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for Libor swaps, the accrual for the floating leg is easy as the cashflow is known already at accrual start day. The calculation would be similar to how the accrual of a bond is calculated.

How about the accrual of the floating leg of an OIS swap please? The cashflow is unknown until accrual end date.

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The accrued is just the product of the OIS rates observed so far: $A=N\times\prod_{i=0}^t(1+r_i\frac{n}{360})-1$ for $n$ days elapsed between business days (usually 1 or 3), $N$ notional and $r_i$ is the reset rate observed. Usually the day count is ACT/360.

For example, if we've entered a swap three days ago and the OIS fixing was 4.83% on all days then our accrued on 10mm notional is around $4025: =((1+4.83%/360)*(1+4.83%/360)*(1+4.83%/360)-1)*10000000

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