F X Rate

FXRateMD

Exchange rate between two currencies — how many units of the quote currency one unit of the base currency buys.

Datasets representing this concept

1 dataset

Dataset	Role	Pure
fx_rate_eod	primary	Pure Model ->

Pure Class

FIBO-grounded class definition for this concept: properties, multiplicities, and source-column annotations. Per-dataset Mapping and Table blocks live on each dataset's Pure Model tab.

<<Lineage.parquetBacked>>
{Lineage.parquetPath = 'out/parquet/fx_rate_eod/**/*.parquet', Lineage.fiboModule = 'MD', Lineage.fiboConcept = 'FXRate', Lineage.datasetTitle = 'End-of-Day FX Rates'}
// Daily mid, bid, and ask rates between currency pairs, used to convert non-base-currency holdings.
Class fibo::md::FXRate
{
    // AsOfDate: The business date as of which a snapshot was taken (positions, prices, NAV, etc.).
    asOfDate : StrictDate[1];
    // ISO4217CurrencyCode: Three-letter code (e.g., USD, EUR, JPY) that uniquely identifies a currency under ISO 4217.
    baseCurrency : String[1];
    // ISO4217CurrencyCode: Three-letter code (e.g., USD, EUR, JPY) that uniquely identifies a currency under ISO 4217.
    quoteCurrency : String[1];
    // MidPrice: Midpoint between bid and ask, often used as a fair-value reference.
    mid : Decimal[1];
    // BidPrice: Highest price a buyer is willing to pay.
    bid : Decimal[0..1];
    // AskPrice: Lowest price a seller is willing to accept.
    ask : Decimal[0..1];
    // Source: Origin of the data (vendor, system, internal calculation), used for lineage and quality assessment.
    source : String[0..1];
}