Tranche Notes Parameters

From Open Risk Manual

Definition

Tranche Notes Parameters. One set of information defining the notes breakdown of one tranche. Covers denominations and amounts that you can byu of the instrument in this tranche. Q: Is this really defined in the prospectus? A: yes The prospectus lists the characteristics including e.g. "The notes will be sold in denominations of X AND Increuemtns of Y e.g. $250 000 incremented by $1000. Parameters include: Denominations Minimum amounts what else? Term origin:MBS PoC Reviews


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.