ONTOLOGY EXPLORER
dispersion leg
<https://spec.edmcouncil.org/fibo/ontology/DER/DerivativesContracts/Swaps/DispersionLeg>
プロパティと値
| プロパティ | 値 |
|---|---|
| type | Class |
| label | "dispersion leg"@en |
| subClassOf | PerformanceBasedVariableLeg |
| subClassOf | _:c14n3040 |
| definition | "floating leg of a dispersion swap that pays an amount based on the realized dispersion of the price changes of the underlying product" |
| explanatoryNote | "Underlying assets may include, for example, exchange rates, interest rates, or the price of an index."@en |
| synonym | "variance leg"@en |