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Risk Free Rates (RFR) Calculator

Get support for interest calculations impacted by the market transition away from LIBOR

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The RFR Calculator from S&P Global Market Intelligence provides credit market participants detailed compounding and simple interest calculations for all major risk-free rates. It provides both compounding balances and compounding rates based on a given set of inputs with full transparency into the calculated values applicable to the leveraged loan and fixed income markets.

The RFR Calculator supports financial institutions in the transition away from LIBOR to other Interbank Offered Rate (IBOR) benchmarks including SOFR and SONIA. It helps market participants calculate and validate the amount of interest due under their agreements.

The Calculator is available for firmwide use or for individual users. Contact us today to learn more.

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