https://fabienhure.com/tags/ois/ Recent content in OIS on Fabien Huré https://fabienhure.com/images/og-default.png https://fabienhure.com/images/og-default.png Hugo en-gb Tue, 13 Oct 2026 00:00:00 +0000 https://fabienhure.com/blog/more-knots-than-quotes/ Tue, 13 Oct 2026 00:00:00 +0000 https://fabienhure.com/blog/more-knots-than-quotes/ Out of sample, an underdetermined curve fit's median and tail errors are at or below both bootstraps' in every window and currency I tested, and its lead is largest on the front end when the market is pricing scheduled central-bank decisions. Seven windows of OIS curves, 2019 to 2025.