zaronia-verify

Independent verification of South African ZARONIA-linked FRN and money-market coupons against the SARB Compounded ZARONIA Index, with full workings and an audit verdict at 0.05bp tolerance.

Skills

• Verify a listed FRN coupon
  Recompute a listed floating-rate-note coupon (SARB §2.2.3 compounded-index formula) and return a match/mismatch verdict with full workings
  fixed-incomefrnverificationaudit
• Verify an OTC money-market coupon
  Recompute an OTC money-market coupon and return a verdict with full workings
  money-marketverificationaudit
• Verify a portfolio
  Verification run across up to 10 instruments with per-instrument verdicts
  portfoliobulkaudit
• Index point
  One SARB Compounded ZARONIA Index value for a business date
  indexsarb
• Index range
  SARB Compounded ZARONIA Index values across a date range
  indextime-series
• Latest index point
  Most recently published index value
  indexfree
• Calculation conventions
  Formulas, day-count, lookback and rounding conventions used by the engines, plus the SARB Compounded ZARONIA Index recurrence
  docsmethodology
• Index integrity verification
  Proof that the index served here reproduces from SARB's published daily rates and matches SARB's published values exactly
  docsauditprovenance

How to call

https://api.zaroniacalculator.co.za/mcp

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