Risk-free Rate Cashflow Calculator Cashflow Amount Calculator > Corporate Banking > Absa | Corporate and Investment Banking Due to the transition from interbank offered rates (IBOR) to risk-free reference rates (RFR), this tool has been created to calculate a historical averaged RFR cashflow in arrears. Certain features such as the averaging type, lockout period, lag period and observation period can be adjusted in order to assess the impact on the cashflow amount and effective simple rate over the cashflow period. Notional Amount Index Select an index FEDFUNDS - USD.OIS.1B SOFR - USD.SOFR.1B ESTR - EUR.ESTR.1B EONIA - EUR.EONIA.1B SONIA - GBP.SONIA.1B AONIA - AUD.OIS.1B CORRA - CAD.OIS.1B HONIA - HKD.OIS.1B SARON - CHF.TOIS.1B Start Date End Date The number of business days of the lockout period of the RFR resets at the end of the interest period. Lockout Period The number of business days by which the observation period for the interest rate calculation should be lagged. Lag Period Reset type Geometric mean of daily RFRs Compound Simple arithmetic mean of daily RFRs Simple Average Check if the interest period should be lagged with the observation period, this effectively implements a payment delay in the cashflow payment. Observation Shift Calculate Reset Error Calculated Cashflow Amount 0 Simple rate 0% Disclaimer: We provide this calculator for convenience to you to provide results based on your input and assumptions and it should not be used for any other purpose. We give no warranty, express or implied, as to the accuracy, reliability and completeness of any information, formulae or calculations provided through its use. We do not accept any liability for loss or damage of any nature, including indirect or consequential loss, which may be attributable to the reliance on and use of the calculators. Please contact us for verification on any of the information provided.
