ONTOLOGY EXPLORER
rate-based derivative
<https://spec.edmcouncil.org/fibo/ontology/DER/DerivativesContracts/DerivativesBasics/RateBasedDerivative>
プロパティと値
| プロパティ | 値 |
|---|---|
| type | Class |
| label | "rate-based derivative" |
| subClassOf | DerivativeInstrument |
| subClassOf | _:c14n1490 |
| equivalentClass | RateBasedDerivativeInstrument |
| definition | "derivative instrument where the holder has the right but may not have the obligation, depending on the nature of the instrument, to enter into the underlying contract, or pay or receive payment related to the underlying financial rate (or rate contract) on a specified future date based on a specified future rate and term" |
| example | "Examples of rate-based derivatives include interest rate swaps, forward rate agreements (FRAs), and interest rate options such as caps, floors, and collars." |
| adaptedFrom | "ISO 10962:2019, Securities and related financial instruments - Classification of financial instruments (CFI) code, Fourth edition, 2019-10" |
| explanatoryNote | "Rate-based derivatives derive their value from movements in some rate, e.g, an interest rate, market rate, economic indicator, statistical measure calculated over some collection of indices, rather than from traditional assets like stocks or commodities. They are commonly used by institutions to manage risks associated with interest rate fluctuations." |