ONTOLOGY EXPLORER
correlation swap
<https://spec.edmcouncil.org/fibo/ontology/DER/DerivativesContracts/Swaps/CorrelationSwap>
プロパティと値
| プロパティ | 値 |
|---|---|
| type | Class |
| label | "correlation swap"@en |
| subClassOf | StatisticalSwap |
| definition | "over-the-counter statistical derivative that allows one to hedge risks associated with the observed average correlation of a collection of underlying products"@en |
| explanatoryNote | "Each product that can act as the underlier on which the correlation is based has periodically observable prices, such as a commodity, exchange rate, interest rate, or stock index. Correlation trading is a strategy in which the investor receives exposure to the average correlation of an index." |