Sonia observation shift
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Sonia observation shift
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Web1 day ago · SONIA Compounded Index: Relevant Number: Relevant Time: Reference Banks: Principal Financial Centre: Observation Lookback Period: Observation Period Shift: SOFR Index Observation Period Shift: ISDA Determination: Margin(s): Linear Interpolation (Condition 5.10) Minimum Interest Rate: (Condition 5.05) WebThe draft is also intended to reflect the Working Group’s recommendations for the SONIA Loan Market Conventions issued on 1 September 2024 adopting (i) a lookback without observation shift; and (ii) a non-cumulative compounded methodology for …
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