Credit data provider Markit has expanded the number of instruments and currencies available for the pricing of collateralized and uncollateralized securities using overnight index swap (OIS) curves.
The vendor has also enabled greater flexibility of choice regarding preferred discounting methodology.
Markit first rolled out OIS discounting in early 2011 to support the pricing of interest-rate swaps in US dollars, Japanese yen, euros and sterling. All vanilla interest-rate instruments are now cov
Anthony and James talk about how regulators in the US are falling behind other nations' regulators, the lack of talk about Reg AT, and an SRO for cryptocurrencies.Subscribe to Weekly Wrap emails