Stress Test Data Framework Dictionary 2021: Version 02

LIBORswapcurve

Enumeration Definition
CNY Libor swap
EUR Libor swap EUR Libor / Swap
GBP Libor swap GBP Libor / Swap
HKD Libor swap
OTH Libor swap OTH Libor / Swap
SGD Libor swap
USD Libor swap USD Libor / Swap