ONTOLOGY EXPLORER
equity volatility swap
<https://spec.edmcouncil.org/fibo/ontology/DER/SecurityBasedDerivatives/EquitySwaps/EquityVolatilitySwap>
プロパティと値
| プロパティ | 値 |
|---|---|
| type | Class |
| label | "equity volatility swap"@en |
| subClassOf | DispersionSwap |
| subClassOf | EquitySwap |
| definition | "dispersion swap that is a forward contract on the variability of movements in the price of its underlying equities"@en |
| adaptedFrom | "ISO 10962, Securities and related financial instruments - Classification of financial instruments (CFI) code, Fifth edition, 2021-06-15"@en |
| explanatoryNote | "An equity volatility swap is a measure of the amount by which an asset's price is expected to fluctuate over a given period of time; it is normally measured by the annual standard deviation of daily price changes."@en |
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