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Overnight indexed swap: Revision history


For any version listed below, click on its date to view it. For more help, see Help:Page history and Help:Edit summary. (cur) = difference from current version, (prev) = difference from preceding version, m = minor edit, → = section edit, ← = automatic edit summary

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  • curprev 06:5006:50, 20 March 2020 Cumulant talk contribs 6,895 bytes +405 removed SOFR as an example of an unsecured rate (it is secured); noted that LIBOR-OIS has a holding period (tenor) and (possibly) liquidity mismatch which make it an impure measure of credit risk undo

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