<t>Hello everyone, I am a trader from Poland who wants to implement OIS product for domestic market. I would like to ask u about any tips or materials which could help me in starting this market or to survive during first months of trading this new (here in Poland) instrument. I would really appreci...

<t>QuoteOriginally posted by: outcryQuoteOriginally posted by: PatIt's usually more effective to treat the OIS as a basis spread over LIBOR, rather than strip it's own curve:Fwd OIS payment = Fwd Libor payment - basis spread * (day count fraction)The reason is that if one has a swap (fixed against O...