SARON
From ACT Wiki
Swiss Average Rate OverNight.
SARON is a potential risk-free rate substitute for CHF LIBOR in contracts which reference CHF LIBOR.
See also
- CHF
- Euro Overnight Index Average
- EURONIA
- LIBOR
- Over night index average rate
- Risk-free rates
- Sterling overnight index average
- Swiss Average Rate Overnight
- Switzerland
- TONAR