP06" <"The Spot Rate for a Rate Calculation Date will be the Philippine Peso/U.S. Dollar morning weighted average rate for that Rate Calculation Date, expressed as the amount of Philippine Pesos per one U.S. Dollar, for settlement in one Business Day reported by the Philippine Dealing System PDEX which appears on the Reuters Screen PDSPESO Page to the right of the caption 'AM WT AVE' at approximately 11:30 a.m., Manila time, or as soon thereafter as practicable, on that Rate Calculation Date."> - PHP_PHPESO_PHP01 displayName "PHP.PHPESO/PHP01" <"The Spot Rate for a Rate Calculation Date will be the Philippine Peso/U.S. Dollar tom rate (mid market), expressed as the amount of Philippine Pesos per one U.S. Dollar, for settlement in one Business Day which appears on the Reuters Screen PHPESO Page at approximately 11:00 a.m., Manila time, on that Rate Calculation Date."> - PHP_SFEMC_INDICATIVE_SURVEY_RATE_PHP05 displayName "PHP.SFEMC.INDICATIVE.SURVEY.RATE/PHP05" <"The Spot Rate for a Rate Calculation Date will be the Philippine Peso/U.S. Dollar Specified Rate for U.S. Dollars, expressed as the amount of Philippine Pesos per one U.S. Dollar, for settlement in one Business Day, as published on SFEMC's website (www.sfemc.org) at approximately 3:30 p.m., Singapore time, or as soon thereafter as practicable, on such Rate Calculation Date. The Spot Rate will be calculated by SFEMC (or a service provider SFEMC may select in its sole discretion) pursuant to the SFEMC PHP Indicative Survey Methodology (which means a methodology, dated as of December 1, 2004, as amended from time to time, for a centralized industry-wide survey of financial institutions that are active participants in the Philippine Peso/U.S. Dollar markets for the purpose of determining the SFEMC PHP Indicative Survey Rate)."> - PHP_TELERATE_15439_PHP03 displayName "PHP.TELERATE.15439/PHP03" <"The Spot Rate for a Rate Calculation Date will be the Philippine Peso/U.S. Dollar tom rate (mid market), expressed as the amount of Philippine Pesos per one U.S. Dollar, for settlement in one Business Day which appears on the Telerate Page 15439 at approximately 11:00 a.m., Manila time, on that Rate Calculation Date."> - PHP_TELERATE_2920_PHP02 displayName "PHP.TELERATE.2920/PHP02" <"The Spot Rate for a Rate Calculation Date will be the Philippine Peso/U.S. Dollar Specified Rate, expressed as the amount of Philippine Pesos per one U.S. Dollar, for settlement in one Business Day which appears on the Telerate Page 2920 at the Specified Time, if any, on that Rate Calculation Date."> - PKR_SBPK_PKR01 displayName "PKR.SBPK/PKR01" <"The Spot Rate for a Rate Calculation Date will be the Pakistani Rupee/U.S. Dollar reference rate expressed as the amount of Pakistani Rupees per one U.S. Dollar, for settlement in two Business Days reported by the State Bank of Pakistan (www.sbp.org.pk) at approximately 2:30 pm, Karachi time, on that Rate Calculation Date."> - PKR_SFEMC_INDICATIVE_SURVEY_RATE_PKR02 displayName "PKR.SFEMC.INDICATIVE.SURVEY.RATE/PKR02" <"The Spot Rate for a Rate Calculation Date will be the Pakistani Rupee/U.S. Dollar Specified Rate for U.S. Dollars, expressed as the amount of Pakistani Rupees per one U.S. Dollar, for settlement in two Business Days, as published on SFEMC's website (www.sfemc.org) at approximately 3:30 p.m. Singapore time, or as soon thereafter as practicable, on that Rate Calculation Date. The Spot Rate shall be calculated by SFEMC (or a service provider SFEMC may select in its sole discretion) pursuant to the SFEMC PKR Indicative Survey Methodology (which means a methodology, dated as of July 14, 2008, as amended from time to time, for a centralized industry-wide survey of financial institutions that are active participants in the Pakistani Rupee/U.S. Dollar markets for the purpose of determining the SFEMC PKR Indicative Survey Rate)."> - PLZ_NBPQ_PLZ01 displayName "PLZ.NBPQ/PLZ01" <"The Spot Rate for a Rate Calculation Date will be the Polish Zloty/U.S. Dollar Specified Rate, expressed as the amount of Polish Zloty per one U.S. Dollar, for settlement in two Business Days reported by the National Bank of Poland which appears on the Reuters Screen NBPQ Page at the Specified Time, if any, on that Rate Calculation Date."> - PLZ_NBPR_PLZ02 displayName "PLZ.NBPR/PLZ02" <"The Spot Rate for a Rate Calculation Date will be the Polish Zloty/U.S. Dollar fixing rate, expressed as the amount of Polish Zloty per one U.S. Dollar, for settlement in two Business Days reported by the National Bank of Poland which appears on the Reuters Screen NBPR Page at the Specified Time, if any, on that Rate Calculation Date."> - RUB_CME_EMTA_RUB03 displayName "RUB.CME-EMTA/RUB03" <"The Spot Rate for a Rate Calculation Date will be the Russian Ruble/U.S. Dollar Specified Rate, expressed as the amount of Russian Rubles per one U.S. Dollar, for settlement in one Business Day, calculated by the Chicago Mercantile Exchange ('CME') and as published on CME's website, which appears on the Reuters Screen EMTA Page, at approximately 1:30 p.m., Moscow time, on that Rate Calculation Date. The Spot Rate shall be calculated by the CME pursuant to the Chicago Mercantile Exchange / EMTA, Inc. Daily Russian Ruble Per U.S. Dollar Reference Rate Methodology (which means a methodology, effective as of June 16, 2005, as amended from time to time, for a centralized industry-wide survey of financial institutions in Russia that are active participants in the Russian Ruble/U.S. Dollar spot market for the purpose of determining the RUB CME-EMTA Rate)."> - RUB_EMTA_INDICATIVE_SURVEY_RATE_RUB04 displayName "RUB.EMTA.INDICATIVE.SURVEY.RATE/RUB04" <"The Spot Rate for a Rate Calculation Date will be the Russian Ruble/U.S. Dollar Specified Rate for U.S. Dollars, expressed as the amount of Russian Rubles per one U.S. Dollar, for settlement in one Business Day, as published on EMTA's web site (www.emta.org) at approximately 2:45 p.m., Moscow time, or as soon thereafter as practicable, on such Rate Calculation Date. The Spot Rate shall be calculated by EMTA (or a service provider EMTA may select in its sole discretion) pursuant to the EMTA RUB Indicative Survey Methodology (which means a methodology dated as of June 16, 2005, as amended from time to time, for a centralized industry-wide survey of financial institutions that are active participants in the Russian Ruble/U.S. Dollar spot market for the purpose of determining the EMTA RUB Indicative Survey Rate)."> - RUB_MICEXFRX_RUB01 displayName "RUB.MICEXFRX/RUB01" <"The Spot Rate for a Rate Calculation Date will be the Russian Ruble/U.S. Dollar Specified Rate, expressed as the amount of Russian Rubies per one U.S. Dollar, for settlement on the same day reported by the Moscow Interbank Currency Exchange which appears on the Reuters Screen MICEXFRX Page as of 10:30 a.m., Moscow time, on that Rate Calculation Date."> - RUB_MMVB_RUB02 displayName "RUB.MMVB/RUB02" <"The Spot Rate for a Rate Calculation Date will be the Russian Ruble/U.S. Dollar Specified Rate, expressed as the amount of Russian Rubies per one U.S. Dollar, for settlement on the same day reported by the Moscow Interbank Currency Exchange which appears on the Reuters Screen MMVB Page as of 10:30 a.m., Moscow time, on that Rate Calculation Date."> - SGD_VWAP_SGD3 displayName "SGD.VWAP/SGD3" <"The Spot Rate for a Rate Calculation Date will be the Singapore Dollar/U.S. Dollar spot rate expressed as the amount of Singapore Dollar per one U.S. Dollar for settlement in two Business Days, reported by ABS Benchmarks Administration Co Pte. Ltd. (or its successor as administrator or sponsor of the rate), which appears on Thomson Reuters Screen ABSFIX01 Page at approximately 11:30 a.m., Singapore time, on that Rate Calculation Date."> - SKK_NBSB_SKK01 displayName "SKK.NBSB/SKK01" <"The Spot Rate for a Rate Calculation Date will be the Slovak Koruna/U.S. Dollar Specified Rate, expressed as the amount of Slovak Koruna per one U.S. Dollar, for settlement in two Business Days reported by the National Bank of Slovakia which appears on the Reuters Screen NBSB Page as of 11:40 a.m., Bratislava time, on that Rate Calculation Date."> - THB_ABS_THB01 displayName "THB.ABS/THB01" <"The Spot Rate for a Rate Calculation Date will be the Thai Baht/U.S. Dollar spot rate at 11:00 a.m., Singapore time, expressed as the amount of Thai Bhaht per one U.S. Dollar, for settlement in two Business Days, reported by the Association of Banks in Singapore which appears on the Reuters Screen ABSIRFIX01 Page to the right of the caption 'Spot' under the column 'THB' at approximately 11:30 a.m., Singapore time, on that Rate Calculation Date."> - THB_VWAP_THB01 displayName "THB.VWAP/THB01" <"The Spot Rate for a Rate Calculation Date will be the Thai Baht / U.S. Dollar spot rate expressed as the amount of Thai Baht per one U.S. Dollar for settlement in two Business Days, reported by ABS Benchmarks Administration Co Pte. Ltd. (or its successor as administrator or sponsor of the rate), which appears on Thomson Reuters Screen ABSFIX01 Page at approximately 11:30 a.m., Singapore time, on that Rate Calculation Date."> - TWD_SFEMC_INDICATIVE_SURVEY_RATE_TWD04 displayName "TWD.SFEMC.INDICATIVE.SURVEY.RATE/TWD04" <"The Spot Rate for a Rate Calculation Date will be the Taiwanese Dollar/U.S. Dollar Specified Rate for U.S. Dollars, expressed as the amount of Taiwanese Dollars per one U.S. Dollar, for settlement in two Business Days, as published on SFEMC's website (www.sfemc.org) at approximately 3:30 p.m., Singapore time, or as soon thereafter as practicable, on such Rate Calculation Date. The Spot Rate will be calculated by SFEMC (or a service provider SFEMC may select in its sole discretion) pursuant to the SFEMC TWD Indicative Survey Methodology (which means a methodology, dated as of December 1, 2004, as amended from time to time, for a centralized industry-wide survey of financial institutions that are active participants in the Taiwanese Dollar/U.S. Dollar markets for the purpose of determining the SFEMC TWD Indicative Survey Rate)."> - TWD_TAIFX1_TWD03 displayName "TWD.TAIFX1/TWD03" <"The Spot Rate for a Rate Calculation Date will be the Taiwanese Dollar/U.S. Dollar spot rate, expressed as the amount of Taiwanese Dollars per one U.S. Dollar, for settlement in two Business Days, reported by the Taipei Forex Inc. which appears on the Reuters Screen TAIFX1 Page under the heading 'Spot' as of 11:00 a.m. Taipei time, on that Rate Calculation Date, or if no rate appears as of 11:00 a.m., Taipei time, the rate that first appears in any of the next succeeding 15 minute intervals after such time, up to and including 12:00 noon, Taipei time on that Rate Calculation Date."> - TWD_TELERATE_6161_TWD01 displayName "TWD.TELERATE.6161/TWD01" <"The Spot Rate for a Rate Calculation Date will be the Taiwanese Dollar/U.S. Dollar spot rate, expressed as the amount of Taiwanese Dollars per one U.S. Dollar, for settlement in two Business Days, reported by the Taipei Forex Inc. which appears on the Telerate Page 6161 under the heading 'Spot' as of 11:00 a.m., Taipei time, on that Rate Calculation Date, or if no rate appears as of 11:00 a.m., Taipei time, the rate that first appears in any of the next succeeding 15 minute intervals after such time, up to and including 12:00 noon, Taipei time, on that Rate Calculation Date."> - TWD_TFEMA_TWD02 displayName "TWD.TFEMA/TWD02" <"The Spot Rate for a Rate Calculation Date will be the Taiwanese Dollar/U.S. Dollar Specified Rate, expressed as the amount of Taiwanese Dollars per one U.S. Dollar, for settlement in two Business Days which appears on the Reuters Screen TFEMA Page as of 11:00 a.m., Taipei time, on that Rate Calculation Date."> - UAH_EMTA_INDICATIVE_SURVEY_RATE_UAH03 displayName "UAH.EMTA.INDICATIVE.SURVEY.RATE/UAH03" <"The Spot Rate for a Rate Calculation Date will be the Ukrainian Hryvnia/U.S. Dollar Specified Rate for U.S. Dollars, expressed as the amount of Ukrainian Hryvnia per one U.S. Dollar, for settlement on the same Business Day, as published on EMTA's website (www.emta.org) at approximately 2:00 p.m., Kiev time, or as soon thereafter as practicable, on that Rate Calculation Date. The Spot Rate shall be calculated by EMTA (or a service provider EMTA may select in its sole discretion) pursuant to the EMTA UAH Indicative Survey Methodology (which means a methodology, dated as of March 16, 2009, as amended from time to time, for a centralized industry-wide survey of financial institutions that are active participants in the Ukrainian Hryvnia / U.S. Dollar markets for the purpose of determining the EMTA UAH Indicative Survey Rate)."> - UAH_EMTA_INDUSTRY_SURVEY_RATE_UAH02 displayName "UAH.EMTA.INDUSTRY.SURVEY.RATE/UAH02" <"The Spot Rate for a Rate Calculation Date will be the Ukrainian Hryvnia/U.S. Dollar Specified Rate for U.S. Dollars expressed as the amount of Ukrainian Hryvnia per one U.S. Dollar, for settlement on the same Business Day calculated by Thomson Reuters pursuant to the EMTA UAH Industry Survey Methodology, which rate appears on EMTA's website (www.emta.org) and on Thomson Reuters Page EMTAUAHFIX at approximately 11:30 am, Kiev time, on that Rate Calculation Date. The 'EMTA UAH Industry Survey Methodology' as used herein means the methodology dated as of March 16, 2009, for a centralized industry wide survey of financial institutions in the Ukrainian Hryvnia/U.S. Dollar spot market for the purposes of determining the EMTA UAH Industry Survey Rate."> - UAH_GFI_UAH01 displayName "UAH.GFI/UAH01" <"The Spot Rate for a Rate Calculation Date will be the Ukrainian Hryvnia/U.S. Dollar spot rate, expressed as the amount of Ukrainian Hryvnia per one U.S. Dollar, for settlement on the same Business Day reported by GFI Brokers on Thomson Reuters Page GFIU by 9:30 am, London time, on that Rate Calculation Date."> - VEF_FIX_VEF01 displayName "VEF.FIX/VEF01" <"The Spot Rate for a Rate Calculation Date will be the midpoint of the Venezuelan Bolivar /U.S. Dollar Tipo de Cambio De Referencia buying and selling rates, expressed as the amount of Venezuelan Bolivar per one U.S. Dollar, for settlement in two Business Days reported by the Banco Central de Venezuela (www.bcv.org.ve) at approximately 5:00 p.m., Caracas time, on that Rate Calculation Date."> - VND_ABS_VND01 displayName "VND.ABS/VND01" <"The Spot Rate for a Rate Calculation Date will be the Vietnamese Dong/U.S. Dollar spot rate at 11:00 a.m., Singapore time, expressed as the amount of Vietnamese Dong per one U.S. Dollar, for settlement in two Business Days reported by the Association of Banks in Singapore, which appears on the Reuters Screen ABSIRFIX01 Page to the right of the caption 'Spot' under the column 'VND' at approximately 11:30 a.m., Singapore time, on that Rate Calculation Date."> - VND_FX_VND02 displayName "VND.FX/VND02" <"The Spot Rate for a Rate Calculation Date will be the Vietnamese Dong/U.S. Dollar spot rate expressed as the amount of Vietnamese Dong per one U.S. Dollar, for settlement in two Business Days which appears on Reuters Screen VNDFIX=VN Page under the caption 'Spot' and to the right of the caption 'Average' at approximately 11:00 am, Hanoi time, on that Rate Calculation Date."> - VND_SFEMC_INDICATIVE_SURVEY_RATE_VND03 displayName "VND.SFEMC.INDICATIVE.SURVEY.RATE/VND03" <"The Spot Rate for a Rate Calculation Date will be the Vietnamese Dong/U.S. Dollar Specified Rate for U.S. Dollars, expressed as the amount of Vietnamese Dong per one U.S. Dollar, for settlement in two Business Days, as published on SFEMC's website (www.sfemc.org) at approximately 3:30 p.m., Singapore time, or as soon as thereafter as practicable, on that Rate Calculation Date. The Spot Rate shall be calculated by SFEMC (or a service provider SFEMC may select in its sole discretion) pursuant to the SFEMC VND Indicative Survey Methodology (which means a methodology, dated as of July 14, 2008, as amended from time to time, for a centralized industry-wide survey of financial institutions that are active participants in the Vietnamese Dong/U.S. Dollar markets for the purpose of determining the SFEMC VND Indicative Survey Rate)."> + ARS_BNAR_ARS01 displayName "ARS.BNAR/ARS01" <"The Spot Rate for a Rate Calculation Date will be the Argentine Peso/U.S. Dollar Specified Rate, expressed as the amount of Argentine Pesos per one U.S. Dollar, for settlement on the same day (or, if such day is not a Business Day in New York, for settlement on the first succeeding day that is a Business Day in both Buenos Aires and New York) which appears on the Reuters Screen BNAR Page at the close of business in Buenos Aires on that Rate Calculation Date."> + ARS_EMTA_INDICATIVE_SURVEY_RATE_ARS04 displayName "ARS.EMTA.INDICATIVE.SURVEY.RATE/ARS04" <"The Spot Rate for a Rate Calculation Date will be the Argentine Peso/U.S. Dollar Specified Rate for U.S. Dollars, expressed as the amount of Argentine Pesos per one U.S. Dollar, for settlement on the same day, as published on EMTA's web site (www.emta.org) at approximately 1:00 p.m. (Buenos Aires time), or as soon thereafter as practicable, on such Rate Calculation Date. The Spot Rate shall be calculated by EMTA (or a service provider EMTA may select in its sole discretion) pursuant to the EMTA ARS Indicative Survey Methodology (which means a methodology, dated as of January 2, 2003, as amended from time to time, for a centralized industry-wide survey of financial institutions that are active participants in the Argentine Peso/U.S. Dollar markets for the purpose of determining the EMTA ARS Indicative Survey Rate)."> + ARS_EMTA_INDUSTRY_SURVEY_RATE_ARS03 displayName "ARS.EMTA.INDUSTRY.SURVEY.RATE/ARS03" <"The Spot Rate for a Rate Calculation Date will be the Argentine Peso/U.S. Dollar Specified Rate for U.S. Dollars, expressed as the amount of Argentine Pesos per one U.S. Dollar, for settlement on the same day, as published on EMTA's web site (www.emta.org) at approximately 1:00 p.m. (Buenos Aires time), or as soon thereafter as practicable, on such Rate Calculation Date. The Spot Rate shall be calculated by EMTA (or a service provider EMTA may select in its sole discretion) pursuant to the EMTA ARS Industry Survey Methodology (which means a methodology, dated as of January 2, 2003, as amended from time to time, for a centralized industry-wide survey of financial institutions in Buenos Aires that are active participants in the Argentine Peso/U.S. Dollar spot markets for the purpose of determining the EMTA ARS Industry Survey Rate)."> + ARS_MAE_ARS05 displayName "ARS.MAE/ARS05" <"The Spot Rate for a Rate Calculation Date will be the volume weighted average Argentine Peso/U.S. Dollar Rate of all trades executed in the electronic market for a Rate Calculation Day expressed as the amount of Argentine Pesos per one U.S. Dollar, for settlement on the same day, reported by the Mercado Abierto Electronico (the 'MAE') at approximately 3:00 pm, Buenos Aires time, and published on the FOREX-MAE Page as the 'PPN' rate ('Promedio Ponderado Noticiado') on www.mae.com.ar on that Rate Calculation Date."> + ARS_OFFICIAL_RATE_ARS02 displayName "ARS.OFFICIAL.RATE/ARS02" <"The Spot Rate for a Rate Calculation Date will be the Argentine Peso/U.S. Dollar offered rate for U.S. Dollars, expressed as the amount of Argentine Pesos per one U.S. Dollar, for settlement on the same day quoted by Banco de la Nacion (in accordance with the Convertibility Law of March 27, 1991 and Regulatory Decree No. 529/91 of April 1, 1991, as may be amended from time to time) for that Rate Calculation Date."> + BRL_BRBY_BRL01 displayName "BRL.BRBY/BRL01" <"The Spot Rate for a Rate Calculation Date will be the Brazilian Real/U.S. Dollar Specified Rate, expressed as the amount of Brazilian Reais per one U.S. Dollar, for settlement in two Business Days (where such days are Business Days in both Sao Paulo and New York) which appears on the Reuters Screen BRBY Page under the caption 'INTBK FLTING (LAST)' at approximately 11:00 a.m., Sao Paulo time, on that Rate Calculation Date."> + BRL_EMTA_INDICATIVE_SURVEY_RATE_BRL13 displayName "BRL.EMTA.INDICATIVE.SURVEY.RATE/BRL13" <"The Spot Rate for a Rate Calculation Date will be the Brazilian Real/U.S. Dollar Specified Rate for U.S. Dollars, expressed as the amount of Brazilian Reais per one U.S. Dollar, for settlement in two Business Days, as published on EMTA's web site (www.emta.org) at approximately 12:00 p.m. (Sao Paulo time), or as soon thereafter as practicable, on such Rate Calculation Date. The Spot Rate shall be calculated by EMTA (or a service provider EMTA may select in its sole discretion) pursuant to the EMTA BRL Indicative Survey Methodology (which means a methodology, dated as of March 1, 2004, as amended from time to time, for a centralized industry-wide survey of financial institutions that are active participants in the Brazilian Real/U.S. Dollar markets for the purpose of determining the EMTA BRL Indicative Survey Rate)."> + BRL_EMTA_INDUSTRY_SURVEY_RATE_BRL12 displayName "BRL.EMTA.INDUSTRY.SURVEY.RATE/BRL12" <"The Spot Rate for a Rate Calculation Date will be the Brazilian Real/U.S. Dollar Specified Rate for U.S. Dollars, expressed as the amount of Brazilian Reais per one U.S. Dollar, for settlement in two Business Days, as published on EMTA's web site (www.emta.org) at approximately 3:45 p.m. (Sao Paulo time), or as soon thereafter as practicable, on such Rate Calculation Date. The Spot Rate shall be calculated by EMTA (or a service provider EMTA may select in its sole discretion) pursuant to the EMTA BRL Industry Survey Methodology (which means a methodology, dated as of March 1, 2004, as amended from time to time, for a centralized industry-wide survey of financial institutions in Brazil that are active participants in the Brazilian Real/U.S. Dollar spot markets for the purpose of determining the EMTA BRL Industry Survey Rate)."> + BRL_OFFICIAL_RATE_BRL02 displayName "BRL.OFFICIAL.RATE/BRL02" <"The Spot Rate for a Rate Calculation Date will be the Brazilian Real/U.S. Dollar Specified Rate, expressed as the amount of Brazilian Reais per one U.S. Dollar, for settlement in two Business Days (where such days are Business Days in both Sao Paulo and New York) reported by the Banco Central do Brasil in the 'Diario Oficial da Uniao' on the first Business Day following that Rate Calculation Date."> + BRL_PCOT_COMMERCIAL_BRL03 displayName "BRL.PCOT-COMMERCIAL/BRL03" <"The Spot Rate for a Rate Calculation Date will be the Brazilian Real/U.S. Dollar commercial rate, expressed as the amount of Brazilian Reais per one U.S. Dollar, for settlement in two Business Days (where such days are Business Days in both Sao Paulo and New York) reported by the Banco Central do Brasil on SISBACEN Data System under transaction code PCOT- 390, Option 3, at the Specified Time, if any, on that Rate Calculation Date."> + BRL_PCOT_FLOATING_BRL04 displayName "BRL.PCOT-FLOATING/BRL04" <"The Spot Rate for a Rate Calculation Date will be the Brazilian Real/U.S. Dollar floating rate, expressed as the amount of Brazilian Reais per one U.S. Dollar, for settlement in two Business Days (where such days are Business Days in both Sao Paulo and New York) reported by the Banco Central do Brasil on SISBACEN Data System under transaction code PCOT- 390, Option 3, at the Specified Time, if any, on that Rate Calculation Date."> + BRL_PTAX_BRL09 displayName "BRL.PTAX/BRL09" <"The Spot Rate for a Rate Calculation Date will be the Brazilian Real/U.S. Dollar offered rate for U.S. Dollars, expressed as the amount of Brazilian Reais per one U.S. Dollar, for settlement in two Business Days reported by the Banco Central do Brasil on SISBACEN Data System under transaction code PTAX-800 ('Consulta de Cambio' or Exchange Rate Inquiry), Option 5 ('Cotacoes para Contabilidade' or 'Rates for Accounting Purposes') by approximately 6:00 p.m., Sao Paulo time, on that Rate Calculation Date."> + BRL_PTAX_COMMERCIAL_BRL05 displayName "BRL.PTAX-COMMERCIAL/BRL05" <"The Spot Rate for a Rate Calculation Date will be the Brazilian Real/U.S. Dollar commercial rate, expressed as the amount of Brazilian Reais per one U.S. Dollar, for settlement in two Business Days (where such days are Business Days in both Sao Paulo and New York) reported by the Banco Central do Brasil on SISBACEN Data System under transaction code PTAX- 800 ('Consultas de Cambio' or Exchange Rate Inquiry), Option 5 ('Cotacoes para Contabilidad' or Rates for Accounting Purposes) market type 'L' (corresponding to U.S. Dollars traded in the foreign exchange market segment officially denominated 'Livre' and commonly known as 'Comercial') as of 7:30 p.m., Sao Paulo time, on that Rate Calculation Date."> + BRL_PTAX_COMMERCIAL_BRFR_BRL06 displayName "BRL.PTAX-COMMERCIAL.BRFR/BRL06" <"The Spot Rate for a Rate Calculation Date will be the Brazilian Real/U.S. Dollar commercial rate, expressed as the amount of Brazilian Reais per one U.S. Dollar, for settlement in two Business Days (where such days are Business Days in both Sao Paulo and New York) reported by the Banco Central do Brasil which appears on the Reuters Screen BRFR Page at PTAX-800 as of 11:00 a.m., Sao Paulo time, on the first Business Day following that Rate Calculation Date. 23"> + BRL_PTAX_FLOATING_BRL07 displayName "BRL.PTAX-FLOATING/BRL07" <"The Spot Rate for a Rate Calculation Date will be the Brazilian Real/U.S. Dollar floating rate, expressed as the amount of Brazilian Reais per one U.S. Dollar, for settlement in two Business Days (where such days are Business Days in both Sao Paulo and New York) reported by the Banco Central do Brasil on SISBACEN Data System under transaction code PTAX- 800 ('Consultas de Cambio' or Exchange Rate Inquiry), Option 5 ('Cotacoes para Contabilidad' or Rates for Accounting Purposes) market type 'F' (corresponding to U.S. Dollars traded in the foreign exchange market segment officially denominated 'Flutuante') as of 7:30 p.m., Sao Paulo time, on that Rate Calculation Date."> + BRL_PTAX_FLOATING_BRFR_BRL08 displayName "BRL.PTAX-FLOATING.BRFR/BRL08" <"The Spot Rate for a Rate Calculation Date will be the Brazilian Real/U.S. Dollar floating rate, expressed as the amount of Brazilian Reais per one U.S. Dollar, for settlement in two Business Days (where such days are Business Days in both Sao Paulo and New York) reported by the Banco Central do Brasil on the SISBACEN Data System which appears on the Reuters Screen BRFR Page at PTAX-800 as of 11:00 a.m., Sao Paulo time, on the first Business Day following that Rate Calculation Date."> + CLP_BCCH_CLP01 displayName "CLP.BCCH/CLP01" <"The Spot Rate for a Rate Calculation Date will be the Chilean Peso/U.S. Dollar observado rate, expressed as the amount of Chilean Pesos per one U.S. Dollar, for settlement on the same day (or, if such day is not a Business Day in New York, for settlement on the first succeeding day that is a Business Day in both Santiago and New York) reported by the Banco Central de Chile which appears on the Reuters Screen BCCH Page under the caption 'OBSERVADO' at 10:00 a.m., Santiago time, on the first Business Day following that Rate Calculation Date."> + CLP_CHILD_INFORMAL_CLP02 displayName "CLP.CHILD-INFORMAL/CLP02" <"The Spot Rate for a Rate Calculation Date will be the Chilean Peso/U.S. Dollar informal rate, expressed as the amount of Chilean Pesos per one U.S. Dollar, for settlement on the same day (or, if such day is not a Business Day in New York, for settlement on the first succeeding day that is a Business Day in both Santiago and New York) of the informal exchange market which appears on the Reuters Screen CHILD Page at the Specified Time, if any, on that Rate Calculation Date."> + CLP_CHILD_INTERBANK_CLP03 displayName "CLP.CHILD-INTERBANK/CLP03" <"The Spot Rate for a Rate Calculation Date will be the Chilean Peso/U.S. Dollar interbank rate, expressed as the amount of Chilean Pesos per one U.S. Dollar, for settlement on the same day (or, if such day is not a Business Day in New York, for settlement on the first succeeding day that is a Business Day in both Santiago and New York) reported by the Banco Central de Chile for the formal exchange market which appears on the Reuters Screen CHILD Page at the Specified Time, if any, on that Rate Calculation Date."> + CLP_CHILD_OBSERVADO_CLP04 displayName "CLP.CHILD-OBSERVADO/CLP04" <"The Spot Rate for a Rate Calculation Date will be the Chilean Peso/U.S. Dollar observado rate, expressed as the amount of Chilean Pesos per one U.S. Dollar, for settlement on the same day (or, if such day is not a Business Day in New York, for settlement on the first succeeding day that is a Business Day in both Santiago and New York) reported by the Banco Central de Chile which appears on the Reuters Screen CHILD Page on the first Business Day following that Rate Calculation Date."> + CLP_CHILG_INFORMAL_CLP05 displayName "CLP.CHILG-INFORMAL/CLP05" <"The Spot Rate for a Rate Calculation Date will be the Chilean Peso/U.S. Dollar informal rate, expressed as the amount of Chilean Pesos per one U.S. Dollar, for settlement on the same day (or, if such day is not a Business Day in New York, for settlement on the first succeeding day that is a Business Day in both Santiago and New York) of the informal exchange market which appears on the Reuters Screen CHILG Page at the Specified Time, if any, on that Rate Calculation Date."> + CLP_CHILG_INTERBANK_CLP06 displayName "CLP.CHILG-INTERBANK/CLP06" <"The Spot Rate for a Rate Calculation Date will be the Chilean Peso/U.S. Dollar interbank rate, expressed as the amount of Chilean Pesos per one U.S. Dollar, for settlement on the same day (or, if such day is not a Business Day in New York, for settlement on the first succeeding day that is a Business Day in both Santiago and New York) reported by the Banco Central de Chile for the formal exchange market which appears on the Reuters Screen CHILG Page at the Specified Time, if any, on that Rate Calculation Date."> + CLP_CHILG_OBSERVADO_CLP07 displayName "CLP.CHILG-OBSERVADO/CLP07" <"The Spot Rate for a Rate Calculation Date will be the Chilean Peso/U.S. Dollar observado rate, expressed as the amount of Chilean Pesos per one U.S. Dollar, for settlement on the same day (or, if such day is not a Business Day in New York, for settlement on the first succeeding day that is a Business Day in both Santiago and New York) reported by the Banco Central de Chile which appears on the Reuters Screen CHILG Page under 'OBSERVADO' at the Specified Time, if any, on the first Business Day following that Rate Calculation Date."> + CLP_DOLAR_OBS_CLP10 displayName "CLP.DOLAR.OBS/CLP10" <"The Spot Rate for a Rate Calculation Date will be the Chilean Peso/U.S. Dollar 'observado' rate, expressed as the amount of Chilean Pesos per one U.S. Dollar, for settlement in one Business Day reported by the Banco Central de Chile (www.bcentral.cl) as the 'Dolar Observado' (Dollar Observado) rate by not later than 10:30 a.m., Santiago time, on the first Business Day following that Rate Calculation Date."> + CLP_EMTA_INDICATIVE_SURVEY_RATE_CLP11 displayName "CLP.EMTA.INDICATIVE.SURVEY.RATE/CLP11" <"The Spot Rate for a Rate Calculation Date will be the Chilean Peso/U.S. Dollar Specified Rate for U.S. Dollars, expressed as the amount of Chilean Pesos per one U.S. Dollar, for settlement on the same day, as published on EMTA's web site (www.emta.org) at approximately 11:00 a.m., Santiago time, or as soon thereafter as practicable, on such Rate Calculation Date. The Spot Rate shall be calculated by EMTA (or a service provider EMTA may select in its sole discretion) pursuant to the EMTA CLP Indicative Survey Methodology (which means a methodology, dated as of August 1, 2006, as amended from time to time, for a centralized industry-wide survey of financial institutions that are active participants in the Chilean Peso/U.S. Dollar markets for the purpose of determining the EMTA CLP Indicative Survey Rate)."> + CLP_OFFICIAL_RATE_CLP08 displayName "CLP.OFFICIAL.RATE/CLP08" <"The Spot Rate for a Rate Calculation Date will be the Chilean Peso/U.S. Dollar Specified Rate, expressed as the amount of Chilean Pesos per one U.S. Dollar (or, if such day is not a Business Day in New York, for settlement on the first succeeding day that is a Business Day in both Santiago and New York), calculated in accordance with Title I, Chapter 1 Number 6 of the Compendium of International Exchange Norms of the Banco Central de Chile and published by the Banco Central de Chile at the Specified Time, if any, on the first Business Day following that Rate Calculation Date."> + CLP_TELERATE_38942_CLP09 displayName "CLP.TELERATE.38942/CLP09" <"The Spot Rate for a Rate Calculation Date will be the Chilean Peso/U.S. Dollar observado rate, expressed as the amount of Chilean Pesos per one U.S. Dollar, for settlement on the same day (or, if such day is not a Business Day in New York, for settlement on the first succeeding day that is a Business Day in both Santiago and New York) reported by the Banco Central de Chile which appears on the Telerate Page 38942 opposite the caption 'Observado' at the Specified Time, if any, on the first Business Day following the Rate Calculation Date."> + CNY_SAEC_CNY01 displayName "CNY.SAEC/CNY01" <"The Spot Rate for a Rate Calculation Date will be the Chinese Renminbi/U.S. Dollar official fixing rate, expressed as the amount of Chinese Renminbi per one U.S. Dollar, for settlement in two Business Days reported by the People's Bank of China, Beijing, People's Republic of China, which appears on the Reuters Screen 'SAEC' Page opposite the symbol 'USDCNY=' at approximately 9:15 a.m., Beijing time, on that Rate Calculation Date."> + CNY_SFEMC_INDICATIVE_SURVEY_RATE_CNY02 displayName "CNY.SFEMC.INDICATIVE.SURVEY.RATE/CNY02" <"The Spot Rate for a Rate Calculation Date will be the Chinese Renminbi/U.S. Dollar Specified Rate for U.S. Dollars, expressed as the amount of Chinese Renminbi per one U.S. Dollar, for settlement in two Business Days, as published on SFEMC's website (www.sfemc.org) at approximately 3:30 p.m. (Singapore time), or as soon thereafter as practicable, on such Rate Calculation Date. The Spot Rate will be calculated by SFEMC (or a service provider SFEMC may select in its sole discretion) pursuant to the SFEMC CNY Indicative Survey Methodology (which means a methodology, dated as of December 1, 2004, as amended from time to time, for a centralized industry-wide survey of financial institutions that are active participants in the Chinese Renminbi/U.S. Dollar markets for the purpose of determining the SFEMC CNY Indicative Survey Rate)."> + COP_CO_COL03_COP01 displayName "COP.CO/COL03/COP01" <"The Spot Rate for a Rate Calculation Date will be the Colombian Peso/U.S. Dollar fixing rate, expressed as the amount of Colombian Pesos per one U.S. Dollar, for settlement on the same day (unless such day is not a Business Day in New York, then for settlement on the first succeeding day that is a Business Day in Bogota and New York) reported by the Colombian Banking Superintendency which appears on the Reuters Screen CO/COL03 Page opposite the caption 'TRCM' ('Tasa de Cierre Representative del Mercado' or closing market price) at 12:00 noon, Bogota time, on the first Business Day following that Rate Calculation Date."> + COP_EMTA_INDICATIVE_SURVEY_RATE_COP03 displayName "COP.EMTA.INDICATIVE.SURVEY.RATE/COP03" <"The Spot Rate for a Rate Calculation Date will be the Colombian Peso/U.S. Dollar Specified Rate for U.S. Dollars, expressed as the amount of Colombian Pesos per one U.S. Dollar, for settlement on the same day, as published on EMTA's web site (www.emta.org) at approximately 11:30 a.m., Bogota time, or as soon thereafter as practicable, on such Rate Calculation Date. The Spot Rate shall be calculated by EMTA (or a service provider EMTA may select in its sole discretion) pursuant to the EMTA COP Indicative Survey Methodology (which means a methodology, dated as of August 1, 2006, as amended from time to time, for a centralized industry-wide survey of financial institutions that are active participants in the Colombian Peso/U.S. Dollar markets for the purpose of determining the EMTA COP Indicative Survey Rate)."> + COP_TRM_COP02 displayName "COP.TRM/COP02" <"The Spot Rate for a Rate Calculation Date will be the Colombian Peso/U.S. Dollar fixing rate, expressed as the amount of Colombian Pesos per one U.S. Dollar, for settlement on the same day reported by the Colombian Financial Superintendency (www.banrep.gov.co) as the 'Tasa Representativa del Mercado (TRM)' (also referred to as the 'Tasa de Cambio Representativa del Mercado' (TCRM)) by not later than 10:30 a.m., Bogota time, on the first Business Day following that Rate Calculation Date."> + CURRENCY_IMPLIED_RATE__ADR__CURA1 displayName "CURRENCY-IMPLIED.RATE.(ADR)/CURA1" <"the Spot Rate for a Rate Calculation Date will be the Reference Currency/U.S. Dollar exchange rate, expressed as the amount of Reference Currency per one U.S. Dollar, determined on the basis of quotations provided by Reference Dealers on that Rate Calculation Date of that day's price of a Specified Company's American Depositary Receipt or American Depositary Receipts (the 'ADR' or 'ADRs', as appropriate) and the price of the local share or shares of such Specified Company of the same type and in the same quantity represented by such ADR or ADRs, as the case may be (the 'Share' or 'Shares', as appropriate). The Calculation Agent will request each of the Reference Dealers to provide a firm quotation of (A) in the case where one ADR represents less than one Share, its bid and offer price (in the Reference Currency) for one Share and its bid and offer price (in U.S. Dollars) for the number of ADRs which represent such Share and (B) in all other cases, its bid and offer price (in the Reference Currency) for the Share or Shares, as the case may be, and its bid and offer price (in U.S. Dollars) for one ADR. If one or more quotations are provided, the rate for a Rate Calculation Date will equal the ratio of (1) the arithmetic mean of the midpoint of the bid and offer prices quoted in the Reference Currency by each Reference Dealer for such Share or Shares, as the case may be, and (2) the arithmetic mean of the midpoint of the bid and offer prices quoted in U.S. Dollars by each Reference Dealer for such ADR or ADRs, as the case may be, subject to an adjustment, if any, by the Calculation Agent to reduce the effect of momentary disparities in the prices of the Share or Shares and the ADR or ADRs, as appropriate. The quotations used to determine the Spot Rate for a Rate Calculation Date will be determined in each case at the Specified Time on the Rate Calculation Date or, if no such time is specified, the time chosen by the Calculation Agent."> + CURRENCY_IMPLIED_RATE__LOCAL_ASSET__CURA2 displayName "CURRENCY-IMPLIED.RATE.(LOCAL.ASSET)/CURA2" <"The Spot Rate for a Rate Calculation Date will be the Reference Currency/Settlement Currency exchange rate, expressed as the amount of Reference Currency per one unit of Settlement Currency, determined on the basis of quotations provided by Reference Dealers on that Rate Calculation Date for that day's price of Local Assets. The Calculation Agent will request each of the Reference Dealers to provide a firm quotation of its bid and offer price (in both the Reference Currency and the Settlement Currency) for an amount of Local Assets whose face value equals the Specified Amount. If one or more quotations are provided, the rate for a Rate Calculation Date will equal the ratio of (A) the arithmetic mean of the midpoint of the bid and offer prices quoted in the Reference Currency by each Reference Dealer for such Local Assets and (B) the arithmetic mean of the midpoint of the bid and offer prices quoted in the Settlement Currency by each Reference Dealer for such Local Assets. The quotations used to determine the Spot Rate for a Rate Calculation Date will be determined in each case at the Specified Time on the Rate Calculation Date or, if no such time is specified, the time chosen by the Calculation Agent."> + CURRENCY_MUTUAL_AGREEMENT_CURA3 displayName "CURRENCY-MUTUAL.AGREEMENT/CURA3" <"The Spot Rate for a Rate Calculation Date will be the Reference Currency/Settlement Currency Specified Rate, expressed as the amount of the Reference Currency per one unit of Settlement Currency, for settlement on the Settlement Date agreed upon by the parties on or prior to that Rate Calculation Date (or, if different, the day on which rates for that date would, in the ordinary course, be published or announced)."> + CURRENCY_REFERENCE_DEALERS_CURA4 displayName "CURRENCY-REFERENCE.DEALERS/CURA4" <"The Spot Rate for a Rate Calculation Date will be determined on the basis of quotations provided by Reference Dealers on that Rate Calculation Date of that day's Specified Rate, expressed as the amount of Reference Currency per one unit of Settlement Currency, for settlement on the Settlement Date. The Calculation Agent will request the Specified Office of each of the Reference Dealers to provide a firm quotation of its Specified Rate for a transaction where the amount of Reference Currency equals the Specified Amount. If four quotations are provided, the rate for a Rate Calculation Date will be the arithmetic mean of the Specified Rates, without regard to the Specified Rates having the highest and lowest value. If exactly three quotations are provided, the rate for a Rate Calculation Date will be the Specified Rate provided by the Reference Dealer that remains after disregarding the Specified Rates having the highest and lowest values. For this purpose, if more than one quotation has the same highest value or lowest value, then the Specified Rate of one of such quotations shall be disregarded. If exactly two quotations are provided, the rate for a Rate Calculation Date will be the arithmetic mean of the Specified Rates. If only one quotation is provided, the rate for a Rate Calculation Date will be the Specified Rate quoted by that Reference Dealer. The quotations used to determine the Spot Rate for a Rate Calculation Date will be determined in each case at the Specified Time on that Rate Calculation Date or, if no such time is specified, the time chosen by the Calculation Agent."> + CURRENCY_WHOLESALE_MARKET_CURA5 displayName "CURRENCY-WHOLESALE.MARKET/CURA5" <"The Spot Rate for a Rate Calculation Date will be determined by the Calculation Agent on the basis of that day's Specified Rate, expressed as the amount of Reference Currency per one unit of Settlement Currency, in a legal and customary wholesale market in which there is no, or minimal, Governmental Authority controls or interference, except as a participant in such market."> + ECS_DNRP_ECS01 displayName "ECS.DNRP/ECS01" <"The Spot Rate for a Rate Calculation Date will be the Ecuadorian Sucre/U.S. Dollar Specified Rate, expressed as the amount of Ecuadorian Sucres per one U.S. Dollar, for settlement in one Business Day (where such day is a Business Day in Guayaquil and New York) which appears on Reuters Screen DNRP Page at 12:00 noon, Guayaquil time, on that Rate Calculation Date."> + IDR_ABS_IDR01 displayName "IDR.ABS/IDR01" <"The Spot Rate for a Rate Calculation Date will be the Indonesian Rupiah/U.S. Dollar spot rate at 11:00 a.m., Singapore time, expressed as the amount of Indonesian Rupiah per one U.S. Dollar, for settlement in two Business Days, reported by the Association of Banks in Singapore which appears on the Telerate Page 50157 to the right of the caption 'Spot' under the column 'IDR' at approximately 11:30 a.m., Singapore time, on that Rate Calculation Date."> + IDR_JISDOR_IDR04 displayName "IDR.JISDOR/IDR04" <"The Spot Rate for a Rate Calculation Date will be the Indonesian Rupiah/U.S. Dollar weighted average spot rate in the interbank market based on traded IDR/USD spot foreign exchange transactions during a specified time period which are captured on a real time basis, expressed as the amount of Indonesian Rupiah per one U.S. Dollar, for settlement in two Business Days, published by Bank Indonesia at approximately 10:00 a.m., Jakarta time, on that Rate Calculation Date as the Jakarta Interbank Spot Dollar Rate USD - IDR on Bank Indonesia's website or otherwise made available by Bank Indonesia (or its successor as administrator)."> + IDR_SFEMC_INDICATIVE_SURVEY_RATE_IDR02 displayName "IDR.SFEMC.INDICATIVE.SURVEY.RATE/IDR02" <"The Spot Rate for a Rate Calculation Date will be the Indonesian Rupiah/U.S. Dollar Specified Rate for U.S. Dollars, expressed as the amount of Indonesian Rupiah per one U.S. Dollar, for settlement in two Business Days, as published on SFEMC's website (www.sfemc.org) at approximately 3:30 p.m., Singapore time, or as soon thereafter as practicable, on such Rate Calculation Date. The Spot Rate will be calculated by SFEMC (or a service provider SFEMC may select in its sole discretion) pursuant to the SFEMC IDR Indicative Survey Methodology (which means a methodology, dated as of December 1, 2004, as amended from time to time, for a centralized industry-wide survey of financial institutions that are active participants in the Indonesian Rupiah/U.S. Dollar markets for the purpose of determining the SFEMC IDR Indicative Survey Rate)."> + IDR_VWAP_IDR03 displayName "IDR.VWAP/IDR03" <"The Spot Rate for a Rate Calculation Date will be the Indonesian Rupiah/U.S. Dollar implied spot rate expressed as the amount of Indonesian Rupiah per one U.S. Dollar, for settlement in two Business Days, reported by ABS Benchmarks Administration Co Pte. Ltd. (or its successor as administrator or sponsor of that rate), which appears on Thomson Reuters Screen ABSFIX01 Page at approximately 11:30 a.m., Singapore time, on that Rate Calculation Date."> + ILS_BOIJ_ILS01 displayName "ILS.BOIJ/ILS01" <"The Spot Rate for a Rate Calculation Date will be the Israeli Shekel/U.S. Dollar Specified Rate, expressed as the amount of Israeli Shekels per one U.S. Dollar, for settlement in two Business Days which appears on the Reuters Screen BOIJ Page as of 1:00 p.m., Tel Aviv time, on that Rate Calculation Date."> + ILS_FXIL_ILS02 displayName "ILS.FXIL/ILS02" <"The Spot Rate for a Rate Calculation Date will be the Israeli Shekel/U.S. Dollar Specified Rate, expressed as the amount of Israeli Shekels per one U.S. Dollar, for settlement in two Business Days which appears on the Reuters Screen FXIL Page as of 1:00 p.m., Tel Aviv time, on that Rate Calculation Date."> + INR_FBIL_INR01 displayName "INR.FBIL/INR01" <"The Spot Rate for a Rate Calculation Date will be the Indian Rupee/U.S. Dollar reference rate, expressed as the amount of Indian Rupee per one U.S. Dollar, for settlement in two Business Days, reported by Financial Benchmarks India Pvt. Ltd. (www.fbil.org.in) at approximately 1:30 p.m., Mumbai time, or as soon thereafter as practicable, on that Rate Calculation Date."> + INR_RBIB_INR01 displayName "INR.RBIB/INR01" <"The Spot Rate for a Rate Calculation Date will be the Indian Rupee/U.S. Dollar reference rate, expressed as the amount of Indian Rupee per one U.S. Dollar, for settlement in two Business Days reported by the Reserve Bank of India which appears on the Reuters Screen RBIB Page at approximately 12:30 p.m., Mumbai time, or as soon thereafter as practicable, on that Rate Calculation Date."> + INR_SFEMC_INDICATIVE_SURVEY_RATE_INR02 displayName "INR.SFEMC.INDICATIVE.SURVEY.RATE/INR02" <"The Spot Rate for a Rate Calculation Date will be the Indian Rupee/U.S. Dollar Specified Rate for U.S. Dollars, expressed as the amount of Indian Rupee per one U.S. Dollar, for settlement in two Business Days, as published on SFEMC's website (www.sfemc.org) at approximately 3:30 p.m. (Singapore time), or as soon thereafter as practicable, on such Rate Calculation Date. The Spot Rate will be calculated by SFEMC (or a service provider SFEMC may select in its sole discretion) pursuant to the SFEMC INR Indicative Survey Methodology (which means a methodology, dated as of December 1, 2004, as amended from time to time, for a centralized industry-wide survey of financial institutions that are active participants in the Indian Rupee/U.S. Dollar markets for the purpose of determining the SFEMC INR Indicative Survey Rate)."> + KRW_KEBEY_KRW01 displayName "KRW.KEBEY/KRW01" <"The Spot Rate for a Rate Calculation Date will be the Korean Won/U.S. Dollar Specified Rate, expressed as the amount of Korean Won per one U.S. Dollar, for settlement in two Business Days which appears on the Reuters Screen KEBEY Page at the Specified Time, if any, on that Rate Calculation Date."> + KRW_KFTC18_KRW02 displayName "KRW.KFTC18/KRW02" <"The Spot Rate for a Rate Calculation Date will be the Korean Won/U.S. Dollar market average rate, expressed as the amount of Korean Won per one U.S. Dollar, for settlement in two Business Days reported by the Korea Financial Telecommunications and Clearing Corporation which appears on the Reuters Screen KFTC18 Page to the right of the caption 'USD Today' that is available at approximately 3:30 p.m., Seoul time, on the Rate Calculation Date or as soon thereafter as practicable."> + KRW_SFEMC_INDICATIVE_SURVEY_RATE_KRW04 displayName "KRW.SFEMC.INDICATIVE.SURVEY.RATE/KRW04" <"The Spot Rate for a Rate Calculation Date will be the Korean Won/U.S. Dollar Specified Rate for U.S. Dollars, expressed as the amount of Korean Won per one U.S. Dollar, for settlement in two Business Days, as published on SFEMC's website (www.sfemc.org) at approximately 3:30 p.m., Singapore time, or as soon thereafter as practicable, on such Rate Calculation Date. The Spot Rate will be calculated by SFEMC (or a service provider SFEMC may select in its sole discretion) pursuant to the SFEMC KRW Indicative Survey Methodology (which means a methodology, dated as of December 1, 2004, as amended from time to time, for a centralized industry-wide survey of financial institutions that are active participants in the Korean Won/U.S. Dollar markets for the purpose of determining the SFEMC KRW Indicative Survey Rate)."> + KRW_TELERATE_45644_KRW03 displayName "KRW.TELERATE.45644/KRW03" <"The Spot Rate for a Rate Calculation Date will be the Korean Won/U.S. Dollar market average rate, expressed as the amount of Korean Won per one U.S. Dollar, for settlement in two Business Days reported by the Korea Financial Telecommunications and Clearing Corporation which appears on Telerate Page 45644 to the right of the caption 'USD Today' that is available at approximately 3:30 p.m., Seoul time, on the Rate Calculation Date or as soon thereafter as practicable."> + KZT_EMTA_INDICATIVE_SURVEY_RATE_KZT02 displayName "KZT.EMTA.INDICATIVE.SURVEY.RATE/KZT02" <"The Spot Rate for a Rate Calculation Date will be the Kazakhstan Tenge / U.S. Dollar Specified Rate for U.S. Dollars, expressed as the amount of Kazakhstan Tenge per one U.S. Dollar, for settlement on the same Business Day, as published on EMTA's website (www.emta.org) at approximately 1:00 p.m., Almaty time, or as soon thereafter as practicable, on that Rate Calculation Date. The Spot Rate shall be calculated by EMTA (or a service provider EMTA may select in its sole discretion) pursuant to the EMTA KZT Indicative Survey Methodology (which means a methodology, dated as of March 16, 2009, as amended from time to time, for a centralized industry-wide survey of financial institutions that are active participants in the Kazakhstan Tenge/U.S. Dollar markets for the purpose of determining the EMTA KZT Indicative Survey Rate)."> + KZT_KASE_KZT01 displayName "KZT.KASE/KZT01" <"The Spot Rate for a Rate Calculation Date will be the Kazakhstan Tenge / U.S. Dollar weighted average rate, expressed as the amount of Kazakhstan Tenge per one U.S. Dollar, for settlement on the same Business Day reported by the Kazakhstan Stock Exchange (www.kase.kz) at approximately 11:00 am, Almaty time, on that Rate Calculation Date."> + LBP_BDLX_LBP01 displayName "LBP.BDLX/LBP01" <"The Spot Rate for a Rate Calculation Date will be the Lebanese Pound/U.S. Dollar Specified Rate, expressed as the amount of Lebanese Pounds per one U.S. Dollar, for settlement in two Business Days which appears on the Reuters Screen BDLX Page as of 12:00 noon, Beirut time, on that Rate Calculation Date."> + MAD_OFFICIAL_RATE_MAD01 displayName "MAD.OFFICIAL.RATE/MAD01" <"The Spot Rate for a Rate Calculation Date will be the Moroccan Dirham/U.S. Dollar Specified Rate, expressed as the amount of Moroccan Dirham per one U.S. Dollar, for settlement in two Business Days reported by the Central Bank of Morocco as of 1:00 p.m., Rabat time, on that Rate Calculation Date."> + MXP_BNMX_MXP01 displayName "MXP.BNMX/MXP01" <"The Spot Rate for a Rate Calculation Date will be the Mexican Pesos/U.S. Dollar Specified rate, expressed as the amount of Mexican Pesos per one U.S. Dollar, for settlement in two Business Days reported by Banco de Mexico which appears on the Reuters Screen BNMX Page opposite the caption 'Fix' at the close of business in Mexico City on that Rate Calculation Date."> + MXP_FIXING_RATE_MXP02 displayName "MXP.FIXING.RATE/MXP02" <"The Spot Rate for a Rate Calculation Date will be the Mexican Peso/U.S. Dollar fixing rate, expressed as the amount of Mexican Pesos per one U.S. Dollar, for settlement in two Business Days which is published by Banco de Mexico in the Official Gazette of the Federation pursuant to the 'Disposiciones aplicables a la determinacion del tipo de Cambio para solventar obligaciones denominadas en moneda extranjera pagaderas en la Republica Mexicana' (Rules applicable to determine the exchange rate to pay obligations denominated in foreign currency payable in Mexico) on the first Business Day following that Rate Calculation Date."> + MXP_MEX01_MXP03 displayName "MXP.MEX01/MXP03" <"The Spot Rate for a Rate Calculation Date will be the Mexican Peso/U.S. Dollar fixing rate, expressed as the amount of Mexican Pesos per one U.S. Dollar, for settlement in two Business Days reported by Banco de Mexico which appears on Reuters Screen MEX01 Page under the heading 'MXNFIX=RR', at the close of business in Mexico City on that Rate Calculation Date."> + MXP_PUBLISHED_MXP04 displayName "MXP.PUBLISHED/MXP04" <"The Spot Rate for a Rate Calculation Date will be the Mexican Peso/U.S. Dollar fixing rate, expressed as the amount of Mexican Pesos per one U.S. Dollar, for settlement in two Business Days which is published by the Bolsa Mexicana de Valores, S.A. de C.V. (as established in Section 2 of the 'Resolution concerning the exchange rate applicable for calculating the Mexican Peso equivalent of principal and interest of Mexican Treasury Notes denominated in foreign currency and payable in Mexican Pesos' published in the Diario Oficial de la Federacion on November 11, 1991) in the Movimiento Diario del Mercado de Valores de la Bolsa Mexicana de Valores, S.A. de C.V. under the heading 'Movimiento Diario del Mercado de Valores' on that Rate Calculation Date."> + MYR_ABS_MYR01 displayName "MYR.ABS/MYR01" <"The Spot Rate for a Rate Calculation Date will be the Malaysian Ringgit/U.S. Dollar spot rate at 11:00 a.m., Singapore time, expressed as the amount of Malaysian Ringgit per one U.S. Dollar, for settlement in two Business Days, reported by the Association of Banks in Singapore, which appears on the Telerate Page 50157 to the right of the caption 'Spot' under the column 'MYR' at approximately 11:30 a.m., Singapore time, on that Rate Calculation Date."> + MYR_KL_REF_MYR04 displayName "MYR.KL.REF/MYR04" <"The Spot Rate for a Rate Calculation Date will be the Malaysian Ringgit/U.S. Dollar reference rate, expressed as the amount of Malaysian Ringgit per one U.S. Dollar, for settlement in two Business Days, calculated and reported by Bank Negara Malaysia as its Kuala Lumpur USD/MYR Reference Rate, which appears on Thomson Reuters Screen MYRFIX2 Page at approximately 3:30 p.m., Kuala Lumpur time, on that Rate Calculation Date."> + MYR_PPKM_MYR03 displayName "MYR.PPKM/MYR03" <"The Spot Rate for a Rate Calculation Date will be the Malaysian Ringgit/U.S. Dollar spot rate expressed as the amount of Malaysian Ringgit per one U.S. Dollar, for settlement in two Business Days, reported by Persatuan Pasaran Kewangan Malaysia (ACI - Malaysia), which appears on Thomson Reuters Screen MYRFIX2 Page at approximately 11:10 a.m., Kuala Lumpur time, on that Rate Calculation Date."> + MYR_SFEMC_INDICATIVE_SURVEY_RATE_MYR02 displayName "MYR.SFEMC.INDICATIVE.SURVEY.RATE/MYR02" <"The Spot Rate for a Rate Calculation Date will be the Malaysian Ringgit/U.S. Dollar Specified Rate for U.S. Dollars, expressed as the amount of Malaysian Ringgit per one U.S. Dollar, for settlement in two Business Days, as published on SFEMC's website (www.sfemc.org) at approximately 3:30 p.m., Singapore time, or as soon thereafter as practicable, on such Rate Calculation Date. The Spot Rate will be calculated by SFEMC (or a service provider SFEMC may select in its sole discretion) pursuant to the SFEMC MYR Indicative Survey Methodology (which means a methodology, dated as of July 15, 2005, as amended from time to time, for a centralized industry-wide survey of financial institutions that are active participants in the Malaysian Ringgit/U.S. Dollar markets for the purpose of determining the SFEMC MYR Indicative Survey Rate)."> + PEN_EMTA_INDICATIVE_SURVEY_RATE_PEN04 displayName "PEN.EMTA.INDICATIVE.SURVEY.RATE/PEN04" <"The Spot Rate for a Rate Calculation Date will be the Peruvian Sol/U.S. Dollar Specified Rate for U.S. Dollars, expressed as the amount of Peruvian Soles per one U.S. Dollar, for settlement on the same day, as published on EMTA's web site (www.emta.org) at approximately 11:00 a.m., Lima time, or as soon thereafter as practicable, on such Rate Calculation Date. The Spot Rate shall be calculated by EMTA (or a service provider EMTA may select in its sole discretion) pursuant to the EMTA PEN Indicative Survey Methodology (which means a methodology, dated as of August 1, 2006, as amended from time to time, for a centralized industry-wide survey of financial institutions that are active participants in the Peruvian Sol/U.S. Dollar markets for the purpose of determining the EMTA PEN Indicative Survey Rate)."> + PEN_INTERBANK_AVE_PEN05 displayName "PEN.INTERBANK.AVE/PEN05" <"The Spot Rate for a Rate Calculation Date will be the Peruvian Sol/U.S. Dollar average exchange rate in the interbank market expressed as the amount of Peruvian New Soles per one U.S. Dollar for settlement on the same day reported by the Banco Central de Reserva del Peru (www.bcrp.gob.pe) as the 'Tipo de Cambio Interbancario Promedio' at approximately 2:00 p.m., Lima time, on that Rate Calculation Date."> + PEN_PDSB_PEN01 displayName "PEN.PDSB/PEN01" <"The Spot Rate for a Rate Calculation Date will be the Peruvian Sol/U.S. Dollar fixing rate (mid market last), expressed as the amount of Peruvian Sols per one U.S. Dollar, for settlement on that same day which appears on the Reuters Screen PDSB Page opposite the caption 'PEN=' as of 12:00 noon, Lima time, on that Rate Calculation Date."> + PEN_WT_AVE_PEN03 displayName "PEN.WT.AVE/PEN03" <"The Spot Rate for a Rate Calculation Date will be the midpoint of the Peruvian Sol/U.S. Dollar closing weighted average bid and offer ('compra y venta') exchange rates expressed as the amount of Peruvian New Soles per one U.S. Dollar for settlement on the same day, reported by the Superintendencia de Banca, Seguros y AFP (www.sbs.gob.pe) of the Republic of Peru at approximately 5:00 p.m., Lima time, on that Rate Calculation Date."> + PHP_BAPPESO_PHP06 displayName "PHP.BAPPESO/PHP06" <"The Spot Rate for a Rate Calculation Date will be the Philippine Peso/U.S. Dollar morning weighted average rate for that Rate Calculation Date, expressed as the amount of Philippine Pesos per one U.S. Dollar, for settlement in one Business Day, sponsored by Bankers Association of the Philippines (www.bap.org.ph) as its 'BAP AM Weighted Average Rate' at approximately 11:30 a.m., Manila time, or as soon thereafter as practicable, on that Rate Calculation Date."> + PHP_PDSPESO_PHP06 displayName "PHP.PDSPESO/PHP06" <"The Spot Rate for a Rate Calculation Date will be the Philippine Peso/U.S. Dollar morning weighted average rate for that Rate Calculation Date, expressed as the amount of Philippine Pesos per one U.S. Dollar, for settlement in one Business Day reported by the Philippine Dealing System PDEX which appears on the Reuters Screen PDSPESO Page to the right of the caption 'AM WT AVE' at approximately 11:30 a.m., Manila time, or as soon thereafter as practicable, on that Rate Calculation Date."> + PHP_PHPESO_PHP01 displayName "PHP.PHPESO/PHP01" <"The Spot Rate for a Rate Calculation Date will be the Philippine Peso/U.S. Dollar tom rate (mid market), expressed as the amount of Philippine Pesos per one U.S. Dollar, for settlement in one Business Day which appears on the Reuters Screen PHPESO Page at approximately 11:00 a.m., Manila time, on that Rate Calculation Date."> + PHP_SFEMC_INDICATIVE_SURVEY_RATE_PHP05 displayName "PHP.SFEMC.INDICATIVE.SURVEY.RATE/PHP05" <"The Spot Rate for a Rate Calculation Date will be the Philippine Peso/U.S. Dollar Specified Rate for U.S. Dollars, expressed as the amount of Philippine Pesos per one U.S. Dollar, for settlement in one Business Day, as published on SFEMC's website (www.sfemc.org) at approximately 3:30 p.m., Singapore time, or as soon thereafter as practicable, on such Rate Calculation Date. The Spot Rate will be calculated by SFEMC (or a service provider SFEMC may select in its sole discretion) pursuant to the SFEMC PHP Indicative Survey Methodology (which means a methodology, dated as of December 1, 2004, as amended from time to time, for a centralized industry-wide survey of financial institutions that are active participants in the Philippine Peso/U.S. Dollar markets for the purpose of determining the SFEMC PHP Indicative Survey Rate)."> + PHP_TELERATE_15439_PHP03 displayName "PHP.TELERATE.15439/PHP03" <"The Spot Rate for a Rate Calculation Date will be the Philippine Peso/U.S. Dollar tom rate (mid market), expressed as the amount of Philippine Pesos per one U.S. Dollar, for settlement in one Business Day which appears on the Telerate Page 15439 at approximately 11:00 a.m., Manila time, on that Rate Calculation Date."> + PHP_TELERATE_2920_PHP02 displayName "PHP.TELERATE.2920/PHP02" <"The Spot Rate for a Rate Calculation Date will be the Philippine Peso/U.S. Dollar Specified Rate, expressed as the amount of Philippine Pesos per one U.S. Dollar, for settlement in one Business Day which appears on the Telerate Page 2920 at the Specified Time, if any, on that Rate Calculation Date."> + PKR_SBPK_PKR01 displayName "PKR.SBPK/PKR01" <"The Spot Rate for a Rate Calculation Date will be the Pakistani Rupee/U.S. Dollar reference rate expressed as the amount of Pakistani Rupees per one U.S. Dollar, for settlement in two Business Days reported by the State Bank of Pakistan (www.sbp.org.pk) at approximately 2:30 pm, Karachi time, on that Rate Calculation Date."> + PKR_SFEMC_INDICATIVE_SURVEY_RATE_PKR02 displayName "PKR.SFEMC.INDICATIVE.SURVEY.RATE/PKR02" <"The Spot Rate for a Rate Calculation Date will be the Pakistani Rupee/U.S. Dollar Specified Rate for U.S. Dollars, expressed as the amount of Pakistani Rupees per one U.S. Dollar, for settlement in two Business Days, as published on SFEMC's website (www.sfemc.org) at approximately 3:30 p.m. Singapore time, or as soon thereafter as practicable, on that Rate Calculation Date. The Spot Rate shall be calculated by SFEMC (or a service provider SFEMC may select in its sole discretion) pursuant to the SFEMC PKR Indicative Survey Methodology (which means a methodology, dated as of July 14, 2008, as amended from time to time, for a centralized industry-wide survey of financial institutions that are active participants in the Pakistani Rupee/U.S. Dollar markets for the purpose of determining the SFEMC PKR Indicative Survey Rate)."> + PLZ_NBPQ_PLZ01 displayName "PLZ.NBPQ/PLZ01" <"The Spot Rate for a Rate Calculation Date will be the Polish Zloty/U.S. Dollar Specified Rate, expressed as the amount of Polish Zloty per one U.S. Dollar, for settlement in two Business Days reported by the National Bank of Poland which appears on the Reuters Screen NBPQ Page at the Specified Time, if any, on that Rate Calculation Date."> + PLZ_NBPR_PLZ02 displayName "PLZ.NBPR/PLZ02" <"The Spot Rate for a Rate Calculation Date will be the Polish Zloty/U.S. Dollar fixing rate, expressed as the amount of Polish Zloty per one U.S. Dollar, for settlement in two Business Days reported by the National Bank of Poland which appears on the Reuters Screen NBPR Page at the Specified Time, if any, on that Rate Calculation Date."> + RUB_CME_EMTA_RUB03 displayName "RUB.CME-EMTA/RUB03" <"The Spot Rate for a Rate Calculation Date will be the Russian Ruble/U.S. Dollar Specified Rate, expressed as the amount of Russian Rubles per one U.S. Dollar, for settlement in one Business Day, calculated by the Chicago Mercantile Exchange ('CME') and as published on CME's website, which appears on the Reuters Screen EMTA Page, at approximately 1:30 p.m., Moscow time, on that Rate Calculation Date. The Spot Rate shall be calculated by the CME pursuant to the Chicago Mercantile Exchange / EMTA, Inc. Daily Russian Ruble Per U.S. Dollar Reference Rate Methodology (which means a methodology, effective as of June 16, 2005, as amended from time to time, for a centralized industry-wide survey of financial institutions in Russia that are active participants in the Russian Ruble/U.S. Dollar spot market for the purpose of determining the RUB CME-EMTA Rate)."> + RUB_EMTA_INDICATIVE_SURVEY_RATE_RUB04 displayName "RUB.EMTA.INDICATIVE.SURVEY.RATE/RUB04" <"The Spot Rate for a Rate Calculation Date will be the Russian Ruble/U.S. Dollar Specified Rate for U.S. Dollars, expressed as the amount of Russian Rubles per one U.S. Dollar, for settlement in one Business Day, as published on EMTA's web site (www.emta.org) at approximately 2:45 p.m., Moscow time, or as soon thereafter as practicable, on such Rate Calculation Date. The Spot Rate shall be calculated by EMTA (or a service provider EMTA may select in its sole discretion) pursuant to the EMTA RUB Indicative Survey Methodology (which means a methodology dated as of June 16, 2005, as amended from time to time, for a centralized industry-wide survey of financial institutions that are active participants in the Russian Ruble/U.S. Dollar spot market for the purpose of determining the EMTA RUB Indicative Survey Rate)."> + RUB_MICEXFRX_RUB01 displayName "RUB.MICEXFRX/RUB01" <"The Spot Rate for a Rate Calculation Date will be the Russian Ruble/U.S. Dollar Specified Rate, expressed as the amount of Russian Rubies per one U.S. Dollar, for settlement on the same day reported by the Moscow Interbank Currency Exchange which appears on the Reuters Screen MICEXFRX Page as of 10:30 a.m., Moscow time, on that Rate Calculation Date."> + RUB_MMVB_RUB02 displayName "RUB.MMVB/RUB02" <"The Spot Rate for a Rate Calculation Date will be the Russian Ruble/U.S. Dollar Specified Rate, expressed as the amount of Russian Rubies per one U.S. Dollar, for settlement on the same day reported by the Moscow Interbank Currency Exchange which appears on the Reuters Screen MMVB Page as of 10:30 a.m., Moscow time, on that Rate Calculation Date."> + SGD_VWAP_SGD3 displayName "SGD.VWAP/SGD3" <"The Spot Rate for a Rate Calculation Date will be the Singapore Dollar/U.S. Dollar spot rate expressed as the amount of Singapore Dollar per one U.S. Dollar for settlement in two Business Days, reported by ABS Benchmarks Administration Co Pte. Ltd. (or its successor as administrator or sponsor of the rate), which appears on Thomson Reuters Screen ABSFIX01 Page at approximately 11:30 a.m., Singapore time, on that Rate Calculation Date."> + SKK_NBSB_SKK01 displayName "SKK.NBSB/SKK01" <"The Spot Rate for a Rate Calculation Date will be the Slovak Koruna/U.S. Dollar Specified Rate, expressed as the amount of Slovak Koruna per one U.S. Dollar, for settlement in two Business Days reported by the National Bank of Slovakia which appears on the Reuters Screen NBSB Page as of 11:40 a.m., Bratislava time, on that Rate Calculation Date."> + THB_ABS_THB01 displayName "THB.ABS/THB01" <"The Spot Rate for a Rate Calculation Date will be the Thai Baht/U.S. Dollar spot rate at 11:00 a.m., Singapore time, expressed as the amount of Thai Bhaht per one U.S. Dollar, for settlement in two Business Days, reported by the Association of Banks in Singapore which appears on the Reuters Screen ABSIRFIX01 Page to the right of the caption 'Spot' under the column 'THB' at approximately 11:30 a.m., Singapore time, on that Rate Calculation Date."> + THB_VWAP_THB01 displayName "THB.VWAP/THB01" <"The Spot Rate for a Rate Calculation Date will be the Thai Baht / U.S. Dollar spot rate expressed as the amount of Thai Baht per one U.S. Dollar for settlement in two Business Days, reported by ABS Benchmarks Administration Co Pte. Ltd. (or its successor as administrator or sponsor of the rate), which appears on Thomson Reuters Screen ABSFIX01 Page at approximately 11:30 a.m., Singapore time, on that Rate Calculation Date."> + TWD_SFEMC_INDICATIVE_SURVEY_RATE_TWD04 displayName "TWD.SFEMC.INDICATIVE.SURVEY.RATE/TWD04" <"The Spot Rate for a Rate Calculation Date will be the Taiwanese Dollar/U.S. Dollar Specified Rate for U.S. Dollars, expressed as the amount of Taiwanese Dollars per one U.S. Dollar, for settlement in two Business Days, as published on SFEMC's website (www.sfemc.org) at approximately 3:30 p.m., Singapore time, or as soon thereafter as practicable, on such Rate Calculation Date. The Spot Rate will be calculated by SFEMC (or a service provider SFEMC may select in its sole discretion) pursuant to the SFEMC TWD Indicative Survey Methodology (which means a methodology, dated as of December 1, 2004, as amended from time to time, for a centralized industry-wide survey of financial institutions that are active participants in the Taiwanese Dollar/U.S. Dollar markets for the purpose of determining the SFEMC TWD Indicative Survey Rate)."> + TWD_TAIFX1_TWD03 displayName "TWD.TAIFX1/TWD03" <"The Spot Rate for a Rate Calculation Date will be the Taiwanese Dollar/U.S. Dollar spot rate, expressed as the amount of Taiwanese Dollars per one U.S. Dollar, for settlement in two Business Days, reported by the Taipei Forex Inc. which appears on the Reuters Screen TAIFX1 Page under the heading 'Spot' as of 11:00 a.m. Taipei time, on that Rate Calculation Date, or if no rate appears as of 11:00 a.m., Taipei time, the rate that first appears in any of the next succeeding 15 minute intervals after such time, up to and including 12:00 noon, Taipei time on that Rate Calculation Date."> + TWD_TELERATE_6161_TWD01 displayName "TWD.TELERATE.6161/TWD01" <"The Spot Rate for a Rate Calculation Date will be the Taiwanese Dollar/U.S. Dollar spot rate, expressed as the amount of Taiwanese Dollars per one U.S. Dollar, for settlement in two Business Days, reported by the Taipei Forex Inc. which appears on the Telerate Page 6161 under the heading 'Spot' as of 11:00 a.m., Taipei time, on that Rate Calculation Date, or if no rate appears as of 11:00 a.m., Taipei time, the rate that first appears in any of the next succeeding 15 minute intervals after such time, up to and including 12:00 noon, Taipei time, on that Rate Calculation Date."> + TWD_TFEMA_TWD02 displayName "TWD.TFEMA/TWD02" <"The Spot Rate for a Rate Calculation Date will be the Taiwanese Dollar/U.S. Dollar Specified Rate, expressed as the amount of Taiwanese Dollars per one U.S. Dollar, for settlement in two Business Days which appears on the Reuters Screen TFEMA Page as of 11:00 a.m., Taipei time, on that Rate Calculation Date."> + UAH_EMTA_INDICATIVE_SURVEY_RATE_UAH03 displayName "UAH.EMTA.INDICATIVE.SURVEY.RATE/UAH03" <"The Spot Rate for a Rate Calculation Date will be the Ukrainian Hryvnia/U.S. Dollar Specified Rate for U.S. Dollars, expressed as the amount of Ukrainian Hryvnia per one U.S. Dollar, for settlement on the same Business Day, as published on EMTA's website (www.emta.org) at approximately 2:00 p.m., Kiev time, or as soon thereafter as practicable, on that Rate Calculation Date. The Spot Rate shall be calculated by EMTA (or a service provider EMTA may select in its sole discretion) pursuant to the EMTA UAH Indicative Survey Methodology (which means a methodology, dated as of March 16, 2009, as amended from time to time, for a centralized industry-wide survey of financial institutions that are active participants in the Ukrainian Hryvnia / U.S. Dollar markets for the purpose of determining the EMTA UAH Indicative Survey Rate)."> + UAH_EMTA_INDUSTRY_SURVEY_RATE_UAH02 displayName "UAH.EMTA.INDUSTRY.SURVEY.RATE/UAH02" <"The Spot Rate for a Rate Calculation Date will be the Ukrainian Hryvnia/U.S. Dollar Specified Rate for U.S. Dollars expressed as the amount of Ukrainian Hryvnia per one U.S. Dollar, for settlement on the same Business Day calculated by Thomson Reuters pursuant to the EMTA UAH Industry Survey Methodology, which rate appears on EMTA's website (www.emta.org) and on Thomson Reuters Page EMTAUAHFIX at approximately 11:30 am, Kiev time, on that Rate Calculation Date. The 'EMTA UAH Industry Survey Methodology' as used herein means the methodology dated as of March 16, 2009, for a centralized industry wide survey of financial institutions in the Ukrainian Hryvnia/U.S. Dollar spot market for the purposes of determining the EMTA UAH Industry Survey Rate."> + UAH_GFI_UAH01 displayName "UAH.GFI/UAH01" <"The Spot Rate for a Rate Calculation Date will be the Ukrainian Hryvnia/U.S. Dollar spot rate, expressed as the amount of Ukrainian Hryvnia per one U.S. Dollar, for settlement on the same Business Day reported by GFI Brokers on Thomson Reuters Page GFIU by 9:30 am, London time, on that Rate Calculation Date."> + VEF_FIX_VEF01 displayName "VEF.FIX/VEF01" <"The Spot Rate for a Rate Calculation Date will be the midpoint of the Venezuelan Bolivar /U.S. Dollar Tipo de Cambio De Referencia buying and selling rates, expressed as the amount of Venezuelan Bolivar per one U.S. Dollar, for settlement in two Business Days reported by the Banco Central de Venezuela (www.bcv.org.ve) at approximately 5:00 p.m., Caracas time, on that Rate Calculation Date."> + VND_ABS_VND01 displayName "VND.ABS/VND01" <"The Spot Rate for a Rate Calculation Date will be the Vietnamese Dong/U.S. Dollar spot rate at 11:00 a.m., Singapore time, expressed as the amount of Vietnamese Dong per one U.S. Dollar, for settlement in two Business Days reported by the Association of Banks in Singapore, which appears on the Reuters Screen ABSIRFIX01 Page to the right of the caption 'Spot' under the column 'VND' at approximately 11:30 a.m., Singapore time, on that Rate Calculation Date."> + VND_FX_VND02 displayName "VND.FX/VND02" <"The Spot Rate for a Rate Calculation Date will be the Vietnamese Dong/U.S. Dollar spot rate expressed as the amount of Vietnamese Dong per one U.S. Dollar, for settlement in two Business Days which appears on Reuters Screen VNDFIX=VN Page under the caption 'Spot' and to the right of the caption 'Average' at approximately 11:00 am, Hanoi time, on that Rate Calculation Date."> + VND_SFEMC_INDICATIVE_SURVEY_RATE_VND03 displayName "VND.SFEMC.INDICATIVE.SURVEY.RATE/VND03" <"The Spot Rate for a Rate Calculation Date will be the Vietnamese Dong/U.S. Dollar Specified Rate for U.S. Dollars, expressed as the amount of Vietnamese Dong per one U.S. Dollar, for settlement in two Business Days, as published on SFEMC's website (www.sfemc.org) at approximately 3:30 p.m., Singapore time, or as soon as thereafter as practicable, on that Rate Calculation Date. The Spot Rate shall be calculated by SFEMC (or a service provider SFEMC may select in its sole discretion) pursuant to the SFEMC VND Indicative Survey Methodology (which means a methodology, dated as of July 14, 2008, as amended from time to time, for a centralized industry-wide survey of financial institutions that are active participants in the Vietnamese Dong/U.S. Dollar markets for the purpose of determining the SFEMC VND Indicative Survey Rate)."> enum PartyDeterminationEnum: <"The enumerated values to specify how a calculation agent will be determined."> ExercisingParty <"The party that gives notice of exercise. Per 2000 ISDA Definitions, Section 11.1. Parties, paragraph (d)."> diff --git a/rosetta-source/src/main/rosetta/observable-common-enum.rosetta b/rosetta-source/src/main/rosetta/observable-common-enum.rosetta index 0d008f45ad..d87cce9cfc 100644 --- a/rosetta-source/src/main/rosetta/observable-common-enum.rosetta +++ b/rosetta-source/src/main/rosetta/observable-common-enum.rosetta @@ -15,19 +15,19 @@ enum TimeTypeEnum: <"The enumerated values to specify points in the day when opt enum DeterminationMethodEnum: <"The enumerated values to specify the method according to which an amount or a date is determined."> [docReference ISDA FpML_Coding_Scheme schemeLocation "http://www.fpml.org/coding-scheme/determination-method"] - AgreedInitialPrice <"Agreed separately between the parties."> - AsSpecifiedInMasterConfirmation <"As specified in Master Confirmation."> - CalculationAgent <"Determined by the Calculation Agent."> - ClosingPrice <"Official Closing Price."> - DividendCurrency <"Determined by the Currency of Equity Dividends."> - ExpiringContractLevel <"The initial Index Level is the level of the Expiring Contract as provided in the Master Confirmation."> - HedgeExecution <"Determined by the Hedging Party."> - IssuerPaymentCurrency <"Issuer Payment Currency."> - NAV <"Net Asset Value."> - OpenPrice <"Opening Price of the Market."> - OSPPrice <"OSP Price."> - SettlementCurrency <"Settlement Currency."> - StrikeDateDetermination <"Date on which the strike is determined in respect of a forward starting swap."> - TWAPPrice <"Official TWAP Price."> - ValuationTime <"Price determined at valuation time."> - VWAPPrice <"Official VWAP Price."> + AgreedInitialPrice <"Agreed separately between the parties."> + AsSpecifiedInMasterConfirmation <"As specified in Master Confirmation."> + CalculationAgent <"Determined by the Calculation Agent."> + ClosingPrice <"Official Closing Price."> + DividendCurrency <"Determined by the Currency of Equity Dividends."> + ExpiringContractLevel <"The initial Index Level is the level of the Expiring Contract as provided in the Master Confirmation."> + HedgeExecution <"Determined by the Hedging Party."> + IssuerPaymentCurrency <"Issuer Payment Currency."> + NAV <"Net Asset Value."> + OpenPrice <"Opening Price of the Market."> + OSPPrice <"OSP Price."> + SettlementCurrency <"Settlement Currency."> + StrikeDateDetermination <"Date on which the strike is determined in respect of a forward starting swap."> + TWAPPrice <"Official TWAP Price."> + ValuationTime <"Price determined at valuation time."> + VWAPPrice <"Official VWAP Price."> diff --git a/rosetta-source/src/main/rosetta/product-asset-enum.rosetta b/rosetta-source/src/main/rosetta/product-asset-enum.rosetta index 73852ecee5..066f7eea10 100644 --- a/rosetta-source/src/main/rosetta/product-asset-enum.rosetta +++ b/rosetta-source/src/main/rosetta/product-asset-enum.rosetta @@ -126,14 +126,14 @@ enum RollSourceCalendarEnum: <"Used in conjunction with an exchange-based pricin enum CreditSeniorityEnum: <"Seniority of debt instruments comprising the index."> [docReference ISDA FpML_Coding_Scheme schemeLocation "http://www.fpml.org/coding-scheme/credit-seniority"] - Other <"Other as defined under EMIR."> - SeniorLossAbsorbingCapacity <"Senior Loss Absorbing Capacity (RED Tier Code: SNRLAC)."> - SeniorSec <"Senior domestic (RED Tier Code: SECDOM)."> - SeniorUnSec <"Senior foreign (RED Tier Code: SNRFOR)."> - SubLowerTier2 <"Subordinate, Lower Tier 2 (RED Tier Code: SUBLT2)."> - SubTier1 <"Subordinate Tier 1 (RED Tier Code: PREFT1)."> - SubTier3 <"Subordinate, Tier 3."> - SubUpperTier2 <"Subordinate, Upper Tier 2 (RED Tier Code: JRSUBUT2)."> + Other <"Other as defined under EMIR."> + SeniorLossAbsorbingCapacity <"Senior Loss Absorbing Capacity (RED Tier Code: SNRLAC)."> + SeniorSec <"Senior domestic (RED Tier Code: SECDOM)."> + SeniorUnSec <"Senior foreign (RED Tier Code: SNRFOR)."> + SubLowerTier2 <"Subordinate, Lower Tier 2 (RED Tier Code: SUBLT2)."> + SubTier1 <"Subordinate Tier 1 (RED Tier Code: PREFT1)."> + SubTier3 <"Subordinate, Tier 3."> + SubUpperTier2 <"Subordinate, Upper Tier 2 (RED Tier Code: JRSUBUT2)."> enum RealisedVarianceMethodEnum: <"The contract specifies which price must satisfy the boundary condition. Used for variance, volatility and correlation caps and floors.">