ONTOLOGY EXPLORER
equity correlation swap
<https://spec.edmcouncil.org/fibo/ontology/DER/SecurityBasedDerivatives/EquitySwaps/EquityCorrelationSwap>
プロパティと値
| プロパティ | 値 |
|---|---|
| type | Class |
| label | "equity correlation swap"@en |
| subClassOf | CorrelationSwap |
| subClassOf | EquitySwap |
| definition | "correlation swap that allows one to hedge risks associated with the observed average correlation of a collection of underlying equity products"@en |
| explanatoryNote | "The underlier for the leg can be any of (1) dividend stream for a single stock, (2) change in value for a single share, (3) change in value for a basket of shares, (4) change in value for an index, (5) value of a dividend stream for a basket of shares, or (6) comparison of the change in value of a given share or basket or index against something else - for example, a single share against an index, which is the thing you are cross-correlating with the volatility of the share."@en |
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