It is known that between 2021 and 2022, LIBOR rates will cease to exist. Therefore bond issuers started to link their newly issued floaters to O/N rates based on actual trades such as SOFR for USD or €STR for EUR.
Accrued interest is calculated either as compound (most often) or simple interest for some period based on lagged daily values of O/N rates. So far it sounds simply, however, there are a lot of convention for calculation of compound interest. It is possible to calculate with lagged O/N rate, shifted coupon period etc.
My question: is there any comprehensive overview of conventions for accrued interest calculation for floaters linked to O/N rates?