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#finance #swaps

Question

An **overnight indexed swap** (**OIS**) is an interest rate swap where the periodic floating rate of the swap is equal [...].

Answer

to the geometric average of an overnight rate (or overnight index rate) over every day of the payment period

Tags

#finance #swaps

Question

An **overnight indexed swap** (**OIS**) is an interest rate swap where the periodic floating rate of the swap is equal [...].

Answer

?

Tags

#finance #swaps

Question

An **overnight indexed swap** (**OIS**) is an interest rate swap where the periodic floating rate of the swap is equal [...].

Answer

to the geometric average of an overnight rate (or overnight index rate) over every day of the payment period

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#### Parent (intermediate) annotation

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An overnight indexed swap (OIS) is an interest rate swap where the periodic floating rate of the swap is equal to the geometric average of an overnight rate (or overnight index rate) over every day of the payment period.

#### Original toplevel document

**Overnight indexed swap - Wikipedia, the free encyclopedia**

ader:filter:minify-css:7:3904d24a08aa08f6a68dc338f9be277e */ Overnight indexed swap From Wikipedia, the free encyclopedia Jump to: navigation, search <span>An overnight indexed swap (OIS) is an interest rate swap where the periodic floating rate of the swap is equal to the geometric average of an overnight rate (or overnight index rate) over every day of the payment period. The index rate is typically the rate for overnight unsecured lending between banks, for example the Federal funds rate for US dollars, Eonia for Euros or Sonia for sterling. The fixed ra

An overnight indexed swap (OIS) is an interest rate swap where the periodic floating rate of the swap is equal to the geometric average of an overnight rate (or overnight index rate) over every day of the payment period.

ader:filter:minify-css:7:3904d24a08aa08f6a68dc338f9be277e */ Overnight indexed swap From Wikipedia, the free encyclopedia Jump to: navigation, search <span>An overnight indexed swap (OIS) is an interest rate swap where the periodic floating rate of the swap is equal to the geometric average of an overnight rate (or overnight index rate) over every day of the payment period. The index rate is typically the rate for overnight unsecured lending between banks, for example the Federal funds rate for US dollars, Eonia for Euros or Sonia for sterling. The fixed ra

status | not learned | measured difficulty | 37% [default] | last interval [days] | |||
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repetition number in this series | 0 | memorised on | scheduled repetition | ||||

scheduled repetition interval | last repetition or drill |

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