ONTOLOGY EXPLORER
reference banks
<https://spec.edmcouncil.org/fibo/ontology/IND/InterestRates/MarketDataProviders/ReferenceBanks>
プロパティと値
| プロパティ | 値 |
|---|---|
| type | NamedIndividual |
| type | MarketDataProvider |
| type | Collection |
| label | "reference banks" |
| definition | "market data provider of interest rate benchmarks representing a group of one or more banks that either individually, or in aggregate, provide quoted rates that contribute to the benchmark" |
| explanatoryNote | "With respect to LIBOR, for example, the Bank of England will request the principal London office of each of the Reference Banks to provide a quotation of its rate. If at least two such quotations are provided, the rate for such date will be the arithmetic mean of the quotations. If fewer than two quotations are provided as requested, the rate for such date will be the arithmetic mean of the rates quoted by major banks in New York City selected by the Bank, at approximately 11:00 a.m. New York City time for loans in U.S. Dollars to leading European banks for such Interest Period and in an amount approximately equal to the amount requested LIBOR-Reference Banks Loan." |
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