Module ois 

Own-currency recipes that are a par OIS strip and nothing else: one per currency with a registered OIS template and no richer recipe of its own.

Each is the template’s par swaps on one self-discounting curve, the overnight index telescoping onto it — what a swaps-only sheet marks. A currency whose desk quotes a deposit, a policy path or futures gets a file of its own instead, as USD, EUR and GBP have.

Constants

OIS_ONLY 🔒

(currency, OIS template, telescoping index): the index is the label the recipe table prints, the template’s index code without its currency.

Functions

aud 🔒

cad 🔒

chf 🔒

dkk 🔒

hkd 🔒

ils 🔒

inr 🔒

jpy 🔒

krw 🔒

KRW’s KOFR curve, and the CD projection its NDS par rates mark against the held dollar and offshore won curves: the one NDS term index whose currency has an own-currency recipe to carry it. Not an OIS_ONLY row: the KOFR strip carries a second projection.

mxn 🔒

nok 🔒

nzd 🔒

ois_only 🔒

The par-OIS-only recipe for currency on template, index telescoping.

row 🔒

The recipe of the OIS_ONLY row for currency.

sek 🔒

sgd 🔒

thb 🔒

try_ 🔒

zar 🔒