2020/03/16 - Market Index Added: SARON

1 market index is now available in Fairways Debt:

  • Swiss Average Rate Overnight (SARON)

Default Characteristics

SARON

Frequency

Monthly

Adjustment

2 preceding (2 previous business days)

Day Count Convention

Actual/360

Currency

CHF

 

Note: Contact your Finance Active consultant to enable the index.

Was this article helpful?
0 out of 0 found this helpful