Term
Interest Rate Benchmark
InterestRateBenchmarkA reference interest rate published by an administrator (e.g., SOFR, SONIA, EURIBOR, ESTR) used to price floating-rate instruments and swaps.
Steward: Sarah Chen
Module: IND
Concepts
CausewayCausewayInterestRateBenchmarkA reference interest rate published by an administrator (e.g., SOFR, SONIA, EURIBOR, ESTR) used to price floating-rate instruments and swaps.