FX Volatility Option
From Open Risk Manual
Definition
FX Volatility Option. An option on the volatility of an FX rate. Further Note: Not found in FpML product definitions or taxonomy.
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 "FX Volatility Option"
| IsDefinedBy URI of an entity that is defined via an imported vocabulary. | https://spec.edmcouncil.org/fibo/ontology/DER/FxDerivatives/FxOptions/index-en.html + |
