An interest rate swap (IRS) whose maturity doesn’t exceed 2 years. A short-term interest rate swap (STIRS) involves the settlement…

An interest rate swap (IRS) whose maturity doesn’t exceed 2 years. A short-term interest rate swaps (STIRS) involves the settlement…

It stands for overnight index swap; a fixed-to-floating interest rate swap where the floating leg is determined by reference to...

An option which has an overnight index swap as underlying. An overnight index swap (OIS) option tracks the overnight effective...

An option which has an overnight index swap as underlying. An overnight index swap (OIS) option tracks the overnight effective...

A fixed-to-floating interest rate swap where the floating leg is determined by reference to an interbank overnight cash rate and...

A futures contract which has an overnight index swap as underlying. An overnight index swap (OIS) futures tracks the overnight effective federal funds rate...

A futures contract which has an overnight index swap as underlying. An overnight index swap (OIS) futures tracks the overnight effective federal funds rate...