Shift To OIS Discounting Increasing In Equity Derivatives
Aug 11, 2015
Market participants are continuing to move away from Libor to value derivative cashflows and are instead using OIS discounting, with the trend increasing at the fastest rate in equity derivatives and foreign exchange derivatives.
Restricted content
You must be an EQD+ subscriber to view this page. Either sign in or see below on how to request a trial.
Get access now
Start your 7 day free trial.
You’ll be charged at the conclusion of your trial.
Cancel at any time.
Questions? Need access for multiple users?
Contact eqdplus@eqderivatives.com