ISDA Cumulative Compounded Rate on ZARONIA-linked instruments
Strictly Private and Confidential
Inputs
Both dates must be ZA-JSE business days.
Result
Enter a period, margin and lookback convention, then select Calculate. Rates are read live from Redinc’s ZARONIA-ON series.
Indicative only, for information purposes. This is not a formal determination by Redinc Capital in any capacity, including as Calculation Agent; actual conventions are contractually agreed in the applicable transaction documents and may differ.
Methodology: ISDA Cumulative Compounded Rate, ZA-JSE business day calendar, lookback without observation shift, validated against SFI202 and cross-checked against RMB’s published ZARONIA calculator (SFI202 ZARONIA CCR Backtest Validation v2.0, 24 September 2026).
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