ONTOLOGY EXPLORER
index credit default swap
<https://spec.edmcouncil.org/fibo/ontology/DER/CreditDerivatives/CreditDefaultSwaps/IndexCreditDefaultSwap>
プロパティと値
| プロパティ | 値 |
|---|---|
| type | Class |
| label | "index credit default swap"@en |
| subClassOf | MultiNameCreditDefaultSwap |
| definition | "credit default swap that references a family of standardized credit derivative indices, where the underlying reference entities are a defined basket of credit from a particular geographic region (e.g. Asia, North America, Europe), and/or credit rating level (e.g. emerging markets, high yield, investment grade)"@en |
| adaptedFrom | "Draft paper on Credit Default Swaps from the Federal Reserve Board, available at https://www.federalreserve.gov/econres/feds/files/2022023pap.pdf" |
| adaptedFrom | "ISO 10962:2019, Securities and related financial instruments - Classification of financial instruments (CFI) code" |
| explanatoryNote | "Credit default indices trade in standard maturities, and the reference entities are typically the most liquid; the reference portfolio is reassessed periodically to maintain this."@en |
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