Following the introduction of the Risk-Free Rates (RFRs) in Fairways Debt in June 2023 to comply with the global standard implementation for floating interest rates, new rates are now available on the platform.
You will be able to select these new rates from the list of available indexes when you price a loan or a swap in the Pricers application or simulate a quotation in the Quick Quotation module:
- CAD: CORRA
- USD: Fed Funds and Term SOFR
As a reminder, the following indexes are currently available in the Pricers application and the Quick Quotation module:
- CHF: SARON
- EUR: EURIBOR, ESTER and Term ESTER
- GBP: SONIA and Term SONIA
- USD: LIBOR and SOFR
See Risk-Free Rates (RFRs) for more information on RFRs.
See Indexes for more information on term rate indexes.
See the Pricers section for more information on the pricing procedures.
See the Quick Quotation section for more information on the quoting procedures.