ONTOLOGY EXPLORER
zero coupon interest rate swap
<https://spec.edmcouncil.org/fibo/ontology/DER/RateDerivatives/IRSwaps/ZeroCouponInterestRateSwap>
プロパティと値
| プロパティ | 値 |
|---|---|
| type | Class |
| label | "zero coupon interest rate swap" |
| subClassOf | InterestRateSwap |
| subClassOf | _:c14n3404 |
| definition | "interest rate swap in which the fixed rate cash flows are compounded and paid once on the expiration date, rather than periodically; the payments on the other side (which can be based on a floating interest rate or a fixed rate) follow typical swap payment schedules" |
| adaptedFrom | "ISO 10962, Securities and related financial instruments - Classification of financial instruments (CFI) code, Fifth edition, 2021-06-15"@en |
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