Simple Return Stream
From Open Risk Manual
Definition
Simple Return Stream. A leg defining the returns on an underlying instrument, namely the interest payments on a debt instrument or the dividends on an equity.
Does not include the appreciation on the price of the asset.
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 "Simple Return Stream"
IsDefinedBy URI of an entity that is defined via an imported vocabulary. | https://spec.edmcouncil.org/fibo/ontology/DER/DerivativesContracts/ReturnSwaps/index-en.html + |