ONTOLOGY EXPLORER
contingent credit default swap
<https://spec.edmcouncil.org/fibo/ontology/DER/CreditDerivatives/CreditDefaultSwaps/ContingentCreditDefaultSwap>
プロパティと値
| プロパティ | 値 |
|---|---|
| type | Class |
| label | "contingent credit default swap"@en |
| subClassOf | CreditDefaultSwap |
| definition | "credit default swap in which an additional triggering event is required"@en |
| abbreviation | "CCDS"@en |
| explanatoryNote | "In a contingent credit default swap, the trigger requires both a credit event (as in a traditional credit default swap) and another specified event. The additional specified event is usually a significant movement in an index covering equities, commodities, interest rates, or some other overall measure of the economy or relevant industry."@en |
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