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Hello BobM, Overnight index swaps are popular among financial institutions because the overnight index is considered to be a good indicator of the interbank credit markets and less risky than other traditional interest rate spreads. Generally short-term, the interest of the overnight rate portion of the swap is compounded and paid at reset dates, with the fixed leg being accounted for in the swap's value to each party. The floating leg's present value is determined by either compounding of the overnight rate or by taking the geometric average of the rate over a given period. Like other interest rate swaps, an interest rate curve must be produced to determine the present value of any cash flows. |
List of Gurus
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Heng Kim 2019-09-24 03:46:59Hi PrettyWoman, The job market is the market in which employers search for
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Anton Luyten 2019-09-11 10:12:45Hello Fluffy, A harami cross is a Japanese candlestick pattern that consists
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Chaoxiang Lee 2019-09-07 11:28:32Hi Maria, A caplet is a kind of call option based on interest rates. The
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Apinya Kamon 2019-09-04 01:56:33Hello ForexGuy, A false market occurs when prices are manipulated and impacted
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Tom Burke 2019-08-31 08:08:12
Hello LuckyWoman, The yearly probability of living is determined by consulting
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Jun Wang 2017 - 11 - 15Hello ForexGuy, In specie is a phrase describing the distribution of an asset
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Goro Yang 2015 - 06 - 26Hi Pretty Woman, Any business day during which commercial banks and savings
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Jacob Rogers 2019 - 06 - 28Hello ForexGuy, The nova/ursa ratio is a sentiment indicator based on the Nova
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Heng Kim 2015 - 09 - 16
Hello LuckyMan, A key measure of business confidence in Australia, published
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Talitha Taslim 2015 - 06 - 22Hello Lucky Man, An equity style box is comprised of nine squares, or
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Heng Kim 2019 - 09 - 24
Hi PrettyWoman, The job market is the market in which employers search for
Read more -
Anton Luyten 2019 - 09 - 11
Hello Fluffy, A harami cross is a Japanese candlestick pattern that consists
Read more -
Chaoxiang Lee 2019 - 09 - 07
Hi Maria, A caplet is a kind of call option based on interest rates. The
Read more -
Apinya Kamon 2019 - 09 - 04
Hello ForexGuy, A false market occurs when prices are manipulated and impacted
Read more -
Tom Burke 2019 - 08 - 31
Hello LuckyWoman, The yearly probability of living is determined by consulting
Read more