ONTOLOGY EXPLORER
index tranche credit default swap
<https://spec.edmcouncil.org/fibo/ontology/DER/CreditDerivatives/CreditDefaultSwaps/IndexTrancheCreditDefaultSwap>
プロパティと値
| プロパティ | 値 |
|---|---|
| type | Class |
| label | "index tranche credit default swap"@en |
| subClassOf | MultiNameCreditDefaultSwap |
| definition | "credit default swap that references a synthetic collateralized debt obligation (CDO) based on a credit index where each tranche references a different segment of the loss distribution of the underlying index"@en |
| adaptedFrom | "ISO 10962:2019, Securities and related financial instruments - Classification of financial instruments (CFI) code" |
| explanatoryNote | "Each tranche has a different priority of claims on the principal and interest flows from the collateral pool, and is traditionally portioned into rising levels of seniority."@en |
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