Statements (24)
Predicate | Object |
---|---|
gptkbp:instanceOf |
interest rate benchmark
|
gptkbp:administeredBy |
gptkb:SIX_Swiss_Exchange
|
gptkbp:adoptedBy |
2017
|
gptkbp:calculationMethod |
based on actual transactions and quotes
|
gptkbp:category |
risk-free rate
|
gptkbp:country |
gptkb:Switzerland
|
gptkbp:currency |
Swiss franc
|
gptkbp:dataSource |
Swiss repo market
|
gptkbp:firstPublished |
2009
|
gptkbp:frequency |
daily
|
gptkbp:fullName |
Swiss Average Rate Overnight
|
https://www.w3.org/2000/01/rdf-schema#label |
SARON
|
gptkbp:ISIN |
CH0049615314
|
gptkbp:relatedTo |
gptkb:SOFR
gptkb:ESTR gptkb:SONIA |
gptkbp:replacedBy |
CHF LIBOR
|
gptkbp:type |
overnight rate
|
gptkbp:usedFor |
bonds
loans derivatives |
gptkbp:bfsParent |
gptkb:LIBOR
gptkb:ISDA_IBOR_Fallbacks_Protocol |
gptkbp:bfsLayer |
7
|