2020/11/12 - 3 Indexes Added: Bank Bill Swap Bid Rate

3 market indexes are now available in Fairways Debt:

  • Bank Bill Swap Bid Rate (BBSY 1M, 3M, and 6M)

Default Characteristics

BBSY1M

BBSY3M

BBSY6M

Frequency

Monthly

Quarterly

Biannually

Interest Calculation Adjustment

-2 business days

Day Count Convention

Actual/365 Fixed

Currency

AUD

 

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

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