SOFR30A Compounding Calculation

Calculate compounded SOFR over an interest period using daily overnight SOFR fixings, the standard methodology for SOFR-linked floating rate notes and syndicated loans under ARRC conventions

Each component has a specific meaning:

• Daily overnight SOFR fixings — The daily overnight sofr fixings recorded for the scenario being assessed.
• Standard methodology — The standard methodology recorded for the scenario being assessed.

Note: Interpret the sofr compounding result against the thresholds and context described above.

Enter the daily overnight SOFR fixings, standard methodology for the scenario you are assessing. Calculate compounded SOFR over an interest period using daily overnight SOFR fixings, the standard methodology for SOFR-linked floating rate notes and syndicated loans under ARRC conventions. Use the sofr compounding result to inform your calculation.