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3I0-012 · Question #702

How are Overnight Indexed Swaps settled?

The correct answer is D. after maturity by net payment. See the full explanation below for the reasoning.

Question

How are Overnight Indexed Swaps 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
  • Dafter maturity by net payment

How the community answered

(21 responses)
  • A
    5% (1)
  • B
    10% (2)
  • C
    14% (3)
  • D
    71% (15)

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