ONTOLOGY EXPLORER
excess return swap
<https://spec.edmcouncil.org/fibo/ontology/DER/DerivativesContracts/Swaps/ExcessReturnSwap>
プロパティと値
| プロパティ | 値 |
|---|---|
| type | Class |
| label | "excess return swap"@en |
| subClassOf | IndexReturnSwap |
| definition | "return swap in which the change in the level of the index will be equal to the returns generated primarily by the changes in price of each of the contracts that comprise the index"@en |
| adaptedFrom | "ISDA Disclosure Annex for Commodity Derivative Transactions. See https://globalmarkets.bnpparibas.com/gm/features/docs/dfdisclosures/ISDA_Commodity_Derivatives_Disclosure_Annex_04_2013.pdf"@en |
この項目への参照
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