Dispersion Swap Index Constituents Leg Terms
From Open Risk Manual
Definition
Dispersion Swap Index Constituents Leg Terms. The side of a dispersion swap where the underlying is a defined sub-set of an index, i.e. a set of constituents of that index.
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 "Dispersion Swap Index Constituents Leg Terms"
IsDefinedBy URI of an entity that is defined via an imported vocabulary. | https://spec.edmcouncil.org/fibo/ontology/DER/AssetDerivatives/EquitySwaps/index-en.html + |