LIBOR-OIS spread/Definition: Difference between revisions
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imported>Nick Gardner (New page: <noinclude>{{Subpages}}</noinclude> The difference between ''LIBOR'' and the Overnight Indexed Rate[http://research.stlouisfed.org/publications/es/08/ES0825.pdf] that is used as an measure...) |
imported>Nick Gardner No edit summary |
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The difference between ''LIBOR'' and the Overnight Indexed | The difference between ''LIBOR'' and the "Overnight Indexed Swap" rate[http://research.stlouisfed.org/publications/es/08/ES0825.pdf] that is used as an measure of the state of confidence in the ''money market''. | ||
Revision as of 04:51, 14 October 2009
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LIBOR-OIS spread [r]: The difference between LIBOR and the "Overnight Indexed Swap" rate[1] that is used as an measure of the state of confidence in the money market.