rq_yc.cfg

风险财务控制库 Risk Quantify is an open source financial library, with a focus on managing the risk of fi

asset:Ccy,AUD,AUD,365
asset:Ccy,USD,USD,360
asset:Discount,AUD O/N,AUD,1D,ACT/365
asset:Discount,AUD 1M,AUD,1M,ACT/365
asset:Discount,AUD 3M,AUD,3M,ACT/365
asset:Discount,AUD 6M,AUD,6M,ACT/365
rate:AUD O/N,2005-03-01,0.05
rate:AUD 1M,2005-03-01,0.051
rate:AUD 3M,2005-03-01,0.052
rate:AUD 6M,2005-03-01,0.053
bootstrap-config:AUD BBSW,AUD,YIELD_CURVE,BootstrapYieldCurveSimple,AUD O/N,AUD 1M,AUD 3M,AUD 6M