ACI
3I0-012 · Question #417
How is a USD Overnight Indexed Swap (OIS) settled?
The correct answer is D. Two days after maturity by net payment. See the full explanation below for the reasoning.
Question
How is a USD Overnight Indexed Swap (OIS) settled?
Options
- APeriodic exchange of fixed and floating payments up to and including maturity
- BAt maturity by net payment
- CAfter maturity by exchange of fixed and floating payments
- DTwo days after maturity by net payment
How the community answered
(24 responses)- A4% (1)
- B8% (2)
- C8% (2)
- D79% (19)
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