4 market indexes are now available in Fairways Debt:
- London Interbank Offered Rate (euro):
- 1 month (LIBOREUR1M)
- 3 months (LIBOREUR3M)
- 6 months (LIBOREUR6M)
- 1 year (LIBOREUR1Y)
|
Default Characteristics |
LIBOREUR1M |
LIBOREUR3M |
LIBOREUR6M |
LIBOREUR1Y |
|---|---|---|---|---|
|
Frequency |
Monthly |
Quarterly |
Biannually |
Annually |
|
Adjustment |
2 preceding (2 previous business days) |
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|
Day Count Convention |
Actual/360 |
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|
Currency |
EUR |
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Note: Contact your Finance Active consultant to enable the indexes.