Which of the following is true
A) OIS rates are less than the corresponding LIBOR/swap rates
B) OIS rates are greater than corresponding LIBOR/swap rates
C) OIS rates are sometimes greater and sometimes less than LIBOR/swap rates
D) OIS rates are equivalent to one-day LIBOR rates
Correct Answer:
Verified
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A) The cost of
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Q11: Which of the following is true
A) FVA
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