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.


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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.