ONTOLOGY EXPLORER
cashflow terms
<https://spec.edmcouncil.org/fibo/ontology/DER/DerivativesContracts/DerivativesBasics/CashflowTerms>
プロパティと値
| プロパティ | 値 |
|---|---|
| type | Class |
| label | "cashflow terms" |
| subClassOf | DerivativeTerms |
| subClassOf | DebtTerms |
| definition | "terms setting out a cashflow structure of payments committed to by one party to a contract" |
| editorialNote | "Swap cashflows are known as Swapstreams and are the terms for payment to and from either party. These are defined in swap transaction messages and represent the terms of the contract implied by that transaction. Options (Nordea reviews): Cashflows are defined as Payouts. This is not the same as a model of a cashflow which is a consequence of applying some legal term for payment of interest or principal, but is a commitment expressed in purely cashflow terms. Review this though. Payout terms include: Values - values can only go up or down; Static values are defined for limits and the like. i.e. Constraints (and direction) - this covers caps and floors - these are read upward or downward Conditionality Formula relations (Input and Output): - these are values - these may have a cap or a floor on them also - these also may have Multiplication - there is also fixed margin - may have addition or substraction between these Linearity in covered in the above Timing / expiry Observaton (not terms): Probability Sensitivity" |