Inflation Swap Contract
Definition
Inflation Swap Contract. A swap instrument which makes reference to an Inflation Index.
It is also possible to make reference to an individual bond interest rate under some circumstances or instances.
Notes
Not a specific schema in FpML. FpML details on fall-back bond (in definition for a yes/no field defining the presence of such a thing): 'The applicability of a fallback bond as defined in the 2006 ISDA Inflation Derivatives Definitions, sections 1.3 and 1.8. Omission of this element imples a value of true.'
Disclaimer
This entry annotates a FIBO Ontology Class. FIBO is a trademark and the FIBO Ontology is copyright of the EDM Council, released under the MIT Open Source License. There is no guarantee that the content of this page will remain aligned with, or correctly interprets, the concepts covered by the FIBO ontology.
| IsDefinedBy URI of an entity that is defined via an imported vocabulary. | https://spec.edmcouncil.org/fibo/ontology/DER/RateDerivatives/InflationSwaps/index-en.html + |
