ONTOLOGY EXPLORER

swap

<https://spec.edmcouncil.org/fibo/ontology/DER/DerivativesContracts/Swaps/Swap>

プロパティと値

プロパティ	値
type	Class
label	"swap"
subClassOf	DerivativeInstrument
subClassOf	_:c14n1012
subClassOf	_:c14n1340
subClassOf	_:c14n2973
subClassOf	_:c14n3048
definition	"derivative instrument whereby counterparties agree to exchange periodic streams of cash flows or liabilities from two different financial instruments with each other"
adaptedFrom	"ISO 10962, Securities and related financial instruments - Classification of financial instruments (CFI) code, Fifth edition, 2021-06-15"
explanatoryNote	"The notional amount, effective date and termination date are some of the properties that each swap leg has that are taken from the swap contract."
explanatoryNote	"The underlying instruments can be almost anything, representing various asset classes, but most swaps involve cash flows (streams of payments or other commitments over time) based on a notional principal amount that both parties agree to."
explanatoryNote	"Usually, the principal does not change hands. Each cash flow comprises one leg of the swap. One cash flow is generally fixed, while the other is variable, that is, based on a a benchmark interest rate, floating currency exchange rate or index price."