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.
The spread of three-month Libor rates over three-month OIS(Overn
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When 3 month Euribor broke above the European Central Bank's key
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11/24/2010 postreply
05:37:28
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LIBOR-OIS spread must read
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11/24/2010 postreply
05:45:54