Still confusion on OIS, overnight benchmark, collateral and discounting.
An important quant software provider proposes a webinar titled:
It seems they don't understand what OIS is and what OIS discounting means. Please read my multi-curve book, Chapter 8 for the details.
A meaningful title would be
Impact Analysis: The 2020 Clearing House Switch from OIS to SOFR Discounting
It seems they don't understand what OIS is and what OIS discounting means. Please read my multi-curve book, Chapter 8 for the details.
A meaningful title would be
The 2020 Change in collateral rate at CCPs from EFFR to SOFR: discounting transition
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