Debt Margin Spread

From Open Risk Manual

Definition

Debt Margin Spread. The spread between a Bid Price and an Offer Price.

This is the spread between the two prices, in whichever way those are specified. So for example a margin spread may be the margin between two prices each specified as a yield spread or in percentage terms.

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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.