Published April 20, 2022
| Version v2
Presentation
Open
OIS Curve Construction Explained
Description
OIS curves became the market standard for discounting collateralized cashflows. This curve represents the market expectations of the Federal Reserve daily target for the overnight lending rate.
Notes
https://ia801507.us.archive.org/2/items/ir-ois-4_202105/IrOIS-4.pdf
Files
Zenodo-IrOIS.pdf
Files
(536.7 kB)
| Name | Size | Download all |
|---|---|---|
|
md5:bf98b22fb69d90878f682818a4410ac9
|
536.7 kB | Preview Download |