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...

Cross currency swap Foreign exchange market Forward exchange rate Interest rate parity Overnight indexed swap Reuters Glossary, "FX Swap" Archived 2009-01-11...

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

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...

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

negative for the first time since tracking started. LIBOR-OIS spread Overnight indexed swap Treasury Bill Treasury security Asia Times Bloomberg.com Financial...

three major developments re option pricing: For discounting, the overnight indexed swap (OIS) curve is typically used for the "risk free rate", as opposed...

regulatory reporting transparency. In 2020, 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...

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...

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...

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...

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...

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...

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

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

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...

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

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...

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

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...

Currency swap Discount window Dollar roll Federal funds Implied repo rate Margin (finance) Money market Official bank rate Total return swap Matt Phillips...

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...

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

markets, and are known variously as the LIBOR curve or the swap curve. The construction of the swap curve is described below. Besides the government curve...

National debt of the United States General: Bond (finance) Credit default swap Warrant (of Payment) List of countries by credit rating List of countries...

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...

points, and after declining to cut its overnight rate on 27 February, the Bank of Korea renewed a currency swap agreement with Bank Indonesia. On 6 March...