Overnight index swap/Definition: Difference between revisions

Latest revision as of 04:11, 3 August 2010

This article contains just a definition and optionally other subpages (such as a list of related articles), but no metadata. Create the metadata page if you want to expand this into a full article.

Overnight index swap [r]: (OIS) an interest rate swap contract in which a fixed rate is swapped with a published daily overnight index rate .

Revision as of 02:36, 21 January 2010 (view source) imported>Nick Gardner No edit summary ← Older edit		Latest revision as of 04:11, 3 August 2010 (view source) imported>Nick Gardner No edit summary
(4 intermediate revisions by the same user not shown)
Line 1:		Line 1:
	<noinclude>{{Subpages}}</noinclude>		<noinclude>{{Subpages}}</noinclude>
	An interest rate [[swap contract]] in which a fixed rate is swapped with a published daily [[overnight index rate]].		(OIS) an interest rate [[swap contract]] in which a fixed rate is swapped with a published daily [[overnight index rate]] .