Treasury Bill Reference Rate

From Open Risk Manual

Definition

Treasury Bill Reference Rate. The parameter which is the interest rate payable by the T Bill at any point in time. This therefore takes a value at any given time and has historical values in the past.


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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.