Overnight LIBOR

From Open Risk Manual

Definition

Overnight LIBOR. A London interbank offered rate that is also an overnight rate, i.e., whose tenor is one day


Disclaimer

This entry annotates a FIBO Ontology Class. FIBO is a trademark and the FIBO Ontology is copyright of the EDM Council, released under the MIT Open Source License. There is no guarantee that the content of this page will remain aligned with, or correctly interprets, the concepts covered by the FIBO ontology.