CDS Fee Leg Stream

From Open Risk Manual


CDS Fee Leg Stream. Terms defining the fee leg in a CDS contract

Issues and Challenges

Review session notes: See "Fee Payment Leg" for notes on this structure. Now separated the Leg (as a side of the transaction) and the formal terms for payment of the CDS fee, as a set of Contract Terms.


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.