Interest Rate Option Strike Terms Set
From Open Risk Manual
Definition
Interest Rate Option Strike Terms Set. Terms for the exercise of the Interest Rate Option.
Also terms for the exercise of each Caplet or Floorlet in an Option Strip. These are defined in terms fo a percentage rate which is the Strike rate.
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.
Facts about "Interest Rate Option Strike Terms Set"
| IsDefinedBy URI of an entity that is defined via an imported vocabulary. | https://spec.edmcouncil.org/fibo/ontology/DER/RateDerivatives/IROptions/index-en.html + |
