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SEC-174 #comment - revised property names in the IR Swaps examples to…
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… use current property names

Signed-off-by: Elisa Kendall <[email protected]>
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@ElisaKendall
ElisaKendall committed Jan 28, 2022
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Showing 1 changed file with 11 additions and 7 deletions.
18 changes: 11 additions & 7 deletions DER/RateDerivatives/IRSwapExampleIndividuals.rdf
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<!ENTITY fibo-fnd-arr-doc "https://spec.edmcouncil.org/fibo/ontology/FND/Arrangements/Documents/">
<!ENTITY fibo-fnd-dt-bd "https://spec.edmcouncil.org/fibo/ontology/FND/DatesAndTimes/BusinessDates/">
<!ENTITY fibo-fnd-dt-fd "https://spec.edmcouncil.org/fibo/ontology/FND/DatesAndTimes/FinancialDates/">
<!ENTITY fibo-fnd-pas-pas "https://spec.edmcouncil.org/fibo/ontology/FND/ProductsAndServices/ProductsAndServices/">
<!ENTITY fibo-fnd-plc-loc "https://spec.edmcouncil.org/fibo/ontology/FND/Places/Locations/">
<!ENTITY fibo-fnd-rel-rel "https://spec.edmcouncil.org/fibo/ontology/FND/Relations/Relations/">
<!ENTITY fibo-fnd-utl-av "https://spec.edmcouncil.org/fibo/ontology/FND/Utilities/AnnotationVocabulary/">
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xmlns:fibo-fnd-arr-doc="https://spec.edmcouncil.org/fibo/ontology/FND/Arrangements/Documents/"
xmlns:fibo-fnd-dt-bd="https://spec.edmcouncil.org/fibo/ontology/FND/DatesAndTimes/BusinessDates/"
xmlns:fibo-fnd-dt-fd="https://spec.edmcouncil.org/fibo/ontology/FND/DatesAndTimes/FinancialDates/"
xmlns:fibo-fnd-pas-pas="https://spec.edmcouncil.org/fibo/ontology/FND/ProductsAndServices/ProductsAndServices/"
xmlns:fibo-fnd-plc-loc="https://spec.edmcouncil.org/fibo/ontology/FND/Places/Locations/"
xmlns:fibo-fnd-rel-rel="https://spec.edmcouncil.org/fibo/ontology/FND/Relations/Relations/"
xmlns:fibo-fnd-utl-av="https://spec.edmcouncil.org/fibo/ontology/FND/Utilities/AnnotationVocabulary/"
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<dct:abstract>This ontology provides examples of how to represent individuals for interest rate swaps and swap legs based on the Mizuho mocked-up sample data provided in the FIBO wiki.</dct:abstract>
<dct:license rdf:datatype="&xsd;anyURI">http://opensource.org/licenses/MIT</dct:license>
<sm:contentLanguage rdf:resource="https://www.w3.org/TR/owl2-quick-reference/"/>
<sm:copyright>Copyright (c) 2018-2021 EDM Council, Inc.</sm:copyright>
<sm:copyright>Copyright (c) 2018-2021 Object Management Group, Inc.</sm:copyright>
<sm:copyright>Copyright (c) 2018-2022 EDM Council, Inc.</sm:copyright>
<sm:copyright>Copyright (c) 2018-2022 Object Management Group, Inc.</sm:copyright>
<sm:dependsOn rdf:datatype="&xsd;anyURI">https://spec.edmcouncil.org/fibo/ontology/FBC/</sm:dependsOn>
<sm:dependsOn rdf:datatype="&xsd;anyURI">https://spec.edmcouncil.org/fibo/ontology/FND/</sm:dependsOn>
<sm:dependsOn rdf:datatype="&xsd;anyURI">https://spec.edmcouncil.org/fibo/ontology/IND/</sm:dependsOn>
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<owl:imports rdf:resource="https://spec.edmcouncil.org/fibo/ontology/FND/DatesAndTimes/BusinessDates/"/>
<owl:imports rdf:resource="https://spec.edmcouncil.org/fibo/ontology/FND/DatesAndTimes/FinancialDates/"/>
<owl:imports rdf:resource="https://spec.edmcouncil.org/fibo/ontology/FND/Places/Locations/"/>
<owl:imports rdf:resource="https://spec.edmcouncil.org/fibo/ontology/FND/ProductsAndServices/ProductsAndServices/"/>
<owl:imports rdf:resource="https://spec.edmcouncil.org/fibo/ontology/FND/Relations/Relations/"/>
<owl:imports rdf:resource="https://spec.edmcouncil.org/fibo/ontology/FND/Utilities/AnnotationVocabulary/"/>
<owl:imports rdf:resource="https://spec.edmcouncil.org/fibo/ontology/IND/InterestRates/CommonInterestRates/"/>
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<owl:imports rdf:resource="https://spec.edmcouncil.org/fibo/ontology/SEC/Securities/SecuritiesIdentification/"/>
<owl:imports rdf:resource="https://spec.edmcouncil.org/fibo/ontology/SEC/Securities/SecurityAssets/"/>
<owl:imports rdf:resource="https://www.omg.org/spec/LCC/Languages/LanguageRepresentation/"/>
<owl:versionIRI rdf:resource="https://spec.edmcouncil.org/fibo/ontology/DER/20210101/RateDerivatives/IRSwapExampleIndividuals/"/>
<owl:versionIRI rdf:resource="https://spec.edmcouncil.org/fibo/ontology/DER/20220101/RateDerivatives/IRSwapExampleIndividuals/"/>
<skos:changeNote>The https://spec.edmcouncil.org/fibo/ontology/DER/20200601/RateDerivatives/IRSwapExampleIndividuals.rdf version of this ontology was revised to replace uses of hasTag in Relations with hasTag from LCC, as the more complex union of datatypes in the Relations concept is not needed here.</skos:changeNote>
<skos:changeNote>The https://spec.edmcouncil.org/fibo/ontology/DER/20200701/RateDerivatives/IRSwapExampleIndividuals.rdf version of this ontology was modified to move the property &apos;exchanges&apos; to FND given that it could be applied more generally than with respect to swaps only.</skos:changeNote>
<skos:changeNote>The https://spec.edmcouncil.org/fibo/ontology/DER/20210101/RateDerivatives/IRSwapExampleIndividuals.rdf version of this ontology was modified to correct properties that were modified in the main ontology but not in the examples.</skos:changeNote>
<fibo-fnd-utl-av:hasMaturityLevel rdf:resource="&fibo-fnd-utl-av;Release"/>
</owl:Ontology>

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<rdf:type rdf:resource="&fibo-der-rtd-irswp;FixedInterestRateLeg"/>
<rdfs:label>contract leg 1 IY7VKEUR45886</rdfs:label>
<skos:definition>contract IY7VKEUR45886 swap leg 1 that is a fixed interest rate leg</skos:definition>
<fibo-der-drc-swp:hasPayingParty rdf:resource="&fibo-der-rtd-irsind;SwapContractParty-ZZZWWK96TRQY0F2IY7VK"/>
<fibo-der-drc-swp:hasReceivingParty rdf:resource="&fibo-der-rtd-irsind;SwapContractParty-A"/>
<fibo-fbc-dae-dbt:hasInterestRate rdf:resource="&fibo-der-rtd-irsind;ContractLeg1-IY7VKEUR45886-InterestRate"/>
<fibo-fnd-acc-cur:hasNotionalAmount rdf:resource="&fibo-der-rtd-irsind;ContractLeg1-IY7VKEUR45886-NotionalAmount"/>
<fibo-fnd-agr-ctr:hasEffectiveDate rdf:resource="&fibo-der-rtd-irsind;ContractLeg1-IY7VKEUR45886-EffectiveDate"/>
<fibo-fnd-arr-doc:hasTerminationDate rdf:resource="&fibo-der-rtd-irsind;ContractLeg1-IY7VKEUR45886-TerminationDate"/>
<fibo-fnd-pas-pas:hasBuyer rdf:resource="&fibo-der-rtd-irsind;SwapContractParty-ZZZWWK96TRQY0F2IY7VK"/>
<fibo-fnd-pas-pas:hasSeller rdf:resource="&fibo-der-rtd-irsind;SwapContractParty-A"/>
<fibo-fnd-rel-rel:isMandatedBy rdf:resource="&fibo-der-rtd-irsind;Contract-IY7VKEUR45886"/>
<fibo-fnd-utl-av:explanatoryNote>Need to create the 1st period fixing date, payment days offset, discount notional amount, average remaining notional currency, net present value currency (pair, of type monetary amount)</fibo-fnd-utl-av:explanatoryNote>
<fibo-sec-dbt-dbti:hasInterestPaymentTerms rdf:resource="&fibo-der-rtd-irsind;ContractLeg1-IY7VKEUR45886-InterestPaymentTerms"/>
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<rdf:type rdf:resource="&fibo-der-rtd-irswp;FloatingInterestRateLeg"/>
<rdfs:label>contract leg 2 IY7VKEUR45886</rdfs:label>
<skos:definition>contract IY7VKEUR45886 swap leg 2 that is a floating interest rate leg</skos:definition>
<fibo-der-drc-swp:hasPayingParty rdf:resource="&fibo-der-rtd-irsind;SwapContractParty-A"/>
<fibo-der-drc-swp:hasReceivingParty rdf:resource="&fibo-der-rtd-irsind;SwapContractParty-ZZZWWK96TRQY0F2IY7VK"/>
<fibo-fbc-dae-dbt:hasInterestRate rdf:resource="&fibo-der-rtd-irsind;ContractLeg2-IY7VKEUR45886-InterestRate"/>
<fibo-fnd-acc-cur:hasNotionalAmount rdf:resource="&fibo-der-rtd-irsind;ContractLeg2-IY7VKEUR45886-NotionalAmount"/>
<fibo-fnd-agr-ctr:hasEffectiveDate rdf:resource="&fibo-der-rtd-irsind;ContractLeg2-IY7VKEUR45886-EffectiveDate"/>
<fibo-fnd-arr-doc:hasTerminationDate rdf:resource="&fibo-der-rtd-irsind;ContractLeg2-IY7VKEUR45886-TerminationDate"/>
<fibo-fnd-pas-pas:hasBuyer rdf:resource="&fibo-der-rtd-irsind;SwapContractParty-A"/>
<fibo-fnd-pas-pas:hasSeller rdf:resource="&fibo-der-rtd-irsind;SwapContractParty-ZZZWWK96TRQY0F2IY7VK"/>
<fibo-fnd-rel-rel:isMandatedBy rdf:resource="&fibo-der-rtd-irsind;Contract-IY7VKEUR45886"/>
<fibo-fnd-utl-av:explanatoryNote>Need to create the interest rate reset schedule or add a simple payment frequency, need a separate property for reference interest rate, need rate tenor</fibo-fnd-utl-av:explanatoryNote>
<fibo-sec-dbt-dbti:hasInterestPaymentTerms rdf:resource="&fibo-der-rtd-irsind;ContractLeg2-IY7VKEUR45886-InterestPaymentTerms"/>
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