Total Return Leg
From Open Risk Manual
Definition
Total Return Leg. The leg of a swap in which the total return on an asset is paid.
The terminology is used in Total Return Swap Contract. This is distinguished from the more general Return Leg by the addition of increase or decrease in the value of the underlying 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 "Total Return Leg"
| IsDefinedBy URI of an entity that is defined via an imported vocabulary. | https://spec.edmcouncil.org/fibo/ontology/DER/AssetDerivatives/EquitySwaps/index-en.html + |
