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

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.

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When 3 month Euribor broke above the European Central Bank's key -marketreflections- 给 marketreflections 发送悄悄话 marketreflections 的博客首页 (290 bytes) () 11/24/2010 postreply 05:37:28

LIBOR-OIS spread must read -marketreflections- 给 marketreflections 发送悄悄话 marketreflections 的博客首页 (4606 bytes) () 11/24/2010 postreply 05:45:54

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