Difference between revisions of "Swap Stream Interest Rate Reset Schedule"

From Open Risk Manual
(Initial Entry)
(No difference)

Revision as of 11:15, 8 October 2019

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.