As announced previously, we have been working on the updated Interest Rate Instruments and Market Conventions Guide. We are glad to announced that the new version
is now available. You can download it from SSRN at https://ssrn.com/abstract=5099269.
Comments on the content - typos, missing indices, new products - are welcomed.
The benchmark page on our web site has a list and short descriptions of (some) overnight and IBOR-like benchmarks available at
We will do our best to maintain it up-to-date.