Based on daily fixings from the Bank of Canada
Compounded over calendar-based 1M, 3M, 6M periods
No lookback applied (lookback = 0)
Stub days use preceding business day’s CORRA
Uses Actual/365 day count
A backward-looking interest rate calculated by compounding daily CORRA fixings over 1, 3, or 6 months.
No, we use a 0-day lookback. Compounding starts on the actual start date of the accrual period.
If the accrual period starts on a weekend or holiday, we apply the preceding business day’s CORRA fixing for those stub days.
Actual/365, consistent with Canadian market practice.
CORRA
forward curves
Real-time CAD
swap pricing & MTM
Excel + API
integration
Explore our CAD swap rates table, updated daily.
Explore our CORRA forward curves, updated daily.
Explore our SOFR Forward Curves, updated daily.