Is Olive Oil Massage Safe For An Infant?

Hi this is Mamta here. I have 3 months old baby girl. I wanted to know whether I can use Figaro olive oil for my baby s body massage? Since 15 days, I have been using KLF Tilnad sesame oil, but now thinking of switching to olive oil as sesame oil keeps the body cool and I m afraid if she may catch cold because of that. Please suggest.