LIBOR vs. OIS: The Derivatives Discounting Dilemma

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Written by John Hull and Alan White, Mar 2012.
http://www.rotman.utoronto.ca/~hull/DownloadablePublications/LIBORvsOIS.pdf
A well written, intutitive and not technical paper.
Not the easiest one I have read on this topic though.

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关键词：derivatives Derivative Discount counting Dilemma technical written topic LIBOR

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thanks for sharing..

i believe most of the banks are now using OIS discounting for linear rate product however, for exotic product like CMS Spread, PRDC, they are still using Libor discounting.

thanks for sharing the paper.

thanks...........

I have read this before...it is mainly discussed about the benchmark...however, it is only appied to the foregin market but not china