Interest Rate Swap Leg
From Open Risk Manual
Definition
Interest Rate Swap Leg. The components specifiying an interest rate stream, including both a parametric and cashflow representation for the stream of payments
Synonyms
- Interest Rate Swap Stream
Issues and Challenges
In IR markets there is no real distinction between an IR leg and a return leg, rather there are 2 funding legs.
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 Swap Leg"
| IsDefinedBy URI of an entity that is defined via an imported vocabulary. | https://spec.edmcouncil.org/fibo/ontology/DER/RateDerivatives/IRSwaps/index-en.html + |
