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cfornarola
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Joined: December 6th, 2004, 3:00 pm

Eonia total return and net total return indexes' construction

June 30th, 2008, 1:59 pm

Hi,I'm trying to understand how Eonia Total Return and Eonia Net Total Return indexes are constucted starting from Eonia index. The indexes I'm referring to are DBDCONIN index and DBDCONIA in Bloomberg, they are published by Deutsche bank, but since I don't have access to index.db.com I can't see the methodology documentation.Could you please help? Do you know how these indexes are constructed? Do you have any documents on the methodology?Thx,C.