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並前往https://www.cliffordchance.com/content/dam/cliffordchance/briefings/2018/10/ois-and-rfr-futures-conventions-lessons-for-libor-replacement-term-rates.pdf

OIS AND RFR FUTURES CONVENTIONS - Clifford Chance

conventions used in Overnight Index Swaps (OIS) and RFR futures markets are relevant to the development of RFR-based term rates.

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