Asset Return Stream

From Open Risk Manual


Asset Return Stream. A leg in which the returns on an asset are paid.

This does not refer to the return to the holder, but to the return on an underlying asset. This may be just the dividend / interest amounts on the underlying, or it may also include the increase / decrease in value of the underlying (Total Return). 10 Mar: Not used for Interest Rate Swaps. Return Leg is the non cash leg of a swap that has a cash leg. This leg type has nothing to do with Statistical leg types. A return for one negotiator is payment for the other. FpML: Return amounts of the return type swap.


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.

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