File tree Expand file tree Collapse file tree
OREData/test/input/curveconfig Expand file tree Collapse file tree Original file line number Diff line number Diff line change @@ -25,6 +25,7 @@ IR_SWAP/RATE/EUR/2D/6M/10Y
2525FXFWD/RATE/EUR/USD/3M
2626FXFWD/RATE/EUR/USD/6M
2727FX/RATE/EUR/USD
28+ FX/RATE/USD/EUR
2829CC_BASIS_SWAP/BASIS_SPREAD/USD/3M/EUR/3M/5Y
2930CC_BASIS_SWAP/BASIS_SPREAD/USD/3M/EUR/3M/10Y
3031MM/RATE/GBP/0D/1D
@@ -41,6 +42,7 @@ BASIS_SWAP/BASIS_SPREAD/3M/6M/GBP/5Y
4142BASIS_SWAP/BASIS_SPREAD/3M/6M/GBP/10Y
4243FXFWD/RATE/GBP/USD/6M
4344FX/RATE/GBP/USD
45+ FX/RATE/USD/GBP
4446CC_BASIS_SWAP/BASIS_SPREAD/USD/3M/GBP/3M/2Y
4547CC_BASIS_SWAP/BASIS_SPREAD/USD/3M/GBP/3M/5Y
4648CC_BASIS_SWAP/BASIS_SPREAD/USD/3M/GBP/3M/10Y
Original file line number Diff line number Diff line change @@ -25,6 +25,7 @@ IR_SWAP/RATE/EUR/2D/6M/10Y
2525FXFWD/RATE/EUR/USD/3M
2626FXFWD/RATE/EUR/USD/6M
2727FX/RATE/EUR/USD
28+ FX/RATE/USD/EUR
2829CC_BASIS_SWAP/BASIS_SPREAD/USD/3M/EUR/3M/5Y
2930CC_BASIS_SWAP/BASIS_SPREAD/USD/3M/EUR/3M/10Y
3031MM/RATE/GBP/0D/1D
@@ -41,6 +42,7 @@ BASIS_SWAP/BASIS_SPREAD/3M/6M/GBP/5Y
4142BASIS_SWAP/BASIS_SPREAD/3M/6M/GBP/10Y
4243FXFWD/RATE/GBP/USD/6M
4344FX/RATE/GBP/USD
45+ FX/RATE/USD/GBP
4446CC_BASIS_SWAP/BASIS_SPREAD/USD/3M/GBP/3M/2Y
4547CC_BASIS_SWAP/BASIS_SPREAD/USD/3M/GBP/3M/5Y
4648CC_BASIS_SWAP/BASIS_SPREAD/USD/3M/GBP/3M/10Y
Original file line number Diff line number Diff line change @@ -27,3 +27,4 @@ FXFWD/RATE/EUR/USD/6M
2727CC_BASIS_SWAP/BASIS_SPREAD/USD/3M/EUR/3M/5Y
2828CC_BASIS_SWAP/BASIS_SPREAD/USD/3M/EUR/3M/10Y
2929FX/RATE/EUR/USD
30+ FX/RATE/USD/EUR
Original file line number Diff line number Diff line change @@ -25,6 +25,7 @@ IR_SWAP/RATE/EUR/2D/6M/10Y
2525FXFWD/RATE/EUR/USD/3M
2626FXFWD/RATE/EUR/USD/6M
2727FX/RATE/EUR/USD
28+ FX/RATE/USD/EUR
2829CC_BASIS_SWAP/BASIS_SPREAD/USD/3M/EUR/3M/5Y
2930CC_BASIS_SWAP/BASIS_SPREAD/USD/3M/EUR/3M/10Y
3031MM/RATE/GBP/0D/1D
@@ -41,6 +42,7 @@ BASIS_SWAP/BASIS_SPREAD/3M/6M/GBP/5Y
4142BASIS_SWAP/BASIS_SPREAD/3M/6M/GBP/10Y
4243FXFWD/RATE/GBP/USD/6M
4344FX/RATE/GBP/USD
45+ FX/RATE/USD/GBP
4446CC_BASIS_SWAP/BASIS_SPREAD/USD/3M/GBP/3M/2Y
4547CC_BASIS_SWAP/BASIS_SPREAD/USD/3M/GBP/3M/5Y
4648CC_BASIS_SWAP/BASIS_SPREAD/USD/3M/GBP/3M/10Y
Original file line number Diff line number Diff line change @@ -25,6 +25,7 @@ IR_SWAP/RATE/EUR/2D/6M/10Y
2525FXFWD/RATE/EUR/USD/3M
2626FXFWD/RATE/EUR/USD/6M
2727FX/RATE/EUR/USD
28+ FX/RATE/USD/EUR
2829CC_BASIS_SWAP/BASIS_SPREAD/USD/3M/EUR/3M/5Y
2930CC_BASIS_SWAP/BASIS_SPREAD/USD/3M/EUR/3M/10Y
3031MM/RATE/GBP/0D/1D
@@ -41,6 +42,7 @@ BASIS_SWAP/BASIS_SPREAD/3M/6M/GBP/5Y
4142BASIS_SWAP/BASIS_SPREAD/3M/6M/GBP/10Y
4243FXFWD/RATE/GBP/USD/6M
4344FX/RATE/GBP/USD
45+ FX/RATE/USD/GBP
4446CC_BASIS_SWAP/BASIS_SPREAD/USD/3M/GBP/3M/2Y
4547CC_BASIS_SWAP/BASIS_SPREAD/USD/3M/GBP/3M/5Y
4648CC_BASIS_SWAP/BASIS_SPREAD/USD/3M/GBP/3M/10Y
Original file line number Diff line number Diff line change @@ -25,6 +25,7 @@ IR_SWAP/RATE/EUR/2D/6M/10Y
2525FXFWD/RATE/EUR/USD/3M
2626FXFWD/RATE/EUR/USD/6M
2727FX/RATE/EUR/USD
28+ FX/RATE/USD/EUR
2829CC_BASIS_SWAP/BASIS_SPREAD/USD/3M/EUR/3M/5Y
2930CC_BASIS_SWAP/BASIS_SPREAD/USD/3M/EUR/3M/10Y
3031MM/RATE/GBP/0D/1D
@@ -41,6 +42,7 @@ BASIS_SWAP/BASIS_SPREAD/3M/6M/GBP/5Y
4142BASIS_SWAP/BASIS_SPREAD/3M/6M/GBP/10Y
4243FXFWD/RATE/GBP/USD/6M
4344FX/RATE/GBP/USD
45+ FX/RATE/USD/GBP
4446CC_BASIS_SWAP/BASIS_SPREAD/USD/3M/GBP/3M/2Y
4547CC_BASIS_SWAP/BASIS_SPREAD/USD/3M/GBP/3M/5Y
4648CC_BASIS_SWAP/BASIS_SPREAD/USD/3M/GBP/3M/10Y
You can’t perform that action at this time.
0 commit comments