Price Structure

From Open Risk Manual

Definition

Price Structure. A structured collection of quoted prices, such as market prices for some index or security, such that volatility may be constructed for the structure


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.