FX Option Leg

From Open Risk Manual

Definition

FX Option Leg. A standard FX OTC option (European or American) which may be a complete trade in its own right or part of a trade strategy. FpML A type that is used for describing a standard FX OTC option (European or American) which may be a complete trade in its own right or part of a trade strategy.


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.