Price Interpolation Specification

From Open Risk Manual

Definition

Price Interpolation Specification. A price which is an interpolation between two publicly available prices fo rths instrument.


Issues and Challenges

Establish at review whether these are always interpolations between two prices of the instrument itself, or for example an interpolation between a price of the instrument and the price of something comparable. If the latter exists, then there are two kinds of interpolation specifications for price. The term currently modeled is the interpolation between two prices of the instrument so priced.

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.