Set Of Equity Index Constituents Observable

From Open Risk Manual

Definition

Set Of Equity Index Constituents Observable. An observable (underlying) which is made up of a set of constituents of an index.

This is a relative "Underlying" term which should include all facts about how the set of constituents is determined, made up and observed e.g. where price source should be. This is in line with how all observables are done. This then has an identity in the form of a "Set of Index Constituents" that is the actual collection itself.

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.