Price Spread Specification
From Open Risk Manual
Definition
Price Spread Specification. The specification of a price in terms of the difference between that price and some other paramater at that same point in time.
This is a class of price specifications which are specifications by way of spread, including spread between two yields, spread between two prices. The latter is relevant in Fx and Commodities for example.
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.
Facts about "Price Spread Specification"
| IsDefinedBy URI of an entity that is defined via an imported vocabulary. | https://spec.edmcouncil.org/fibo/ontology/MD/TemporalCore/TemporalConcepts/index-en.html + |
