The Euribor Sole 24 Ore 3 months, 6 months and 1 year (EURIBOR AVG 3M, 6M and 1Y), that already exist in Act/360, are now also available in the Act/365 Fixed day convention.
| Default Characteristics | EURIBOR SOLE AVG 3M 365 | EURIBOR SOLE AVG 6M 365 | EURIBOR SOLE AVG 1Y 365 |
|---|---|---|---|
| Frequency | Quarterly | Biannually | Annually |
| Adjustment | Unadjusted | Unadjusted | Unadjusted |
| Payment Date Adjustment | 2 preceding (2 previous business days) | 2 preceding (2 previous business days) | 2 preceding (2 previous business days) |
Note: Contact your Finance Active account administrator to enable them (link only available to Finance Active administrators).