This ontology provides the parameters for foreign exchange rates, covering spot and forward rates, as well as Fx spot rate volatilities. Foreign Exchange Ontology the amount of the dealt currency which would be exchanged in a trade for which the stated spot rate applies has quotation block amount basis a predicate indicating the quote currency in an exchange rate; R units of this currency represent one unit of the base currency has quote currency a predicate indicating the settlement date of a given transaction has settlement date an exchange rate expressed as a premium on the spot rate for the currency pair is premium on the settlement period in days for a trade for which the stated spot rate applies has quotation settlement basis in days a rate of exchange between two currencies for settlement at some future point in time, expressed as a premium on the spot rate currency forward rate an indicative spot buying market rate as observed by the reporting source currency spot buy rate an indicative middle market (mean of spot buying and selling) rate as observed by the reporting source currency spot mid rate an indicative spot selling market rate as observed by the reporting source currency spot sell rate a measure of exchange rate fluctuation FX spot volatility an exchange rate quoted at a specific point in time, for a given block amount of currency as quoted against another (base) currency quoted exchange rate 1 Copyright (c) 2014-2016 EDM Council, Inc. Copyright (c) 2014-2016 Object Management Group, Inc. http://www.omg.org/techprocess/ab/SpecificationMetadata/MITLicense ForeignExchange.rdf fibo-ind-fx-fx This ontology provides the parameters for foreign exchange rates, covering spot and forward rates, as well as Fx spot rate volatilities. The http://www.omg.org/spec/EDMC-FIBO/IND/20150501/ForeignExchange/ForeignExchange.rdf version of this ontology was modified per the issue resolutions identified in the FIBO IND 1.0 FTF 2 report, namely, to take advantage of content added via the FIBO FND 1.1 with respect to higher-level concepts of Rate, ExchangeRate, and InterestRate. The http://www.omg.org/spec/EDMC-FIBO/IND/20140601/ForeignExchange/ForeignExchange.rdf version of this ontology was modified per the issue resolutions identified in the FIBO IND 1.0 FTF 1 report. http://www.omg.org/spec/EDMC-FIBO/FND/ http://www.omg.org/spec/EDMC-FIBO/IND/Indicators/Indicators/ http://www.omg.org/spec/ODM/ http://www.w3.org/standards/techs/owl#w3c_all the amount of the dealt currency which would be exchanged in a trade for which the stated spot rate applies a predicate indicating the quote currency in an exchange rate; R units of this currency represent one unit of the base currency a predicate indicating the settlement date of a given transaction an exchange rate expressed as a premium on the spot rate for the currency pair the settlement period in days for a trade for which the stated spot rate applies a rate of exchange between two currencies for settlement at some future point in time, expressed as a premium on the spot rate an indicative spot buying market rate as observed by the reporting source an indicative middle market (mean of spot buying and selling) rate as observed by the reporting source an indicative spot selling market rate as observed by the reporting source a measure of exchange rate fluctuation Mathematically, volatility is the annualized standard deviation of the daily changes in the exchange rate. OptionsEducation.org an exchange rate quoted at a specific point in time, for a given block amount of currency as quoted against another (base) currency An exchange rate of R represents a rate of R units of the quoted currency to 1 unit of the base currency.