Asset Underlier

From Open Risk Manual


Asset Underlier. An underlier consisting of one or more of a basket of securities, individual securities, or security indices

This may be an equity (single stock), an equity index, bond, basket of stocks and so on. Different types of options, swaps (swal floating leg) and so on, may have specific types of underlyer from this list.


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.