Floating Rate Option
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Day Count Fraction
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“AUD-AONIA-OIS-COMPOUND”
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Actual/365 (Fixed)
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“AUD-AONIA-OIS-COMPOUND-SwapMarker”
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Actual/365 (Fixed)
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“AUD-BBR-AUBBSW”
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Actual/365 (Fixed)
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“AUD-BBR-BBSW”
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Actual/365 (Fixed)
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“AUD-BBR-BBSW-Bloomberg”
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Actual/365 (Fixed)
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“AUD-BBR-BBSY (BID)”
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Actual/365 (Fixed)
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“AUD-Swap Rate-Reuters”
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Actual/365 (Fixed)
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“CAD-BA-CDOR”
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Actual/365 (Fixed)
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“CAD-BA-CDOR-Bloomberg”
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Actual/365 (Fixed)
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“CAD-BA-Reuters”
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Actual/365 (Fixed)
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“CAD-BA-Reference Banks”
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Actual/365 (Fixed)
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“CAD-ISDA-Swap Rate”
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Actual/365 (Fixed)
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“CAD-TBILL-Reuters”
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Actual/365 (Fixed)
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“CAD-TBILL-Reference Banks”
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Actual/365 (Fixed)
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“CAD-REPO-CORRA”
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Actual/365 (Fixed)
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“EUR-EURIBOR-Act/365”
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Actual/365 (Fixed)
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“EUR-EURIBOR-Act/365-Bloomberg”
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Actual/365 (Fixed)
|
“GBP-ISDA-Swap Rate”
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Actual/365 (Fixed)
|
“GBP-LIBOR-BBA”
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Actual/365 (Fixed)
|
“GBP-LIBOR-BBA-Bloomberg”
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Actual/365 (Fixed)
|
“GBP-LIBOR-Reference Banks”
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Actual/365 (Fixed)
|
“GBP-Semi-Annual Swap Rate”
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Actual/365 (Fixed)
|
“GBP-Semi-Annual Swap Rate-Reference Banks”
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Actual/365 (Fixed)
|
“GBP-WMBA-SONIA-COMPOUND”
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Actual/365 (Fixed)
|
“HKD-HIBOR-HKAB”
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Actual/365 (Fixed)
|
“HKD-HIBOR-HKAB-Bloomberg”
|
Actual/365 (Fixed)
|
“HKD-HIBOR-HIBOR=“
|
Actual/365 (Fixed)
|
“HKD-HIBOR-HIBOR-Bloomberg”
|
Actual/365 (Fixed)
|
“HKD-HIBOR-Reference Banks”
|
Actual/365 (Fixed)
|
“HKD-HONIX-OIS-COMPOUND”
|
Actual/365 (Fixed)
|
“HKD-ISDA-Swap Rate-11:00”
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Actual/365 (Fixed)
|
“HKD-ISDA-Swap Rate-4:00”
|
Actual/365 (Fixed)
|
“IDR-IDMA -Bloomberg”
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Actual/Actual
|
“ILS-TELBOR01-REUTERS”
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Actual/365 (Fixed)
|
“INR-BMK”
|
Actual/365 (Fixed)
|
“INR-CMT”
|
Actual/365 (Fixed)
|
“INR-INBMK-REUTERS”
|
Actual/365 (Fixed)
|
“INR-MIBOR-OIS-COMPOUND”
|
Actual/365 (Fixed)
|
“INR-MIFOR”
|
Actual/365 (Fixed)
|
“INR-MIOIS”
|
Actual/365 (Fixed)
|
“INR-MITOR-OIS-COMPOUND”
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Actual/365 (Fixed)
|
“JPY-BBSF-Bloomberg-10:00”
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“Actual/365 (Fixed)
|
“JPY-BBSF-Bloomberg-15:00”
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“Actual/365(Fixed) )
|
“KRW-CD-KSDA-Bloomberg”
|
Actual/365 (Fixed)
|
“KRW-CD-3220”
|
Actual/365 (Fixed)
|
“MYR-KLIBOR-BNM”
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Actual/365 (Fixed)
|
“MYR-KLIBOR-Reference Banks”
|
Actual/365 (Fixed)
|
“NZD-NZIONA-OIS-COMPOUND”
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Actual/365 (Fixed)
|
“PLN-WIBOR-WIBO”
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Actual/365 (Fixed)
|
“PLN-WIBOR-Reference Banks”
|
Actual/365 (Fixed)
|
“SGD-SIBOR-Reuters”
|
Actual/365 (Fixed)
|
“SGD-SIBOR-Reference Banks”
|
Actual/365 (Fixed)
|
“SGD-SONAR-OIS-COMPOUND”
|
Actual/365 (Fixed)
|
“SGD-SOR-Reuters”
|
Actual/365 (Fixed)
|
“SGD-SOR-Reference Banks”
|
Actual/365 (Fixed)
|
“THB-SOR-Reuters”
|
Actual/365 (Fixed)
|
“THB-SOR-Reference Banks”
|
Actual/365 (Fixed)
|
“THB-THBFIX-Reuters”
|
Actual/365 (Fixed)
|
“TWD-Reuters-6165”
|
Actual/365 (Fixed)
|
“TWD-TWCPBA”
|
Actual/365 (Fixed)
|
“TWD-Reference Dealers”
|
Actual/365 (Fixed)
|
“USD-CMS-Reference Banks-ICAP SwapPX”
|
30/360
|
“USD-SIFMA Municipal Swap Index”
|
Actual/Actual
|
“USD-S&P Index-High Grade”
|
Actual/Actual
|
“ZAR-JIBAR-SAFEX”
|
Actual/365 (Fixed)
|
“ZAR-JIBAR-Reference Banks”
|
Actual/365 (Fixed)
|
“ZAR-PRIME-AVERAGE”
|
Actual/365 (Fixed)
|
“ZAR-PRIME-AVERAGE-Reference Banks”
|
Actual/365 (Fixed)
|
“ZAR-DEPOSIT-SAFEX”
|
Actual/365 (Fixed)
|
“ZAR-DEPOSIT-Reference Banks”
|
Actual/365 (Fixed)
|