Since June 2023, don't forget to adapt your pricing parameters for IR contracts still linked to LIBOR by use the fallback spreads to SOFR! https://refinitiv.com/content/dam/marketing/en_us/documents/methodology/refinitiv-usd-ibor-cash-fallbacks-methodology.pdf… Already present in... https://newyorkfed.org/medialibrary/Microsites/arrc/files/2021/arrc-supplemental-hardwired-recommendation… #SOFR #fallbackrates