Reference Period Compounded Rate Method

There are products in the market that are using compounded indices for risk-free rates, similar calculations are required for FTP rate calculations as well. This method helps banks to use compounded indices for transfer rate calculations.

Business Benefit:

User can align their treasury FTP calculations against their upstream systems that are using compounded indices as per IBOR transition recommendations.

Steps to Enable

You don't need to do anything to enable this feature.