ONTOLOGY EXPLORER
correlation leg
<https://spec.edmcouncil.org/fibo/ontology/DER/DerivativesContracts/Swaps/CorrelationLeg>
プロパティと値
| プロパティ | 値 |
|---|---|
| type | Class |
| label | "correlation leg"@en |
| subClassOf | PerformanceBasedVariableLeg |
| subClassOf | _:c14n1122 |
| definition | "floating leg of a correlation swap that pays an amount based on the observed average correlation of the prices of a collection of underlying products"@en |
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