ONTOLOGY EXPLORER
forward rate agreement
<https://spec.edmcouncil.org/fibo/ontology/DER/DerivativesContracts/DerivativesBasics/ForwardRateAgreement>
プロパティと値
| プロパティ | 値 |
|---|---|
| type | Class |
| label | "forward rate agreement"@en |
| subClassOf | InterestRateDerivative |
| equivalentClass | ForwardRateAgreement |
| definition | "agreement to exchange an interest rate commitment on a notional amount at a future date"@en |
| abbreviation | "FRA"@en |
| explanatoryNote | "The FRA determines the rates to be used along with the termination date and notional value. FRAs are cash-settled with the payment based on the net difference between the interest rate of the contract and the floating rate in the market called the reference rate. The notional amount is not exchanged, but rather a cash amount based on the rate differentials and the notional value of the contract."@en |
この項目への参照
このグラフ内での参照はありません。