Markit Expands Options for Client OIS Discount Pricing
Markit has expanded the number of instruments that its clients can price using overnight index swap curves, added support for more currencies to the OIS curve pricing in its Portfolio Valuations service, and introduced functionality for clients to select their preferred discounting methodology and adjust the funding curve to match the tenor basis of a trade, to provide more flexible and accurate pricing for collateralized and uncollateralized securities.
The vendor initially rolled out OIS
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