ONTOLOGY EXPLORER
capital-protected product
<https://spec.edmcouncil.org/fibo/ontology/DER/DerivativesContracts/StructuredInstruments/CapitalProtectedProduct>
プロパティと値
| プロパティ | 値 |
|---|---|
| type | Class |
| label | "capital-protected product"@en |
| subClassOf | StructuredProduct |
| definition | "structured product that participates in the performance of a financial asset, such as a stock, fund or index, while protecting the investor's capital"@en |
| note | "Capital protected structured instruments offer investors exposure to chosen underlying assets using various approaches and offering a large variety of asymmetric pay-off profiles. There are one or more reference entities underlying the product. Redemption is made at least in the amount of the conditional capital protection at maturity, provided that no credit event by the reference entity has occurred. Conditional capital protection only applies to the nominal amount and not to the purchase price. The general functioning of a capital guaranteed structured instrument is as follows: the notional amount is split into a zero bond, that will deliver the capital guarantee at maturity, and the difference between the zero bond's value (= present value of the guarantee level at maturity) and the notional amount is used for structuring the performance component with options which deliver the agreed pay-off profile of the structured instrument."@en |
| abbreviation | "CPI"@en |
| adaptedFrom | "ISO 10962, Securities and related financial instruments - Classification of financial instruments (CFI) code, Fifth edition, 2021-06-15, clause 6.4.7"@en |
| explanatoryNote | "Depending on the product, they may participate to varying degrees in the underlying asset's upside and protect the capital either entirely or partially."@en |
| synonym | "capital protected investment"@en |