OIS swap pricing valuation – OIS vs LIBOR
13 mins read The conventional way for pricing interest rate swaps (IRS) [with quarterly settlements] is to discount the future cash flows of
13 mins read The conventional way for pricing interest rate swaps (IRS) [with quarterly settlements] is to discount the future cash flows of
7 mins read LIBOR Crisis Barclays Bank LIBOR: What is LIBOR? LIBOR is the abbreviation for London Inter Bank Offer Rate. This is