src/IND/MarketIndices/BasketIndices.rdf

<?xml version="1.0" encoding="UTF-8"?>
<!DOCTYPE rdf:RDF [
	<!ENTITY cmns-av "https://www.omg.org/spec/Commons/AnnotationVocabulary/">
	<!ENTITY cmns-cls "https://www.omg.org/spec/Commons/Classifiers/">
	<!ENTITY cmns-col "https://www.omg.org/spec/Commons/Collections/">
	<!ENTITY cmns-cxtdsg "https://www.omg.org/spec/Commons/ContextualDesignators/">
	<!ENTITY cmns-dt "https://www.omg.org/spec/Commons/DatesAndTimes/">
	<!ENTITY dct "http://purl.org/dc/terms/">
	<!ENTITY fibo-fbc-dae-cre "https://spec.edmcouncil.org/fibo/ontology/FBC/DebtAndEquities/CreditEvents/">
	<!ENTITY fibo-fbc-dae-dbt "https://spec.edmcouncil.org/fibo/ontology/FBC/DebtAndEquities/Debt/">
	<!ENTITY fibo-fbc-pas-fpas "https://spec.edmcouncil.org/fibo/ontology/FBC/ProductsAndServices/FinancialProductsAndServices/">
	<!ENTITY fibo-fnd-acc-cur "https://spec.edmcouncil.org/fibo/ontology/FND/Accounting/CurrencyAmount/">
	<!ENTITY fibo-fnd-agr-ctr "https://spec.edmcouncil.org/fibo/ontology/FND/Agreements/Contracts/">
	<!ENTITY fibo-fnd-arr-cls "https://spec.edmcouncil.org/fibo/ontology/FND/Arrangements/ClassificationSchemes/">
	<!ENTITY fibo-fnd-arr-doc "https://spec.edmcouncil.org/fibo/ontology/FND/Arrangements/Documents/">
	<!ENTITY fibo-fnd-dt-fd "https://spec.edmcouncil.org/fibo/ontology/FND/DatesAndTimes/FinancialDates/">
	<!ENTITY fibo-fnd-pty-rl "https://spec.edmcouncil.org/fibo/ontology/FND/Parties/Roles/">
	<!ENTITY fibo-fnd-qt-qtu "https://spec.edmcouncil.org/fibo/ontology/FND/Quantities/QuantitiesAndUnits/">
	<!ENTITY fibo-fnd-rel-rel "https://spec.edmcouncil.org/fibo/ontology/FND/Relations/Relations/">
	<!ENTITY fibo-fnd-utl-alx "https://spec.edmcouncil.org/fibo/ontology/FND/Utilities/Analytics/">
	<!ENTITY fibo-fnd-utl-av "https://spec.edmcouncil.org/fibo/ontology/FND/Utilities/AnnotationVocabulary/">
	<!ENTITY fibo-ind-mkt-bas "https://spec.edmcouncil.org/fibo/ontology/IND/MarketIndices/BasketIndices/">
	<!ENTITY fibo-sec-eq-eq "https://spec.edmcouncil.org/fibo/ontology/SEC/Equities/EquityInstruments/">
	<!ENTITY fibo-sec-sec-bsk "https://spec.edmcouncil.org/fibo/ontology/SEC/Securities/Baskets/">
	<!ENTITY fibo-sec-sec-cls "https://spec.edmcouncil.org/fibo/ontology/SEC/Securities/SecuritiesClassification/">
	<!ENTITY owl "http://www.w3.org/2002/07/owl#">
	<!ENTITY rdf "http://www.w3.org/1999/02/22-rdf-syntax-ns#">
	<!ENTITY rdfs "http://www.w3.org/2000/01/rdf-schema#">
	<!ENTITY skos "http://www.w3.org/2004/02/skos/core#">
	<!ENTITY xsd "http://www.w3.org/2001/XMLSchema#">
]>
<rdf:RDF xml:base="https://spec.edmcouncil.org/fibo/ontology/IND/MarketIndices/BasketIndices/"
	xmlns:cmns-av="https://www.omg.org/spec/Commons/AnnotationVocabulary/"
	xmlns:cmns-cls="https://www.omg.org/spec/Commons/Classifiers/"
	xmlns:cmns-col="https://www.omg.org/spec/Commons/Collections/"
	xmlns:cmns-cxtdsg="https://www.omg.org/spec/Commons/ContextualDesignators/"
	xmlns:cmns-dt="https://www.omg.org/spec/Commons/DatesAndTimes/"
	xmlns:dct="http://purl.org/dc/terms/"
	xmlns:fibo-fbc-dae-cre="https://spec.edmcouncil.org/fibo/ontology/FBC/DebtAndEquities/CreditEvents/"
	xmlns:fibo-fbc-dae-dbt="https://spec.edmcouncil.org/fibo/ontology/FBC/DebtAndEquities/Debt/"
	xmlns:fibo-fbc-pas-fpas="https://spec.edmcouncil.org/fibo/ontology/FBC/ProductsAndServices/FinancialProductsAndServices/"
	xmlns:fibo-fnd-acc-cur="https://spec.edmcouncil.org/fibo/ontology/FND/Accounting/CurrencyAmount/"
	xmlns:fibo-fnd-agr-ctr="https://spec.edmcouncil.org/fibo/ontology/FND/Agreements/Contracts/"
	xmlns:fibo-fnd-arr-cls="https://spec.edmcouncil.org/fibo/ontology/FND/Arrangements/ClassificationSchemes/"
	xmlns:fibo-fnd-arr-doc="https://spec.edmcouncil.org/fibo/ontology/FND/Arrangements/Documents/"
	xmlns:fibo-fnd-dt-fd="https://spec.edmcouncil.org/fibo/ontology/FND/DatesAndTimes/FinancialDates/"
	xmlns:fibo-fnd-pty-rl="https://spec.edmcouncil.org/fibo/ontology/FND/Parties/Roles/"
	xmlns:fibo-fnd-qt-qtu="https://spec.edmcouncil.org/fibo/ontology/FND/Quantities/QuantitiesAndUnits/"
	xmlns:fibo-fnd-rel-rel="https://spec.edmcouncil.org/fibo/ontology/FND/Relations/Relations/"
	xmlns:fibo-fnd-utl-alx="https://spec.edmcouncil.org/fibo/ontology/FND/Utilities/Analytics/"
	xmlns:fibo-fnd-utl-av="https://spec.edmcouncil.org/fibo/ontology/FND/Utilities/AnnotationVocabulary/"
	xmlns:fibo-ind-mkt-bas="https://spec.edmcouncil.org/fibo/ontology/IND/MarketIndices/BasketIndices/"
	xmlns:fibo-sec-eq-eq="https://spec.edmcouncil.org/fibo/ontology/SEC/Equities/EquityInstruments/"
	xmlns:fibo-sec-sec-bsk="https://spec.edmcouncil.org/fibo/ontology/SEC/Securities/Baskets/"
	xmlns:fibo-sec-sec-cls="https://spec.edmcouncil.org/fibo/ontology/SEC/Securities/SecuritiesClassification/"
	xmlns:owl="http://www.w3.org/2002/07/owl#"
	xmlns:rdf="http://www.w3.org/1999/02/22-rdf-syntax-ns#"
	xmlns:rdfs="http://www.w3.org/2000/01/rdf-schema#"
	xmlns:skos="http://www.w3.org/2004/02/skos/core#"
	xmlns:xsd="http://www.w3.org/2001/XMLSchema#">
	
	<owl:Ontology rdf:about="https://spec.edmcouncil.org/fibo/ontology/IND/MarketIndices/BasketIndices/">
		<rdfs:label xml:lang="en">Basket Indices Ontology</rdfs:label>
		<dct:abstract>This ontology defines market indices as hypothetical portfolios of investment holdings that correspond to some segment of the financial market, whose value is determined by the prices of the underlying holdings. Coverage includes credit indices, security-based indices, economic indicator based indices, and combinations thereof.</dct:abstract>
		<dct:license rdf:datatype="&xsd;anyURI">https://opensource.org/licenses/MIT</dct:license>
		<owl:imports rdf:resource="https://spec.edmcouncil.org/fibo/ontology/FBC/DebtAndEquities/CreditEvents/"/>
		<owl:imports rdf:resource="https://spec.edmcouncil.org/fibo/ontology/FBC/DebtAndEquities/Debt/"/>
		<owl:imports rdf:resource="https://spec.edmcouncil.org/fibo/ontology/FBC/ProductsAndServices/FinancialProductsAndServices/"/>
		<owl:imports rdf:resource="https://spec.edmcouncil.org/fibo/ontology/FND/Accounting/CurrencyAmount/"/>
		<owl:imports rdf:resource="https://spec.edmcouncil.org/fibo/ontology/FND/Agreements/Contracts/"/>
		<owl:imports rdf:resource="https://spec.edmcouncil.org/fibo/ontology/FND/Arrangements/ClassificationSchemes/"/>
		<owl:imports rdf:resource="https://spec.edmcouncil.org/fibo/ontology/FND/Arrangements/Documents/"/>
		<owl:imports rdf:resource="https://spec.edmcouncil.org/fibo/ontology/FND/DatesAndTimes/FinancialDates/"/>
		<owl:imports rdf:resource="https://spec.edmcouncil.org/fibo/ontology/FND/Parties/Roles/"/>
		<owl:imports rdf:resource="https://spec.edmcouncil.org/fibo/ontology/FND/Quantities/QuantitiesAndUnits/"/>
		<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/Analytics/"/>
		<owl:imports rdf:resource="https://spec.edmcouncil.org/fibo/ontology/FND/Utilities/AnnotationVocabulary/"/>
		<owl:imports rdf:resource="https://spec.edmcouncil.org/fibo/ontology/SEC/Equities/EquityInstruments/"/>
		<owl:imports rdf:resource="https://spec.edmcouncil.org/fibo/ontology/SEC/Securities/Baskets/"/>
		<owl:imports rdf:resource="https://spec.edmcouncil.org/fibo/ontology/SEC/Securities/SecuritiesClassification/"/>
		<owl:imports rdf:resource="https://www.omg.org/spec/Commons/AnnotationVocabulary/"/>
		<owl:imports rdf:resource="https://www.omg.org/spec/Commons/Classifiers/"/>
		<owl:imports rdf:resource="https://www.omg.org/spec/Commons/Collections/"/>
		<owl:imports rdf:resource="https://www.omg.org/spec/Commons/ContextualDesignators/"/>
		<owl:imports rdf:resource="https://www.omg.org/spec/Commons/DatesAndTimes/"/>
		<owl:versionIRI rdf:resource="https://spec.edmcouncil.org/fibo/ontology/IND/20230301/MarketIndices/BasketIndices/"/>
		<skos:changeNote>The https://spec.edmcouncil.org/fibo/ontology/IND/20200901/MarketIndices/BasketIndices.rdf version of this ontology was revised to add the details needed to calculate market cap for a capitalization-based weighting function.</skos:changeNote>
		<skos:changeNote>The https://spec.edmcouncil.org/fibo/ontology/IND/20210301/MarketIndices/BasketIndices.rdf version of this ontology was revised to eliminate the restriction on reference index that it has an index value - the restriction should be on the quantity value such that the value refers to the indicator it represents.</skos:changeNote>
		<skos:changeNote>The https://spec.edmcouncil.org/fibo/ontology/IND/20210401/MarketIndices/BasketIndices.rdf version of this ontology was revised to loosen the restriction on a reference index to simply reference any weighted basket so that one could include commodity indices, for example.</skos:changeNote>
		<skos:changeNote>The https://spec.edmcouncil.org/fibo/ontology/IND/20210801/MarketIndices/BasketIndices.rdf version of this ontology was revised to remedy an illegal property chain (replacing it with an existing non-chained property) in the definition of market capitalization.</skos:changeNote>
		<skos:changeNote>The https://spec.edmcouncil.org/fibo/ontology/IND/20211101/MarketIndices/BasketIndices.rdf version of this ontology was revised to reflect the move of hasTerm from FinancialInstruments to Contracts.</skos:changeNote>
		<skos:changeNote>The https://spec.edmcouncil.org/fibo/ontology/IND/20220101/MarketIndices/BasketIndices.rdf version of this ontology was revised to address text processing hygiene issues.</skos:changeNote>
		<skos:changeNote>The https://spec.edmcouncil.org/fibo/ontology/IND/20220801/MarketIndices/BasketIndices.rdf version of the ontology was modified to use the Commons Ontology Library (Commons) Annotation Vocabulary rather than the OMG&apos;s Specification Metadata vocabulary.</skos:changeNote>
		<skos:changeNote>The https://spec.edmcouncil.org/fibo/ontology/IND/20230201/MarketIndices/BasketIndices.rdf version of this ontology was modified to use the Commons Ontology Library (Commons) rather than the OMG&apos;s Languages, Countries and Codes (LCC), eliminating redundancies in FIBO as appropriate.</skos:changeNote>
		<fibo-fnd-utl-av:hasMaturityLevel rdf:resource="&fibo-fnd-utl-av;Release"/>
		<cmns-av:copyright>Copyright (c) 2014-2023 EDM Council, Inc.</cmns-av:copyright>
		<cmns-av:copyright>Copyright (c) 2014-2023 Object Management Group, Inc.</cmns-av:copyright>
	</owl:Ontology>
	
	<owl:Class rdf:about="&fibo-ind-mkt-bas;BasketOfCreditRisks">
		<rdfs:subClassOf rdf:resource="&fibo-fbc-pas-fpas;WeightedBasket"/>
		<rdfs:subClassOf rdf:resource="&fibo-fnd-dt-fd;DatedStructuredCollection"/>
		<rdfs:subClassOf>
			<owl:Restriction>
				<owl:onProperty rdf:resource="&cmns-col;hasConstituent"/>
				<owl:someValuesFrom rdf:resource="&fibo-ind-mkt-bas;CreditIndexConstituent"/>
			</owl:Restriction>
		</rdfs:subClassOf>
		<rdfs:label xml:lang="en">basket of credit risks</rdfs:label>
		<skos:definition xml:lang="en">basket of instruments, legal entities, or a combination thereof collected for the purpose of analyzing risk</skos:definition>
		<cmns-av:explanatoryNote xml:lang="en">Note that the risk related to a given constituent may be calculated based on either (1) the overall credit risk associated with the entity or, (2) the combined risk associated with an entity and the specific instrument identified, or (3) risk associated with the instrument on its own. Criteria for constituents is based on sectors (emerging market, financial, sovereign, etc), spread range (investment grade, non-investment grade), or asset type (loan, bond, mortgage-backed, asset-backed), second criteria is based on maturity of protection (2,3,5,7,10 yrs). Markit manages over 2000 CDS indexes, for example.</cmns-av:explanatoryNote>
	</owl:Class>
	
	<owl:Class rdf:about="&fibo-ind-mkt-bas;BasketOfEquities">
		<rdfs:subClassOf rdf:resource="&fibo-sec-sec-bsk;BasketOfSecurities"/>
		<rdfs:subClassOf>
			<owl:Restriction>
				<owl:onProperty rdf:resource="&cmns-col;hasConstituent"/>
				<owl:someValuesFrom>
					<owl:Class>
						<owl:unionOf rdf:parseType="Collection">
							<rdf:Description rdf:about="&fibo-sec-sec-bsk;SecuritiesBasketConstituent">
							</rdf:Description>
							<owl:Restriction>
								<owl:onProperty rdf:resource="&cmns-col;comprises"/>
								<owl:allValuesFrom rdf:resource="&fibo-sec-eq-eq;ListedShare"/>
							</owl:Restriction>
						</owl:unionOf>
					</owl:Class>
				</owl:someValuesFrom>
			</owl:Restriction>
		</rdfs:subClassOf>
		<rdfs:label xml:lang="en">basket of equities</rdfs:label>
		<skos:definition xml:lang="en">basket of securities whose constituents are listed shares</skos:definition>
	</owl:Class>
	
	<owl:Class rdf:about="&fibo-ind-mkt-bas;CapitalizationBasedWeightingFunction">
		<rdfs:subClassOf rdf:resource="&fibo-fnd-utl-alx;WeightingFunction"/>
		<rdfs:subClassOf>
			<owl:Restriction>
				<owl:onProperty rdf:resource="&fibo-fnd-utl-alx;hasArgument"/>
				<owl:someValuesFrom rdf:resource="&fibo-ind-mkt-bas;MarketCapitalization"/>
			</owl:Restriction>
		</rdfs:subClassOf>
		<rdfs:label xml:lang="en">capitalization-based weighting function</rdfs:label>
		<skos:definition xml:lang="en">weighting function derived from the relative market capitalization (share price times the number of shares outstanding) of the companies tracked by an index</skos:definition>
	</owl:Class>
	
	<owl:Class rdf:about="&fibo-ind-mkt-bas;CreditIndex">
		<rdfs:subClassOf rdf:resource="&fibo-ind-mkt-bas;ReferenceIndex"/>
		<rdfs:subClassOf>
			<owl:Restriction>
				<owl:onProperty rdf:resource="&fibo-fbc-dae-dbt;isBasedOn"/>
				<owl:someValuesFrom rdf:resource="&fibo-ind-mkt-bas;BasketOfCreditRisks"/>
			</owl:Restriction>
		</rdfs:subClassOf>
		<rdfs:label xml:lang="en">credit index</rdfs:label>
		<skos:definition xml:lang="en">reference index that is a function of credit events that change the value of an underlying portfolio</skos:definition>
		<cmns-av:explanatoryNote xml:lang="en">Such an index does not necessarily reference a static portfolio, as there may be provisions for replacing defaulted securities on which the index depends.</cmns-av:explanatoryNote>
	</owl:Class>
	
	<owl:Class rdf:about="&fibo-ind-mkt-bas;CreditIndexConstituent">
		<rdfs:subClassOf rdf:resource="&fibo-fbc-pas-fpas;WeightedBasketConstituent"/>
		<rdfs:subClassOf rdf:resource="&fibo-fnd-dt-fd;DatedCollectionConstituent"/>
		<rdfs:subClassOf>
			<owl:Restriction>
				<owl:onProperty rdf:resource="&fibo-fnd-acc-cur;hasCurrency"/>
				<owl:someValuesFrom rdf:resource="&fibo-fnd-acc-cur;Currency"/>
			</owl:Restriction>
		</rdfs:subClassOf>
		<rdfs:subClassOf>
			<owl:Restriction>
				<owl:onProperty rdf:resource="&fibo-fnd-rel-rel;refersTo"/>
				<owl:someValuesFrom rdf:resource="&fibo-fbc-dae-cre;CreditEvent"/>
			</owl:Restriction>
		</rdfs:subClassOf>
		<rdfs:label xml:lang="en">credit index constituent</rdfs:label>
		<owl:equivalentClass>
			<owl:Restriction>
				<owl:onProperty rdf:resource="&cmns-col;isConstituentOf"/>
				<owl:someValuesFrom rdf:resource="&fibo-ind-mkt-bas;BasketOfCreditRisks"/>
			</owl:Restriction>
		</owl:equivalentClass>
		<skos:definition xml:lang="en">constituent of a basket of credit risks</skos:definition>
	</owl:Class>
	
	<owl:Class rdf:about="&fibo-ind-mkt-bas;EquityIndex">
		<rdfs:subClassOf rdf:resource="&fibo-ind-mkt-bas;ReferenceIndex"/>
		<rdfs:subClassOf>
			<owl:Restriction>
				<owl:onProperty rdf:resource="&fibo-fbc-dae-dbt;isBasedOn"/>
				<owl:someValuesFrom rdf:resource="&fibo-ind-mkt-bas;BasketOfEquities"/>
			</owl:Restriction>
		</rdfs:subClassOf>
		<rdfs:label xml:lang="en">equity index</rdfs:label>
		<skos:definition xml:lang="en">benchmark whose constituents are exclusively equity instruments</skos:definition>
	</owl:Class>
	
	<owl:Class rdf:about="&fibo-ind-mkt-bas;MarketCapitalization">
		<rdfs:subClassOf rdf:resource="&fibo-fnd-utl-alx;Expression"/>
		<rdfs:subClassOf>
			<owl:Restriction>
				<owl:onProperty rdf:resource="&fibo-fnd-utl-alx;hasArgument"/>
				<owl:someValuesFrom rdf:resource="&fibo-sec-eq-eq;PricePerShare"/>
			</owl:Restriction>
		</rdfs:subClassOf>
		<rdfs:subClassOf>
			<owl:Restriction>
				<owl:onProperty rdf:resource="&fibo-ind-mkt-bas;hasMarketCapitalizationValue"/>
				<owl:someValuesFrom rdf:resource="&fibo-fnd-acc-cur;MonetaryAmount"/>
			</owl:Restriction>
		</rdfs:subClassOf>
		<rdfs:subClassOf>
			<owl:Restriction>
				<owl:onProperty rdf:resource="&fibo-sec-eq-eq;hasSharesOutstanding"/>
				<owl:someValuesFrom rdf:resource="&xsd;nonNegativeInteger"/>
			</owl:Restriction>
		</rdfs:subClassOf>
		<rdfs:subClassOf>
			<owl:Restriction>
				<owl:onProperty rdf:resource="&cmns-cxtdsg;appliesTo"/>
				<owl:someValuesFrom rdf:resource="&fibo-sec-eq-eq;ShareIssuer"/>
			</owl:Restriction>
		</rdfs:subClassOf>
		<rdfs:subClassOf>
			<owl:Restriction>
				<owl:onProperty rdf:resource="&cmns-dt;hasObservedDateTime"/>
				<owl:someValuesFrom rdf:resource="&cmns-dt;CombinedDateTime"/>
			</owl:Restriction>
		</rdfs:subClassOf>
		<rdfs:label xml:lang="en">market capitalization</rdfs:label>
		<skos:definition xml:lang="en">expression representing the perceived value of a company as determined by the stock market at a specific point in time</skos:definition>
		<fibo-fnd-utl-alx:actualExpression xml:lang="en">number of shares outstanding x price per share</fibo-fnd-utl-alx:actualExpression>
		<cmns-av:synonym xml:lang="en">market cap</cmns-av:synonym>
	</owl:Class>
	
	<owl:Class rdf:about="&fibo-ind-mkt-bas;ReferenceIndex">
		<rdfs:subClassOf rdf:resource="&fibo-fnd-utl-alx;ScopedMeasure"/>
		<rdfs:subClassOf>
			<owl:Restriction>
				<owl:onProperty rdf:resource="&fibo-fnd-utl-alx;hasPeriodicity"/>
				<owl:allValuesFrom rdf:resource="&fibo-fnd-dt-fd;RecurrenceInterval"/>
			</owl:Restriction>
		</rdfs:subClassOf>
		<rdfs:subClassOf>
			<owl:Restriction>
				<owl:onProperty rdf:resource="&cmns-cls;isClassifiedBy"/>
				<owl:onClass rdf:resource="&fibo-fnd-arr-cls;IndustrySectorClassifier"/>
				<owl:minQualifiedCardinality rdf:datatype="&xsd;nonNegativeInteger">0</owl:minQualifiedCardinality>
			</owl:Restriction>
		</rdfs:subClassOf>
		<rdfs:subClassOf>
			<owl:Restriction>
				<owl:onProperty rdf:resource="&cmns-cls;isClassifiedBy"/>
				<owl:onClass rdf:resource="&fibo-sec-sec-cls;AssetClass"/>
				<owl:minQualifiedCardinality rdf:datatype="&xsd;nonNegativeInteger">0</owl:minQualifiedCardinality>
			</owl:Restriction>
		</rdfs:subClassOf>
		<rdfs:subClassOf>
			<owl:Restriction>
				<owl:onProperty rdf:resource="&fibo-fnd-utl-alx;hasReleaseDate"/>
				<owl:onClass rdf:resource="&cmns-dt;Date"/>
				<owl:minQualifiedCardinality rdf:datatype="&xsd;nonNegativeInteger">0</owl:minQualifiedCardinality>
			</owl:Restriction>
		</rdfs:subClassOf>
		<rdfs:subClassOf>
			<owl:Restriction>
				<owl:onProperty rdf:resource="&fibo-fnd-utl-alx;hasReleaseDateTime"/>
				<owl:minQualifiedCardinality rdf:datatype="&xsd;nonNegativeInteger">0</owl:minQualifiedCardinality>
				<owl:onDataRange rdf:resource="&cmns-dt;CombinedDateTime"/>
			</owl:Restriction>
		</rdfs:subClassOf>
		<rdfs:subClassOf>
			<owl:Restriction>
				<owl:onProperty rdf:resource="&fibo-fnd-arr-doc;hasReportingPeriod"/>
				<owl:onClass rdf:resource="&cmns-dt;ExplicitDatePeriod"/>
				<owl:qualifiedCardinality rdf:datatype="&xsd;nonNegativeInteger">1</owl:qualifiedCardinality>
			</owl:Restriction>
		</rdfs:subClassOf>
		<rdfs:subClassOf>
			<owl:Restriction>
				<owl:onProperty rdf:resource="&fibo-fbc-dae-dbt;isBasedOn"/>
				<owl:someValuesFrom rdf:resource="&fibo-fbc-pas-fpas;WeightedBasket"/>
			</owl:Restriction>
		</rdfs:subClassOf>
		<rdfs:label xml:lang="en">reference index</rdfs:label>
		<skos:definition xml:lang="en">measure of change in the value of the contents of a basket over a given period of time</skos:definition>
		<cmns-av:explanatoryNote xml:lang="en">An index is a function based on a set of structured calculations with respect to a basket of credit risks, financial instruments or other indices over time. Analysis may be computed based on historical values, projected values, etc.</cmns-av:explanatoryNote>
		<cmns-av:synonym xml:lang="en">benchmark</cmns-av:synonym>
	</owl:Class>
	
	<owl:DatatypeProperty rdf:about="&fibo-ind-mkt-bas;hasDebtRanking">
		<rdfs:label xml:lang="en">has debt ranking</rdfs:label>
		<rdfs:domain rdf:resource="&fibo-ind-mkt-bas;CreditIndexConstituent"/>
		<rdfs:range rdf:resource="&xsd;string"/>
		<skos:definition xml:lang="en">indicates the ranking of this debt instrument with respect to the credit index as a whole</skos:definition>
	</owl:DatatypeProperty>
	
	<owl:ObjectProperty rdf:about="&fibo-ind-mkt-bas;hasDurationOfProtection">
		<owl:deprecated rdf:datatype="&xsd;boolean">true</owl:deprecated>
	</owl:ObjectProperty>
	
	<owl:DatatypeProperty rdf:about="&fibo-ind-mkt-bas;hasIndexName">
		<rdfs:subPropertyOf rdf:resource="&fibo-fnd-rel-rel;hasFormalName"/>
		<rdfs:label xml:lang="en">has index name</rdfs:label>
		<rdfs:domain rdf:resource="&fibo-ind-mkt-bas;ReferenceIndex"/>
		<rdfs:range rdf:resource="&xsd;string"/>
		<skos:definition xml:lang="en">specifies a formal name for the index</skos:definition>
	</owl:DatatypeProperty>
	
	<owl:DatatypeProperty rdf:about="&fibo-ind-mkt-bas;hasIndexValue">
		<rdfs:subPropertyOf rdf:resource="&fibo-fnd-qt-qtu;hasNumericValue"/>
		<rdfs:label>has index value</rdfs:label>
		<rdfs:range rdf:resource="&xsd;decimal"/>
		<skos:definition>specifies the value of a given index as of the release date</skos:definition>
	</owl:DatatypeProperty>
	
	<owl:ObjectProperty rdf:about="&fibo-ind-mkt-bas;hasMarketCapitalization">
		<rdfs:label xml:lang="en">has market capitalization</rdfs:label>
		<rdfs:domain rdf:resource="&fibo-sec-eq-eq;ShareIssuer"/>
		<rdfs:range rdf:resource="&fibo-ind-mkt-bas;MarketCapitalization"/>
		<skos:definition xml:lang="en">indicates the market capitalization of some issuer as of some date</skos:definition>
	</owl:ObjectProperty>
	
	<owl:ObjectProperty rdf:about="&fibo-ind-mkt-bas;hasMarketCapitalizationValue">
		<rdfs:subPropertyOf rdf:resource="&fibo-fnd-acc-cur;hasMonetaryAmount"/>
		<rdfs:label xml:lang="en">has market capitalization value</rdfs:label>
		<rdfs:domain rdf:resource="&fibo-ind-mkt-bas;MarketCapitalization"/>
		<rdfs:range rdf:resource="&fibo-fnd-acc-cur;MonetaryAmount"/>
		<skos:definition xml:lang="en">indicates the monetary amount representing the market capitalization of some issuer as of some date</skos:definition>
	</owl:ObjectProperty>
	
	<owl:ObjectProperty rdf:about="&fibo-ind-mkt-bas;hasOriginalNotionalValue">
		<rdfs:subPropertyOf rdf:resource="&fibo-fnd-acc-cur;hasNotionalAmount"/>
		<rdfs:label xml:lang="en">has original notional value</rdfs:label>
		<rdfs:domain rdf:resource="&fibo-ind-mkt-bas;CreditIndex"/>
		<rdfs:range rdf:resource="&fibo-fnd-acc-cur;MonetaryAmount"/>
		<skos:definition xml:lang="en">indicates the notional amount represented by the index when it is first constituted</skos:definition>
	</owl:ObjectProperty>
	
	<owl:ObjectProperty rdf:about="&fibo-ind-mkt-bas;hasPremium">
		<rdfs:subPropertyOf rdf:resource="&fibo-fnd-acc-cur;hasMonetaryAmount"/>
		<rdfs:label xml:lang="en">has premium</rdfs:label>
		<rdfs:domain rdf:resource="&fibo-ind-mkt-bas;CreditIndex"/>
		<rdfs:range rdf:resource="&fibo-fnd-acc-cur;MonetaryAmount"/>
		<skos:definition xml:lang="en">indicates a premium payable for a contract based on the index</skos:definition>
	</owl:ObjectProperty>
	
	<owl:DatatypeProperty rdf:about="&fibo-ind-mkt-bas;hasSpreadRange">
		<rdfs:label xml:lang="en">has spread range</rdfs:label>
		<rdfs:domain rdf:resource="&fibo-ind-mkt-bas;CreditIndex"/>
		<rdfs:range rdf:resource="&xsd;string"/>
		<skos:definition xml:lang="en">the range of credit spread for the constituents of the index</skos:definition>
	</owl:DatatypeProperty>
	
	<owl:ObjectProperty rdf:about="&fibo-ind-mkt-bas;hasUpFrontFee">
		<rdfs:label xml:lang="en">has up front fee</rdfs:label>
		<rdfs:domain rdf:resource="&fibo-ind-mkt-bas;CreditIndex"/>
		<rdfs:range rdf:resource="&fibo-fnd-acc-cur;MonetaryAmount"/>
		<skos:definition xml:lang="en">specifies a fee payable by any party that wishes to participate in a contract based on the index after the start of its life</skos:definition>
	</owl:ObjectProperty>

</rdf:RDF>