ONTOLOGY EXPLORER
commodity return leg
<https://spec.edmcouncil.org/fibo/ontology/DER/DerivativesContracts/CommoditiesContracts/CommodityReturnLeg>
プロパティと値
| プロパティ | 値 |
|---|---|
| type | Class |
| label | "commodity return leg"@en |
| subClassOf | ReturnLeg |
| subClassOf | _:c14n3259 |
| definition | "leg of a commodity return swap in which the return is based on a physical commodity, or the price, or behavior of the price, or any other aspect related to a physical commodity"@en |
| explanatoryNote | "The cash flows from a commodity may be negative as you have a cost from holding the commodity but there are no interim cash flows, so it equates to a negative interest rate. So a commodity swap is like a TRS in that it is based on the return on the increase in value."@en |