Term
Underlying
UnderlyingThe instrument, index, or rate that a derivative's value is referenced to.
Steward: Sarah Chen
Module: DER
Used by datasets
4 columns| Dataset | Column |
|---|---|
| listed_derivative | underlying_index_code |
| listed_derivative | underlying_instrument_id |
| otc_derivative | underlying_instrument_id |
| volatility_surface | underlying_instrument_id |