ONTOLOGY EXPLORER
overnight rate index leg
<https://spec.edmcouncil.org/fibo/ontology/DER/RateDerivatives/IRSwaps/OvernightRateIndexLeg>
プロパティと値
| プロパティ | 値 |
|---|---|
| type | Class |
| label | "overnight rate index leg" |
| subClassOf | FloatingInterestRateLeg |
| equivalentClass | _:c14n83 |
| definition | "floating leg in which periodic payments are based on an overnight interest rate index multiplied by the same notional amount on which the payments for the other leg of the swap are based" |
| adaptedFrom | "ISO 10962, Securities and related financial instruments - Classification of financial instruments (CFI) code, Fifth edition, 2021-06-15"@en |