FX Value


FX Value is a direct subtype of Price Value
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with functions FX Value Functions, keys FX Value keys and example object FXVal#1

TYPE INCLUSION RELATIONSHIPS

Price Value

FX Value

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AVAILABLE FUNCTIONS

Create

Settle Date

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AVAILABLE CREATE FUNCTION KEYS

FX

Spot Rate

Settlement

Spot Date

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TYPICAL OBJECTS OF TYPE FX Value

FXVal

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This type represents the realized (or assumed) value of a foreign exchange rate BASE/QUOTE, i.e. the price of a given currency BASE in units of another currency QUOTE observed at some given date.
In Deriscope terminology, it holds the Quotable Value of a specific object of type FX.