ONTOLOGY EXPLORER
floating leg
<https://spec.edmcouncil.org/fibo/ontology/DER/DerivativesContracts/Swaps/FloatingLeg>
プロパティと値
| プロパティ | 値 |
|---|---|
| type | Class |
| label | "floating leg" |
| subClassOf | SwapLeg |
| subClassOf | _:c14n1769 |
| definition | "swap leg whose paying party is obligated to make payments from time to time over the term of a swap calculated by reference to some variable rate, calculated based on the change in value of some underlying asset, or consisting of at least one payment of some floating amount" |
| adaptedFrom | "2006 ISDA Definitions"@en |
| adaptedFrom | "ISDA Disclosure Annex for Commodity Derivative Transactions. See https://globalmarkets.bnpparibas.com/gm/features/docs/dfdisclosures/ISDA_Commodity_Derivatives_Disclosure_Annex_04_2013.pdf"@en |