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Provide conventions for OIS meeting date swaps #1821

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jodastephen opened this issue Oct 12, 2018 · 0 comments
Open

Provide conventions for OIS meeting date swaps #1821

jodastephen opened this issue Oct 12, 2018 · 0 comments
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@jodastephen
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A particular kind of OIS runs from one central bank meeting date to the next. These don't fit easily into the standard Strata conventions, so thought is needed as to how to best fit them in.
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