No arbitrage conditions and Over night index average rate: Difference between pages

Latest revision as of 21:07, 1 July 2022

(ONIA).

Overnight index average rates are calculated and published for a number of different currencies and markets.

For example SONIA (for sterling), EONIA and EURONIA (for euro).

There are also many others including for example CZEONIA (Czech Over Night Index Average).

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-The usually assumed or expected situation in transparent financial markets, where pricing discrepancies between related markets have been eliminated.
+(ONIA).
-So there are no remaining arbitrage opportunities at current market prices.
+Overnight index average rates are calculated and published for a number of different currencies and markets.
-Many price and value calculations are based on ‘no arbitrage’ assumptions.
+For example SONIA (for sterling), EONIA and EURONIA (for euro).
+There are also many others including for example CZEONIA (Czech Over Night Index Average).
 == See also ==
-* [[Arbitrage]]
+* [[EONIA]]
-* [[Free lunch]]
+* [[EURONIA]]
-* [[Forward yield]]
+* [[SONIA]]
-* [[Zero coupon yield]]
-* [[Par yield]]
+[[Category:Financial_products_and_markets]]
-* [[Interest rate parity]]