The spread of three-month Libor rates over three-month OIS(Overn

来源: 于 2010-11-24 05:36:23 [博客] [旧帖] [给我悄悄话] 本文已被阅读：次

The spread of three-month Libor rates over three-month OIS
rates, calculated from Reuters' data, expresses the three-month
premium paid over anticipated central bank rates, or Overnight
Index Swap rates.