Locally Derived Price

From Open Risk Manual

Definition

Locally Derived Price. A price derived locally from information supplied by a market data vendor such as an end of day spread.


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.