Recipe keys

This page lists every curve recipe helixio ships: for each key you can mark a market under, the curves it builds, the role each curve plays, and the template whose quotes solve each one. Use it to see which quotes a sheet needs before you call with_recipe_quotes.

What each column means

Column	What it holds
Key	the collateral key you pass to with_recipe_quotes: a currency, or a CSA such as USD-CSA-EUR
Curve	the curve the segment builds, as the market lists it in contents()
Role	the segment's role in the solve: the instrument family that quotes it (deposit, policy, futures, swaps, ndf, basis, fx_swaps, fixed_float_xccy), or telescoping for a curve derived from another
Template	the template whose quotes solve this segment; — means the segment is built from another curve rather than quoted

Quote sheets and recipes shows how a sheet and a recipe become a market, and Conventions and templates explains what a template holds.

The catalog

Key	Curve	Role	Template
AUD	discount	swaps	AUD-AONIA-OIS
AUD	projection(AONIA)	telescoping	—
BRL-CSA-USD	discount	ndf	BRL-USD-NDF
CAD	discount	swaps	CAD-CORRA-OIS
CAD	projection(CORRA)	telescoping	—
CHF	discount	swaps	CHF-SARON-OIS
CHF	projection(SARON)	telescoping	—
CLP-CSA-USD	discount	ndf	CLP-USD-NDF
CNY-CSA-USD	discount	ndf	CNY-USD-NDF
COP-CSA-USD	discount	ndf	COP-USD-NDF
DKK	discount	swaps	DKK-DESTR-OIS
DKK	projection(DESTR)	telescoping	—
EUR	discount	deposit	EUR-ESTR-DEPO
EUR	discount	futures	EUR-ESTR-3M-FUT
EUR	discount	policy	EUR-ESTR-MeetingOIS
EUR	discount	swaps	EUR-ESTR-OIS
EUR	projection(ESTR)	telescoping	—
EUR	projection(EURIBOR)	own_strip	EUR-EURIBOR-3M-IRS
GBP	discount	deposit	GBP-SONIA-DEPO
GBP	discount	futures	GBP-SONIA-3M-FUT
GBP	discount	policy	GBP-SONIA-MeetingOIS
GBP	discount	swaps	GBP-SONIA-OIS
GBP	projection(SONIA)	telescoping	—
HKD	discount	swaps	HKD-HONIA-OIS
HKD	projection(HONIA)	telescoping	—
IDR-CSA-USD	discount	ndf	IDR-USD-NDF
ILS	discount	swaps	ILS-SHIR-OIS
ILS	projection(SHIR)	telescoping	—
INR	discount	swaps	INR-MIBOR-OIS
INR	projection(MIBOR)	telescoping	—
INR-CSA-USD	discount	ndf	INR-USD-NDF
JPY	discount	swaps	JPY-TONA-OIS
JPY	projection(TONA)	telescoping	—
KRW	discount	swaps	KRW-KOFR-OIS
KRW	projection(KOFR)	telescoping	—
KRW	projection(KRW-CD-3M)	own_strip	KRW-CD-NDS
KRW-CSA-USD	discount	ndf	KRW-USD-NDF
MXN	discount	swaps	MXN-F-TIIE-OIS
MXN	projection(F-TIIE)	telescoping	—
MYR-CSA-USD	discount	ndf	MYR-USD-NDF
NOK	discount	swaps	NOK-NOWA-OIS
NOK	projection(NOWA)	telescoping	—
NZD	discount	swaps	NZD-NZIONA-OIS
NZD	projection(NZIONA)	telescoping	—
PHP-CSA-USD	discount	ndf	PHP-USD-NDF
SEK	discount	swaps	SEK-SWESTR-OIS
SEK	projection(SWESTR)	telescoping	—
SGD	discount	swaps	SGD-SORA-OIS
SGD	projection(SORA)	telescoping	—
THB	discount	swaps	THB-THOR-OIS
THB	projection(THOR)	telescoping	—
TRY	discount	swaps	TRY-TLREF-OIS
TRY	projection(TLREF)	telescoping	—
TRY-CSA-USD	discount	fixed_float_xccy	TRY-USD-CCS
TWD-CSA-USD	discount	ndf	TWD-USD-NDF
USD	discount	deposit	USD-SOFR-DEPO
USD	discount	futures	USD-SOFR-3M-FUT
USD	discount	policy	USD-SOFR-MeetingOIS
USD	discount	swaps	USD-SOFR-OIS
USD	projection(SOFR)	telescoping	—
USD-CSA-EUR	discount	basis	EUR-USD-ESTR-SOFR-BASIS
USD-CSA-EUR	discount	fx_swaps	USD-EUR-FXSWAP
ZAR	discount	swaps	ZAR-ZARONIA-OIS
ZAR	projection(ZARONIA)	telescoping	—

Where these come from

Every row is read from MarketContext.recipes() (Rust: MarketContext::recipes) on a bare market, so it lists exactly the recipes the release registers. To build a curve no recipe lists, see Build a curve from your own rungs.