An overnight indexed swap (OIS) is an interest rate swap (IRS) over some given term, e.g. 10Y, where the periodic fixed payments are tied to a given fixed...

redefined to be an overnight index, such as EONIA, SONIA, FFOIS, etc. then this type of swap is generally referred to as an overnight indexed swap (OIS). Some...

SONIA (Sterling Overnight Index Average) is the effective reference for overnight indexed swaps for unsecured transactions in the Sterling market. SONIA...

swap Foreign exchange market Forward exchange rate Interest rate parity Overnight indexed swap Rollover (foreign exchange) Reuters Glossary, "FX Swap"...

between LIBOR and Treasury bills. Bank rate Interbank lending market Overnight indexed swap Siklos, Pierre (2001). Money, Banking, and Financial Institutions:...

Örgryte IS, a Swedish sports club based in Gothenburg Overnight indexed swap, a type of interest rate swap This disambiguation page lists articles associated...

discounting, the overnight indexed swap (OIS) curve is typically used for the "risk free rate", as opposed to LIBOR as previously; see Interest rate swap § Valuation...

Institute (EMMI)". www.emmi-benchmarks.eu. Retrieved 2023-12-13. "Overnight Indexed Swaps" (PDF). Credit Swiss. 2001-12-11. p. 4. Archived from the original...

regulatory reporting transparency. Murex facilitated the first overnight indexed swap derivatives transaction based on the new Thai reference rate, THOR...

Interest rate futures, e.g. Eurodollar futures Interest rate swaps Swaptions Overnight indexed swaps, e.g. Libor–OIS spread Interest rate options, Interest...

swap: (i) the forecasted cashflows are derived from the Libor-curve, (ii) however, these cashflows are discounted at the OIS-based curve's overnight rate...

tracking started. LIBOR-OIS spread Overnight indexed swap Treasury security Asia Times "What Are Financial Market Stress Indexes Showing?". St Louis Fed. 24...

pricing for further context. Overnight index swap (OIS) rates are typically used to derive discount factors, since that index is the standard inclusion on...

In finance, a currency swap (more typically termed a cross-currency swap, XCS) is an interest rate derivative (IRD). In particular it is a linear IRD...

before, but using the overnight index swap (OIS) curve for discounting. The OIS is chosen here as it reflects the rate for overnight secured lending between...

the remaining nine currencies out to ten years. It also clears overnight indexed swaps out to 2 years in USD, EUR, GBP and CHF. In September 2008, LCH...

championed the introduction of Overnight indexed swap (OIS) into India, which is currently India's most liquid traded interest rate swap instrument. He worked...

the economy and serves as a reference rate for Australian dollar overnight indexed swaps (OIS) and the ASX 30-day interbank cash rate futures contract....

discounting is now on the Overnight Index Swap (OIS) curve, as opposed to LIBOR as used previously. This is because post-crisis, the overnight rate is considered...

Corporate Master II Index minus 10-year Treasury (high-yield credit risk spread); the 3-month London Interbank Offering Rate–Overnight Index Swap spread (3-month...

SARON stands for Swiss Average Rate Overnight and is a measurement of the overnight interest rate of the secured funding market denominated in Swiss Franc...

the terms "swap", "security-based swap", "swap dealer", "security-based swap dealer", "major swap participant" and "major security-based swap participant")...

to ensure independence. Another example is that of swap reference rates for constant maturity swaps. The ISDAfix rates used are calculated daily for an...

the equity index implied volatility surface, but see Crepey (2004), who claims that such models provide the best average hedge for equity index options,...

derivative. It is structured as a security with an embedded credit default swap allowing the issuer to transfer a specific credit risk to credit investors...

The most common derivative on corporate bonds are called credit default swaps (CDS) which are contracts between two parties that provide a synthetic exposure...

In this process the ETF manager enters a swap contract with an investment bank that agrees to pay the index return in exchange for a small fee. The biggest...

Interest rate Overnight indexed Total return Variance Volatility Year-on-year inflation-indexed Zero Coupon Zero-coupon inflation-indexed Forwards Futures...

Rossii Spurs Swap Trades as Ruonia Lures Deutsche Bank: Russia Credit". Bloomberg. Retrieved 19 September 2010. "RUONIA - Ruble OverNight Index Average"....

the use of swap rates as a measurement of the risk-free rate. Feldhütter and Lando state that: "the riskless rate is better proxied by the swap rate than...