SARON
From ACT Wiki
Swiss Average Rate OverNight.
SARON is the likely risk-free rate substitute for CHF LIBOR in contracts which reference CHF LIBOR.
It is a secured rate, based on the Swiss repo market.
See also
- CHF
- Euro Overnight Index Average
- EURONIA
- LIBOR
- National Working Group on Swiss Franc Reference Rates
- Over night index average rate
- Repo
- Risk-free rates
- Sterling overnight index average
- Swiss Average Rate Overnight
- Switzerland
- TONAR