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SOFR Index

A type of SOFR (secured overnight financing rate) that calculate the compounded average of SOFR over a specific (usually customized)...

SOFR Averages

A type of SOFR (secured overnight financing rate) that represents an average of the daily overnight SOFR rate over 30-,...

Daily Compounded SOFR

A method for calculation of SOFR (secured overnight financing rate)- a type of daily SOFR- that represents a daily weighted...

Average Daily SOFR

A method for calculation of SOFR (secured overnight financing rate)- a type of daily SOFR- that represents a daily weighted...

Simple Daily SOFR In Arrears

A type of daily simple SOFR (simple daily SOFR) that represents the simple (not compounded) rate accruing during the interest...

Daily Simple SOFR In Arrears

A type of daily simple SOFR (simple daily SOFR) that represents the simple (not compounded) rate accruing during the interest...

Daily Average SOFR

A method for calculation of SOFR (secured overnight financing rate)- a type of daily SOFR- that represents a daily weighted...

Daily Simple SOFR

A method for calculation of SOFR (secured overnight financing rate)- a type of daily SOFR- that represents a daily weighted...

Compounded SOFR

A method for calculation of SOFR (secured overnight financing rate) that involves a daily compounding of the rate on an...

Overnight SOFR

A type of SOFR (secured overnight financing rate) that covers the span (maturity) of one day. By default and in...