Super-types: | None |
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Sub-types: |
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Name | FxSpotRateSource |
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Abstract | no |
Documentation | A type defining the source and time for an fx rate. |
'The primary source for where the rate observation will occur. Will typically be either a page or a reference bank published rate.'
'An alternative, or secondary, source for where the rate observation will occur. Will typically be either a page or a reference bank published rate.'
'The time at which the spot currency exchange rate will be observed. It is specified as a time in a specific business center, e.g. 11:00am London time.'