Questions tagged [overnight-index]

The tag has no usage guidance.

2 questions with no upvoted or accepted answers
Filter by
Sorted by
Tagged with
3 votes
0 answers

Overnight Index Swaps

Just a very quick general question regarding the OIS market. Is it common place on termsheets to state a PV Notional and additionally a FV notional, if so what is the purpose of this and does market ...
Quantless wonder's user avatar
1 vote
2 answers

OIS example in Hull's book

In Hull's book (9th edition), on pages 202-203, there is an example for computing the payoff of an OIS that I am confused about. It says suppose in a US 3-month OIS the notional principal is \$100 ...
Xiaohuolong's user avatar