Module term 

Term (IBOR-style) index definitions and their kind table.

Statics

TERM

Registry rows for this index kind.

Functions

aud_bbsw_6m

AUD-BBSW-6M index definition.

cnh_hibor_3m

CNH-HIBOR-3M index definition.

cny_fr007_1w

CNY-FR007-1W index definition.

cny_shibor_3m

CNY-SHIBOR-3M index definition.

czk_pribor_3m

CZK-PRIBOR-3M index definition.

dkk_cibor_3m

DKK-CIBOR-3M index definition.

eur_euribor_1m

EUR-EURIBOR-1M index definition.

eur_euribor_3m

EUR-EURIBOR-3M index definition.

eur_euribor_6m

EUR-EURIBOR-6M index definition.

eur_libor_4m

EUR-LIBOR-4M index definition.

eur_libor_5m

EUR-LIBOR-5M index definition.

eur_libor_6m

EUR-LIBOR-6M index definition.

gbp_libor_3m

GBP-LIBOR-3M index definition.

hkd_hibor_3m

HKD-HIBOR-3M index definition.

ibor 🔒

Builds a term index, resolving its fixing calendar from a business-center code (single or comma-joined, per the lookup DSL). The business-day convention is modified-following for every standard term index; the end-of-month rule varies (true for the standard month/year IBOR tenors).

idr_jibor_3m

IDR-JIBOR-3M index definition.

jpy_tibor_6m

JPY-TIBOR-6M index definition.

krw_cd_3m

KRW-CD-3M index definition.

myr_klibor_3m

MYR-KLIBOR-3M index definition.

php_bval_3m

PHP-BVAL-3M index definition.

sar_saibor_3m

SAR-SAIBOR-3M index definition.

sek_stibor_3m

SEK-STIBOR-3M index definition.

try_tlref_6m

TRY-TLREF-6M index definition.

twd_taibor_3m

TWD-TAIBOR-3M index definition.

usd_libor_3m

USD-LIBOR-3M index definition.

usd_libor_6m

USD-LIBOR-6M index definition.

zar_jibar_3m

ZAR-JIBAR-3M index definition.