Swap Stream Interest Rate Reset Schedule
From Open Risk Manual
Definition
Swap Stream Interest Rate Reset Schedule. A parametric schedule of reset dates
Issues and Challenges
These may more commonly be expressed as an offset of the Calculation dates, however the creation of a schedule specifically for reset dates is allowed for.
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 "Swap Stream Interest Rate Reset Schedule"
| IsDefinedBy URI of an entity that is defined via an imported vocabulary. | https://spec.edmcouncil.org/fibo/ontology/DER/RateDerivatives/IRSwaps/index-en.html + |
