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- Definition Aggregate notional amount specified by the derivative(s). Expressed as an absolute value. Reference 1: http://www.xbrl.org/2003/role/presentationRef
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- Definition The average strike swap rate factored into the payment amount calculation on determination date on the group of constant maturity swaps. No definition available.
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- Definition Cost (or upfront payable/receivable) as of the balance sheet date of the derivative or group of derivatives. No definition available.
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- Definition The aggregate net gain (loss) from increase (decrease) in fair value of derivatives. No definition available.
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- Definition Fair value of the assets less the liabilities of a derivative or group of derivatives. Reference 1: http://www.xbrl.org/2003/role/presentationRef
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- Definition Line items represent financial concepts included in a table. These concepts are used to disclose reportable information associated with domain members defined in one or many axes to the table. No definition available.
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