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並前往https://www.bu.edu/questrom/files/2011/10/A-Teaching-Note-on-Pricing-and-Valuing-Interest-Rate-Swaps-with-LIBOR-and-OIS-Discounting-1.pdf

A Teaching Note on Pricing and Valuing Interest Rate Swaps ...

With OIS discounting, the result that the implicit floating-rate bond paying LIBOR is priced at par value no longer holds. It is useful to infer the LIBOR ...

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