{"iri":"https://spec.edmcouncil.org/fibo/ontology/DER/DerivativesContracts/Swaps/CorrelationLeg","label":"correlation leg","definition":"floating leg of a correlation swap that pays an amount based on the observed average correlation of the prices of a collection of underlying products","license":"https://spdx.org/licenses/MIT","source":"fibo","source_url":"https://spec.edmcouncil.org/fibo/"}