1357: Overnight Rate Compounding Methods (lookback, observationShift, lockout)
Good day. I have a question regarding the application of “OIS Compounding.” in interest rate swaps. Specifically, when determining the rate for a Reset Date, it involves calculating the rate of return of a daily compound interest investment. This calculation is done in accordance with one of the following options: lookback, observationShift, or lockout. Within … Continued