{"iri":"https://spec.edmcouncil.org/fibo/ontology/DER/RateDerivatives/IRSwaps/ZeroCouponInterestRateSwap","label":"zero coupon interest rate swap","definition":"interest rate swap in which the fixed rate cash flows are compounded and paid once on the expiration date, rather than periodically; the payments on the other side (which can be based on a floating interest rate or a fixed rate) follow typical swap payment schedules","license":"https://spdx.org/licenses/MIT","source":"fibo","source_url":"https://spec.edmcouncil.org/fibo/"}