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The smart money already moved away from LIBOR discounting for pricing and risk models straight after 2008, and has been on Fed Fund OIS discounting for a long t
by NovemberWhiskey 5y ago
The smart money already moved away from LIBOR discounting for pricing and risk models straight after 2008, and has been on Fed Fund OIS discounting for a long time; so SOFR OIS is actually going to be the second move.