RFR Test Grids

RFR Test Grids
Test grids below are for testing Cash Settlement Amount, Clean Upfront, Clean Price and Accrual calculations using RFR rates.

Currently only the GBP test grid is available. Test grids for other currencies will be entered closer to the RFR transition dates for those currencies.

Date USD EUR GBP JPY
Trade Date: Feb 23, 2021     GBP  
Trade Date: Feb 24, 2021     GBP  
Trade Date: Feb 25, 2021     GBP  
Trade Date: Feb 26, 2021     GBP  

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