# Reconstructing bond proces with OIS rate

I am pricing derivatives under a $$T$$-forward measure and as such I need to discount the expected payoff with a bond price. I have available to me overnight-indexed swap (OIS) rates, how do I reconstruct bond prices from this data?

When I have done this before I have had access to LIBOR rates, and I know that since LIBOR is a simple forward rate I can use the following relationship:

$$$$F(t; t, T) = \frac{1}{T-t}\bigg( \frac{1}{P(t, T)} - 1 \bigg)$$$$

and solve for $$P(t, T)$$.

So my question is: can I do the same for OIS rates? Is the rate quoted a simple forward rate?