/**
 * Name of benchmark curve.
    (Note tag # was reserved in FIX 4.1, added in FIX 4.3)
 * - Tag: 221
 * - FIX Specification type: String
 * - Mapped type: string
 * @readonly
 * @public
 */
export declare const BenchmarkCurveName: Readonly<{
    /** EONIA */
    readonly EONIA: "EONIA";
    /** EUREPO */
    readonly EUREPO: "EUREPO";
    /** EURIBOR (deprecated use enum EURIBOR instead)
        Deprecated use of EURIBOR for the enumeration. */
    readonly Euribor: "Euribor";
    /** FutureSWAP */
    readonly FutureSWAP: "FutureSWAP";
    /** LIBID */
    readonly LIBID: "LIBID";
    /** LIBOR (London Inter-Bank Offer) */
    readonly LIBOR: "LIBOR";
    /** MuniAAA */
    readonly MuniAAA: "MuniAAA";
    /** OTHER */
    readonly OTHER: "OTHER";
    /** Pfandbriefe */
    readonly Pfandbriefe: "Pfandbriefe";
    /** SONIA */
    readonly SONIA: "SONIA";
    /** SWAP */
    readonly SWAP: "SWAP";
    /** Treasury */
    readonly Treasury: "Treasury";
    /** US Federal Reserve fed funds effective rate
        US Federal Reserve fed funds effective rate or the weighted average of the actual negotiated rates banks pay each other to to borrow funds. */
    readonly FedFundRateEffective: "FEDEFF";
    /** US fed funds target rate
        Fed funds target rate as determined by the US Federal Reserve Federal Open Market Committee. */
    readonly FedOpen: "FEDOPEN";
    /** Euro interbank offer rate */
    readonly EURIBOR: "EURIBOR";
    /** Australian Bank Bill Swap Rate */
    readonly AUBSW: "AUBSW";
    /** Budapest Bank Offered Rate */
    readonly BUBOR: "BUBOR";
    /** Canadian Dollar Offered Rate */
    readonly CDOR: "CDOR";
    /** Copenhagen Interbank Offered Rate */
    readonly CIBOR: "CIBOR";
    /** Euro Overnight Index Average Swap Rate */
    readonly EONIASWAP: "EONIASWAP";
    /** Euro Short Term Rate
        Replaces EONIA. */
    readonly ESTR: "ESTR";
    /** Euro Dollar Rate */
    readonly EURODOLLAR: "EURODOLLAR";
    /** Euro Swiss Franc Rate */
    readonly EUROSWISS: "EUROSWISS";
    /** DTCC General Collateral Finance Repo Index */
    readonly GCFREPO: "GCFREPO";
    /** ICE Swap Rate */
    readonly ISDAFIX: "ISDAFIX";
    /** Johannesburg Interbank Agreed Rate */
    readonly JIBAR: "JIBAR";
    /** Moscow Prime Offered Rate */
    readonly MOSPRIM: "MOSPRIM";
    /** Nigeria Three Month Interbank Rate */
    readonly NIBOR: "NIBOR";
    /** Czech Republic Interbank Offered Rate */
    readonly PRIBOR: "PRIBOR";
    /** Secured Overnight Financing Rate
        Replaces LIBOR. */
    readonly SOFR: "SOFR";
    /** Stockholm Interbank Offered Rate */
    readonly STIBOR: "STIBOR";
    /** Bank of Israel Interbank Offered Rate */
    readonly TELBOR: "TELBOR";
    /** Tokyo Interbank Offered Rate */
    readonly TIBOR: "TIBOR";
    /** Warsaw Interbank Offered Rate */
    readonly WIBOR: "WIBOR";
    /** Reserve Bank of Australia Interbank Overnight Cash Rate
        Also known as AUD Overnight Index Average. */
    readonly AONIA: "AONIA";
    /** Realised AONIA
        "Realised AONIA applies a compounding formula to the daily AONIA rate, to determine the compounded average rate over the prior 1 to 6 month period." (source https://www.asx.com.au/documents/products/realised-aonia-explained.pdf). */
    readonly AONIAR: "AONIA-R";
    /** New Zealand Bank Bill Market Rate */
    readonly BKBM: "BKBM";
    /** Republic of Korea 90-Day Certificate of Deposit Rate */
    readonly CD91D: "CD91D";
    /** Canadian Overnight Repo Rate Average */
    readonly CORRA: "CORRA";
    /** Danish Interbank Interest Rate-Tomorrow or Next */
    readonly DIRRTN: "DIRR-TN";
    /** Emirates Interbank Offered Rate */
    readonly EIBOR: "EIBOR";
    /** China Interbank Overnight Repo Rate */
    readonly FixingRepoRate: "FixingRepoRate";
    /** Hong Kong Interbank Offered Rate */
    readonly HIBOR: "HIBOR";
    /** Colombia Overnight Interbank Reference Rate */
    readonly IBR: "IBR";
    /** Kuala Lumpur Interbank Offered Rate */
    readonly KLIBOR: "KLIBOR";
    /** Mumbia Interbank Offered Rate */
    readonly MIBOR: "MIBOR";
    /** New Zealand Overnight Indexed Swaps (OIS) */
    readonly NZONIA: "NZONIA";
    /** Philippines Interbank Reference Rate */
    readonly PHIREF: "PHIREF";
    /** Reykjavik Interbank Offered Rate */
    readonly REIBOR: "REIBOR";
    /** Saudi Arabian Interbank Offered Rate */
    readonly SAIBOR: "SAIBOR";
    /** Swiss Average Rate Overnight */
    readonly SARON: "SARON";
    /** Singapore Swap Offer Rate */
    readonly SORA: "SORA";
    /** Turkish Lira Overnight Reference Rate */
    readonly TLREF: "TLREF";
    /** Mexico Interbank Equilibrium Interest Rate */
    readonly TIIE: "TIIE";
    /** Thai Baht Interest Rate Fixing */
    readonly THBFIX: "THBFIX";
    /** Tokyo Overnight Average Rate */
    readonly TONAR: "TONAR";
    /** Overnight Bank Funding Rate
        US Federal Reserve measure of wholesale, unsecured, overnight bank funding costs (see https://www.newyorkfed.org/markets/reference-rates/obfr). */
    readonly OBFR: "OBFR";
}>;
export type BenchmarkCurveName = (typeof BenchmarkCurveName)[keyof typeof BenchmarkCurveName];