Numerix releases new Overnight Indexed Swaps Discounting Infographic

8 July 2015

In this info graphic, Numerix asks "Which Road Are You On?" and explores the impact of the paradigm shift between a single curve LIBOR swap pricing framework and a multi-curve OIS discounting framework, as well as the potential pitfalls of the single curve approach.

OIS Discounting: What Road Are You Driving On?

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