YldCrvBma

TYPE
Period	6M
DayCount	ACT/365F
DateBump	MF
Ibor Index	USDLibor\|6M
Settle Days	2
Prev Wed Fixing	0.6
Disc Crv	USDCrv
Set	set_#143
VaR Type	By Price
VaR Drift	0
VaR Vol	0.2
VaR Process