Timed Based Surface

From Open Risk Manual

Definition

Timed Based Surface. A three way relationship between three variable parameters.

This is analogous to a curve, but whereas a curve plots a relationship between two parameters in a two dimensional plane, a surface is the relationship between three parameters in a three-dimensional space. In the context of credit risk, there is a 3D relation of Rating, Term and Credit Spread, defining a 3D surface.

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 "Timed Based Surface"
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https://spec.edmcouncil.org/fibo/ontology/FND/MathExt/Math/index-en.html +