Skip to content

Make ESTR the default EUR overnight index.#2416

Merged
beajeanm merged 2 commits intomainfrom
eur-default-estr
Jan 18, 2022
Merged

Make ESTR the default EUR overnight index.#2416
beajeanm merged 2 commits intomainfrom
eur-default-estr

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.

2 participants