OIS 掉期與基礎掉期有什麼區別？

OIS Swap Curve vs. Basis Swap Curve 有什麼用？

A Basis swap is a broad category of swaps where you exchange one floating rate against another floating rate. Without knowing the specific rates involved it is difficult to say more.

An OIS Swap is an Overnight Index Swap, where you exchange a fixed rate against an average of the overnight rates for the tenor of the swap. For example, if the ON rate is Federal Funds Rate (FFR), then a 3 month OIS swap rate is essentially the market’s guess of where the average overnight FFR will be during the next 3 months. (The overnight rate changes on a daily basis so it is of course a floating rate). The OIS curve plots these OIS rates against the tenor.

引用自：https://quant.stackexchange.com/questions/27806