ONTOLOGY EXPLORER
overnight index swap
<https://spec.edmcouncil.org/fibo/ontology/DER/RateDerivatives/IRSwaps/OvernightIndexSwap>
プロパティと値
| プロパティ | 値 |
|---|---|
| type | Class |
| label | "overnight index swap"@en |
| subClassOf | InterestRateSwap |
| subClassOf | _:c14n808 |
| definition | "swap in which the periodic payments for one leg are based on an overnight interest rate index multiplied by the same notional amount upon which payments for the other leg of the swap are based"@en |
| abbreviation | "OIS swap"@en |
| adaptedFrom | "ISO 10962, Securities and related financial instruments - Classification of financial instruments (CFI) code, Fifth edition, 2021-06-15"@en |
| explanatoryNote | "The interest of the overnight rate portion of the swap is compounded and paid at reset dates. The present value for the leg is determined by either compounding of the overnight rate or by taking the geometric average of the rate over a given period."@en |
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