Underlying Valuation
From Open Risk Manual
Definition
Underlying Valuation. The act of valuation of the underlying on some OTC Derivative.
Issues and Challenges
Abstracted from FpML term for calculation Agent and Valuation terms as referred to in Equity Forward and presumably other derivatives also.
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.
