4 market indexes are now available in Fairways Debt:
- Constant maturity treasury rate (taux de l'échéance constante or TEC) 5 years and 10 years (TEC5 and TEC10)
- Sterling Overnight Index Average (SONIA)
- Swiss franc swap 10 years (CHFSWAP10Y)
| Default Characteristics | TEC5 | TEC10 | SONIA | CHFSWAP10Y |
|---|---|---|---|---|
| Frequency | Monthly | Daily | Annually | |
| Adjustment | Unadjusted | Unadjusted | Unadjusted | |
| Day Count Convention | Act/Act | Act/365 | Act/360 | |
| Currency | EUR | GBP | CHF | |
Note: Contact your consultant to enable them (link only available to Finance Active).