Valuation Time Type
From Open Risk Manual
Definition
Valuation Time Type. The time of day at which the calculation agent values the underlying, for example the official closing time of the exchange.
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 "Valuation Time Type"
| IsDefinedBy URI of an entity that is defined via an imported vocabulary. | https://spec.edmcouncil.org/fibo/ontology/DER/DerivativesContracts/Forwards/index-en.html + |
