Open Ontologies

ONTOLOGY EXPLORER

interest rate derivative

グラフに戻る

<https://spec.edmcouncil.org/fibo/ontology/DER/DerivativesContracts/DerivativesBasics/InterestRateDerivative>

プロパティと値

プロパティ値
typeClass
label"interest rate derivative"
subClassOfRateBasedDerivative
subClassOf_:c14n2934
equivalentClassInterestRateDerivativeInstrument
definition"rate-based derivative whose underlier is an interest rate"
example"For example, interest rate derivative strategies are the simultaneous trading of two or more rate contracts in which two counterparties agree to exchange interest rate cash flows on defined dates during an agreed period, based on a specified notional amount, from a fixed rate to a floating rate, floating to fixed, fixed to fixed, or floating to floating."
adaptedFrom"ISO 10962:2019, Securities and related financial instruments - Classification of financial instruments (CFI) code, Fourth edition, 2019-10"

この項目への参照