ONTOLOGY EXPLORER
floating interest rate leg
<https://spec.edmcouncil.org/fibo/ontology/DER/RateDerivatives/IRSwaps/FloatingInterestRateLeg>
プロパティと値
| プロパティ | 値 |
|---|---|
| type | Class |
| label | "floating interest rate leg" |
| subClassOf | FloatingLeg |
| subClassOf | InterestRateSwapLeg |
| subClassOf | _:c14n1634 |
| subClassOf | _:c14n302 |
| subClassOf | _:c14n3134 |
| subClassOf | _:c14n748 |
| equivalentClass | _:c14n943 |
| definition | "floating leg in which variable interest is paid on some notional amount, linked to some underlying interest reference rate" |
| explanatoryNote | "Instead of an absolute rate you have either a variable reference rate or fixed reference rate and an offset that varies in some way, called a spread (same as margin in floating rate notes)." |
| synonym | "floating interest rate swap stream" |