Currency Basket

From Open Risk Manual

Definition

Currency Basket. A selected group of currencies, in which the weighted average is used as a measure of the value or the amount of an obligation


See Also

  • Codes for the representation of currencies and funds, ISO 4217, Eighth edition, 2015-08-01, section 3.2


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.