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Research draft

exchange rate

vr.tr.exchange-rate · XCT.REL

Let an agent state exchange rates with pair, direction, date, source and type, and not give personalised financial advice.

Thing Registry Cross-cutting context

Research draft, second pass

A second pass drafted this model: the structure a model of this thing needs, and what is known about it in the world. The line under this one says how the second half was obtained - researched against sources, or recalled without web access, in which case nothing here was read anywhere and every claim is a lead to verify. Unreviewed either way.

written by Claude from model knowledge without web access - no source was read, every claim is a lead to verify

Researched by: Claude

Purpose and description

Let an agent state exchange rates with pair, direction, date, source and type, and not give personalised financial advice.

The price of one currency expressed in another, used to convert amounts; rates may be fixed or floating, nominal or real, bilateral or trade-weighted.

What it is for: Converting prices, payments and accounts between currencies.

It can be convert amounts; quote it, as bid, ask or mid; track it over time; set or peg it, as central banks may do.

Distinguishing features

Direction matters: EUR/USD is USD per EUR

Mid-market differs from rates offered to customers

Nominal and real rates differ

Fixed and floating regimes

What it looks like

A number such as EUR/USD 1.10, on screens, websites and receipts.

How it is recognised

Currency pair notation such as EUR/USD

Bid, ask and mid rates

Cross rates between non-dollar currencies (Kreuzkurs)

Related models

is a kind of - price ratio

ratio

relates - pair

currency to currency

is set by - regime

market or central bank

is used in - cross-border

payment

In practice

Families and kinds

fixed and floating rates

nominal and real rates

spot and forward rates

trade-weighted effective rates

cross rates

Identifiers

ISO 4217 pair three-letter codes currency pair

Standards and regulation

Central bank reference rates such as ECB euro reference rates

EU Cross-Border Payments Regulation on currency conversion transparency

Benchmark regulation

Failure modes and hazards

Inverting the pair

Hidden markups in consumer rates

Stale rates

Presenting forecasts as advice

Also called

fixed exchange ratereal exchange rateJapanese Yen rateKreuzkursnominal exchange rateTrade-weighted effective exchange rate indexUSD/CNYXBT/USDfloating exchange rate

Where this came from

wikidata · CC0 1.0

Drafted structure

Bundle to layer to finding to question, as the second pass will find it: 4 bundles · 8 layers · 8 findings · 16 questions.

Quote Pair, direction, value.

Direction errors are common.

Pair

Base and quote currency.

Pair

The currency pair.

  1. Which currency pair, and in which direction? definition
  2. Is the value units of quote per unit of base? boundary

Value

Rate and time.

Rate

The rate and timestamp.

  1. What is the rate, and at what time? measurement
  2. From which source? provenance
Type Kind of rate.

Different rates answer different questions.

Kind

Spot, forward, reference.

Kind

Type of rate.

  1. Is this a spot, forward or reference rate? definition
  2. Is it mid, bid or ask? definition

Regime

Fixed or floating.

Regime

Exchange rate regime.

  1. Is the currency fixed, pegged or floating? definition
  2. Are there multiple official rates? boundary
Conversion Using the rate.

Conversions should disclose costs.

Amount

Converted amount.

Conversion

Converted amount.

  1. What is the converted amount at this rate? measurement
  2. What fees or markups apply? measurement

Disclosure

Transparency.

Disclosure

Required disclosures.

  1. Is the markup over the reference rate disclosed? boundary
  2. Which regulation requires it? provenance
Limits No financial advice.

Rates move; agents must not advise on trading.

History

Past rates.

History

Historical data.

  1. What was the rate on a past date, from which source? provenance
  2. How volatile has it been? measurement

Advice

Boundaries.

Advice limits

What not to say.

  1. Is the user asking for trading or investment advice? boundary
  2. How should the agent respond? action

What the second pass must settle

  • Should rate types be separate entries?
  • Which reference sources should agents prefer?
  • How should agents disclose markups?