Skip to content
New issue

Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.

By clicking “Sign up for GitHub”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.

Already on GitHub? Sign in to your account

Make ESTR the default EUR overnight index. #2416

Merged
merged 2 commits into from
Jan 18, 2022
Merged

Make ESTR the default EUR overnight index. #2416

merged 2 commits into from
Jan 18, 2022

Conversation

beajeanm
Copy link
Member

As indicated by
https://www.ecb.europa.eu/paym/interest_rate_benchmarks/WG_euro_risk-free_rates/shared/pdf/20191016/2019-10-16_WG_on_euro_RFR_meeting_Checklist.pdf
EONIA publication stopped on the 3rd of January and ESTR should be the preferred alternative.

@beajeanm beajeanm merged commit 152f525 into main Jan 18, 2022
@delete-merged-branch delete-merged-branch bot deleted the eur-default-estr branch January 18, 2022 10:15
@jodastephen jodastephen added this to the v2.12 milestone May 9, 2022
Sign up for free to join this conversation on GitHub. Already have an account? Sign in to comment
Projects
None yet
Development

Successfully merging this pull request may close these issues.

None yet

2 participants