Market Indexes

fCash markets of a given currency are identified by Market Indexes. Market Indexes identify the tenor of active markets using a predefined tenor cadence:
  • 3 month (market index = 1)
  • 6 month (market index = 2)
  • 1 year (market index = 3)
  • 2 year (market index = 4)
  • 5 year (market index = 5)
  • 10 year (market index = 6)
  • 20 year (market index = 7)
As an example, using a market index of 1 would refer to a 3 Month fCash market and a market with an index of 3 would refer to a 1 Year fCash market.