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<?xml version="1.0" encoding="UTF-8"?> |
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<!DOCTYPE rdf:RDF [ |
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<!ENTITY cmns-av "https://www.omg.org/spec/Commons/AnnotationVocabulary/"> |
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<!ENTITY cmns-col "https://www.omg.org/spec/Commons/Collections/"> |
|
<!ENTITY cmns-cxtdsg "https://www.omg.org/spec/Commons/ContextualDesignators/"> |
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<!ENTITY cmns-dt "https://www.omg.org/spec/Commons/DatesAndTimes/"> |
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<!ENTITY cmns-id "https://www.omg.org/spec/Commons/Identifiers/"> |
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<!ENTITY dct "http://purl.org/dc/terms/"> |
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<!ENTITY fibo-der-drc-swp "https://spec.edmcouncil.org/fibo/ontology/DER/DerivativesContracts/Swaps/"> |
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<!ENTITY fibo-der-rtd-irsind "https://spec.edmcouncil.org/fibo/ontology/DER/RateDerivatives/IRSwapExampleIndividuals/"> |
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<!ENTITY fibo-der-rtd-irswp "https://spec.edmcouncil.org/fibo/ontology/DER/RateDerivatives/IRSwaps/"> |
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<!ENTITY fibo-fbc-dae-dbt "https://spec.edmcouncil.org/fibo/ontology/FBC/DebtAndEquities/Debt/"> |
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<!ENTITY fibo-fbc-fct-bci "https://spec.edmcouncil.org/fibo/ontology/FBC/FunctionalEntities/BusinessCentersIndividuals/"> |
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<!ENTITY fibo-fbc-fct-ra "https://spec.edmcouncil.org/fibo/ontology/FBC/FunctionalEntities/RegistrationAuthorities/"> |
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<!ENTITY fibo-fbc-fi-fi "https://spec.edmcouncil.org/fibo/ontology/FBC/FinancialInstruments/FinancialInstruments/"> |
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<!ENTITY fibo-fbc-pas-fpas "https://spec.edmcouncil.org/fibo/ontology/FBC/ProductsAndServices/FinancialProductsAndServices/"> |
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<!ENTITY fibo-fnd-acc-4217 "https://spec.edmcouncil.org/fibo/ontology/FND/Accounting/ISO4217-CurrencyCodes/"> |
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<!ENTITY fibo-fnd-acc-cur "https://spec.edmcouncil.org/fibo/ontology/FND/Accounting/CurrencyAmount/"> |
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<!ENTITY fibo-fnd-agr-ctr "https://spec.edmcouncil.org/fibo/ontology/FND/Agreements/Contracts/"> |
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<!ENTITY fibo-fnd-arr-doc "https://spec.edmcouncil.org/fibo/ontology/FND/Arrangements/Documents/"> |
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<!ENTITY fibo-fnd-dt-bd "https://spec.edmcouncil.org/fibo/ontology/FND/DatesAndTimes/BusinessDates/"> |
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<!ENTITY fibo-fnd-pas-pas "https://spec.edmcouncil.org/fibo/ontology/FND/ProductsAndServices/ProductsAndServices/"> |
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<!ENTITY fibo-fnd-plc-loc "https://spec.edmcouncil.org/fibo/ontology/FND/Places/Locations/"> |
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<!ENTITY fibo-fnd-rel-rel "https://spec.edmcouncil.org/fibo/ontology/FND/Relations/Relations/"> |
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<!ENTITY fibo-fnd-utl-av "https://spec.edmcouncil.org/fibo/ontology/FND/Utilities/AnnotationVocabulary/"> |
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<!ENTITY fibo-ind-ir-cm "https://spec.edmcouncil.org/fibo/ontology/IND/InterestRates/CommonInterestRates/"> |
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<!ENTITY fibo-ind-ir-ir "https://spec.edmcouncil.org/fibo/ontology/IND/InterestRates/InterestRates/"> |
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<!ENTITY fibo-sec-dbt-dbti "https://spec.edmcouncil.org/fibo/ontology/SEC/Debt/DebtInstruments/"> |
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<!ENTITY fibo-sec-sec-ast "https://spec.edmcouncil.org/fibo/ontology/SEC/Securities/SecurityAssets/"> |
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<!ENTITY fibo-sec-sec-id "https://spec.edmcouncil.org/fibo/ontology/SEC/Securities/SecuritiesIdentification/"> |
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<!ENTITY owl "http://www.w3.org/2002/07/owl#"> |
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<!ENTITY rdf "http://www.w3.org/1999/02/22-rdf-syntax-ns#"> |
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<!ENTITY rdfs "http://www.w3.org/2000/01/rdf-schema#"> |
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<!ENTITY skos "http://www.w3.org/2004/02/skos/core#"> |
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<!ENTITY xsd "http://www.w3.org/2001/XMLSchema#"> |
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]> |
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<rdf:RDF xml:base="https://spec.edmcouncil.org/fibo/ontology/DER/RateDerivatives/IRSwapExampleIndividuals/" |
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xmlns:cmns-av="https://www.omg.org/spec/Commons/AnnotationVocabulary/" |
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xmlns:cmns-col="https://www.omg.org/spec/Commons/Collections/" |
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xmlns:cmns-cxtdsg="https://www.omg.org/spec/Commons/ContextualDesignators/" |
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xmlns:cmns-dt="https://www.omg.org/spec/Commons/DatesAndTimes/" |
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xmlns:cmns-id="https://www.omg.org/spec/Commons/Identifiers/" |
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xmlns:dct="http://purl.org/dc/terms/" |
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xmlns:fibo-der-drc-swp="https://spec.edmcouncil.org/fibo/ontology/DER/DerivativesContracts/Swaps/" |
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xmlns:fibo-der-rtd-irsind="https://spec.edmcouncil.org/fibo/ontology/DER/RateDerivatives/IRSwapExampleIndividuals/" |
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xmlns:fibo-der-rtd-irswp="https://spec.edmcouncil.org/fibo/ontology/DER/RateDerivatives/IRSwaps/" |
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xmlns:fibo-fbc-dae-dbt="https://spec.edmcouncil.org/fibo/ontology/FBC/DebtAndEquities/Debt/" |
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xmlns:fibo-fbc-fct-bci="https://spec.edmcouncil.org/fibo/ontology/FBC/FunctionalEntities/BusinessCentersIndividuals/" |
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xmlns:fibo-fbc-fct-ra="https://spec.edmcouncil.org/fibo/ontology/FBC/FunctionalEntities/RegistrationAuthorities/" |
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xmlns:fibo-fbc-fi-fi="https://spec.edmcouncil.org/fibo/ontology/FBC/FinancialInstruments/FinancialInstruments/" |
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xmlns:fibo-fbc-pas-fpas="https://spec.edmcouncil.org/fibo/ontology/FBC/ProductsAndServices/FinancialProductsAndServices/" |
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xmlns:fibo-fnd-acc-4217="https://spec.edmcouncil.org/fibo/ontology/FND/Accounting/ISO4217-CurrencyCodes/" |
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xmlns:fibo-fnd-acc-cur="https://spec.edmcouncil.org/fibo/ontology/FND/Accounting/CurrencyAmount/" |
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xmlns:fibo-fnd-agr-ctr="https://spec.edmcouncil.org/fibo/ontology/FND/Agreements/Contracts/" |
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xmlns:fibo-fnd-arr-doc="https://spec.edmcouncil.org/fibo/ontology/FND/Arrangements/Documents/" |
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xmlns:fibo-fnd-dt-bd="https://spec.edmcouncil.org/fibo/ontology/FND/DatesAndTimes/BusinessDates/" |
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xmlns:fibo-fnd-pas-pas="https://spec.edmcouncil.org/fibo/ontology/FND/ProductsAndServices/ProductsAndServices/" |
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xmlns:fibo-fnd-plc-loc="https://spec.edmcouncil.org/fibo/ontology/FND/Places/Locations/" |
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xmlns:fibo-fnd-rel-rel="https://spec.edmcouncil.org/fibo/ontology/FND/Relations/Relations/" |
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xmlns:fibo-fnd-utl-av="https://spec.edmcouncil.org/fibo/ontology/FND/Utilities/AnnotationVocabulary/" |
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xmlns:fibo-ind-ir-cm="https://spec.edmcouncil.org/fibo/ontology/IND/InterestRates/CommonInterestRates/" |
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xmlns:fibo-ind-ir-ir="https://spec.edmcouncil.org/fibo/ontology/IND/InterestRates/InterestRates/" |
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xmlns:fibo-sec-dbt-dbti="https://spec.edmcouncil.org/fibo/ontology/SEC/Debt/DebtInstruments/" |
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xmlns:fibo-sec-sec-ast="https://spec.edmcouncil.org/fibo/ontology/SEC/Securities/SecurityAssets/" |
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xmlns:fibo-sec-sec-id="https://spec.edmcouncil.org/fibo/ontology/SEC/Securities/SecuritiesIdentification/" |
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xmlns:owl="http://www.w3.org/2002/07/owl#" |
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xmlns:rdf="http://www.w3.org/1999/02/22-rdf-syntax-ns#" |
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xmlns:rdfs="http://www.w3.org/2000/01/rdf-schema#" |
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xmlns:skos="http://www.w3.org/2004/02/skos/core#" |
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xmlns:xsd="http://www.w3.org/2001/XMLSchema#"> |
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|
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<owl:Ontology rdf:about="https://spec.edmcouncil.org/fibo/ontology/DER/RateDerivatives/IRSwapExampleIndividuals/"> |
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<rdfs:label>Interest Rate Swap Example Individuals Ontology</rdfs:label> |
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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> |
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<dct:license rdf:datatype="&xsd;anyURI">https://opensource.org/licenses/MIT</dct:license> |
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<owl:imports rdf:resource="https://spec.edmcouncil.org/fibo/ontology/DER/DerivativesContracts/Swaps/"/> |
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<owl:imports rdf:resource="https://spec.edmcouncil.org/fibo/ontology/DER/RateDerivatives/IRSwaps/"/> |
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<owl:imports rdf:resource="https://spec.edmcouncil.org/fibo/ontology/FBC/DebtAndEquities/Debt/"/> |
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<owl:imports rdf:resource="https://spec.edmcouncil.org/fibo/ontology/FBC/FinancialInstruments/FinancialInstruments/"/> |
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<owl:imports rdf:resource="https://spec.edmcouncil.org/fibo/ontology/FBC/FunctionalEntities/BusinessCentersIndividuals/"/> |
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<owl:imports rdf:resource="https://spec.edmcouncil.org/fibo/ontology/FBC/FunctionalEntities/RegistrationAuthorities/"/> |
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<owl:imports rdf:resource="https://spec.edmcouncil.org/fibo/ontology/FBC/ProductsAndServices/FinancialProductsAndServices/"/> |
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<owl:imports rdf:resource="https://spec.edmcouncil.org/fibo/ontology/FND/Accounting/CurrencyAmount/"/> |
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<owl:imports rdf:resource="https://spec.edmcouncil.org/fibo/ontology/FND/Accounting/ISO4217-CurrencyCodes/"/> |
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<owl:imports rdf:resource="https://spec.edmcouncil.org/fibo/ontology/FND/Agreements/Contracts/"/> |
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<owl:imports rdf:resource="https://spec.edmcouncil.org/fibo/ontology/FND/Arrangements/Documents/"/> |
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<owl:imports rdf:resource="https://spec.edmcouncil.org/fibo/ontology/FND/DatesAndTimes/BusinessDates/"/> |
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<owl:imports rdf:resource="https://spec.edmcouncil.org/fibo/ontology/FND/Places/Locations/"/> |
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<owl:imports rdf:resource="https://spec.edmcouncil.org/fibo/ontology/FND/ProductsAndServices/ProductsAndServices/"/> |
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<owl:imports rdf:resource="https://spec.edmcouncil.org/fibo/ontology/FND/Relations/Relations/"/> |
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<owl:imports rdf:resource="https://spec.edmcouncil.org/fibo/ontology/FND/Utilities/AnnotationVocabulary/"/> |
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<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/IND/InterestRates/InterestRates/"/> |
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<owl:imports rdf:resource="https://spec.edmcouncil.org/fibo/ontology/SEC/Debt/DebtInstruments/"/> |
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<owl:imports rdf:resource="https://spec.edmcouncil.org/fibo/ontology/SEC/Securities/SecuritiesIdentification/"/> |
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<owl:imports rdf:resource="https://spec.edmcouncil.org/fibo/ontology/SEC/Securities/SecurityAssets/"/> |
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<owl:imports rdf:resource="https://www.omg.org/spec/Commons/AnnotationVocabulary/"/> |
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<owl:imports rdf:resource="https://www.omg.org/spec/Commons/Collections/"/> |
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<owl:imports rdf:resource="https://www.omg.org/spec/Commons/ContextualDesignators/"/> |
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<owl:imports rdf:resource="https://www.omg.org/spec/Commons/DatesAndTimes/"/> |
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<owl:imports rdf:resource="https://www.omg.org/spec/Commons/Identifiers/"/> |
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<owl:versionIRI rdf:resource="https://spec.edmcouncil.org/fibo/ontology/DER/20230301/RateDerivatives/IRSwapExampleIndividuals/"/> |
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<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> |
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<skos:changeNote>The https://spec.edmcouncil.org/fibo/ontology/DER/20200701/RateDerivatives/IRSwapExampleIndividuals.rdf version of this ontology was modified to move the property 'exchanges' to FND given that it could be applied more generally than with respect to swaps only.</skos:changeNote> |
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<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> |
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<skos:changeNote>The https://spec.edmcouncil.org/fibo/ontology/DER/20220101/RateDerivatives/IRSwapExampleIndividuals.rdf version of the ontology was modified to use the Commons Ontology Library (Commons) Annotation Vocabulary rather than the OMG's Specification Metadata vocabulary.</skos:changeNote> |
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<skos:changeNote>The https://spec.edmcouncil.org/fibo/ontology/DER/20230201/RateDerivatives/IRSwapExampleIndividuals.rdf version of this ontology was modified to use the Commons Ontology Library (Commons) rather than the OMG's Languages, Countries and Codes (LCC) and to eliminate redundancies in FIBO as appropriate.</skos:changeNote> |
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<fibo-fnd-utl-av:hasMaturityLevel rdf:resource="&fibo-fnd-utl-av;Release"/> |
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<cmns-av:copyright>Copyright (c) 2018-2023 EDM Council, Inc.</cmns-av:copyright> |
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<cmns-av:copyright>Copyright (c) 2018-2023 Object Management Group, Inc.</cmns-av:copyright> |
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</owl:Ontology> |
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<owl:NamedIndividual rdf:about="&fibo-der-rtd-irsind;Contract-IY7VKEUR45886"> |
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<rdf:type rdf:resource="&fibo-der-rtd-irswp;FixedFloatSingleCurrencyInterestRateSwap"/> |
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<rdfs:label>contract IY7VKEUR45886</rdfs:label> |
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<skos:definition>contract IY7VKEUR45886 that is a fixed/float, single currency interest rate swap</skos:definition> |
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<fibo-fnd-agr-ctr:hasContractParty rdf:resource="&fibo-der-rtd-irsind;SwapContractParty-A"/> |
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<fibo-fnd-agr-ctr:hasContractParty rdf:resource="&fibo-der-rtd-irsind;SwapContractParty-ZZZWWK96TRQY0F2IY7VK"/> |
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<fibo-fnd-rel-rel:exchanges rdf:resource="&fibo-der-rtd-irsind;ContractLeg1-IY7VKEUR45886"/> |
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<fibo-fnd-rel-rel:exchanges rdf:resource="&fibo-der-rtd-irsind;ContractLeg2-IY7VKEUR45886"/> |
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<cmns-col:isIncludedIn rdf:resource="&fibo-der-rtd-irsind;PortfolioAlpha"/> |
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<cmns-id:isIdentifiedBy rdf:resource="&fibo-der-rtd-irsind;ISIN-ZZ216659451"/> |
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<cmns-id:isIdentifiedBy rdf:resource="&fibo-der-rtd-irsind;IY7VKEUR45886"/> |
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</owl:NamedIndividual> |
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<owl:NamedIndividual rdf:about="&fibo-der-rtd-irsind;ContractLeg1-IY7VKEUR45886"> |
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<rdf:type rdf:resource="&fibo-der-rtd-irswp;FixedInterestRateLeg"/> |
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<rdfs:label>contract leg 1 IY7VKEUR45886</rdfs:label> |
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<skos:definition>contract IY7VKEUR45886 swap leg 1 that is a fixed interest rate leg</skos:definition> |
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<fibo-fbc-dae-dbt:hasInterestRate rdf:resource="&fibo-der-rtd-irsind;ContractLeg1-IY7VKEUR45886-InterestRate"/> |
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<fibo-fnd-acc-cur:hasNotionalAmount rdf:resource="&fibo-der-rtd-irsind;ContractLeg1-IY7VKEUR45886-NotionalAmount"/> |
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<fibo-fnd-agr-ctr:hasEffectiveDate rdf:resource="&fibo-der-rtd-irsind;ContractLeg1-IY7VKEUR45886-EffectiveDate"/> |
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<fibo-fnd-arr-doc:hasTerminationDate rdf:resource="&fibo-der-rtd-irsind;ContractLeg1-IY7VKEUR45886-TerminationDate"/> |
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<fibo-fnd-pas-pas:hasBuyer rdf:resource="&fibo-der-rtd-irsind;SwapContractParty-ZZZWWK96TRQY0F2IY7VK"/> |
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<fibo-fnd-pas-pas:hasSeller rdf:resource="&fibo-der-rtd-irsind;SwapContractParty-A"/> |
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<fibo-fnd-rel-rel:isMandatedBy rdf:resource="&fibo-der-rtd-irsind;Contract-IY7VKEUR45886"/> |
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<fibo-sec-dbt-dbti:hasInterestPaymentTerms rdf:resource="&fibo-der-rtd-irsind;ContractLeg1-IY7VKEUR45886-InterestPaymentTerms"/> |
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<cmns-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)</cmns-av:explanatoryNote> |
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</owl:NamedIndividual> |
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<owl:NamedIndividual rdf:about="&fibo-der-rtd-irsind;ContractLeg1-IY7VKEUR45886-EffectiveDate"> |
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<rdf:type rdf:resource="&cmns-dt;ExplicitDate"/> |
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<rdfs:label>contract leg 1 IY7VKEUR45886 effective date</rdfs:label> |
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<cmns-dt:hasDateValue>2015-12-12</cmns-dt:hasDateValue> |
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</owl:NamedIndividual> |
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<owl:NamedIndividual rdf:about="&fibo-der-rtd-irsind;ContractLeg1-IY7VKEUR45886-InterestPaymentTerms"> |
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<rdf:type rdf:resource="&fibo-fbc-dae-dbt;InterestPaymentTerms"/> |
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<rdfs:label>contract leg 1 interest payment terms IY7VKEUR45886</rdfs:label> |
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<skos:definition>interest payment terms for contract IY7VKEUR45886 swap leg 1 that is a fixed interest rate leg</skos:definition> |
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<fibo-fbc-dae-dbt:hasAccrualBasis rdf:resource="&fibo-fbc-dae-dbt;DayCountConvention-30E360"/> |
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<fibo-fbc-dae-dbt:hasInterestPaymentFrequency rdf:resource="&fibo-ind-ir-ir;OneYear"/> |
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<fibo-fbc-dae-dbt:hasInterestRate rdf:resource="&fibo-der-rtd-irsind;ContractLeg1-IY7VKEUR45886-InterestRate"/> |
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<fibo-fnd-dt-bd:hasBusinessDayAdjustment rdf:resource="&fibo-der-rtd-irsind;EuropeanCentralBankBBusinessDayAdjustment"/> |
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</owl:NamedIndividual> |
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<owl:NamedIndividual rdf:about="&fibo-der-rtd-irsind;ContractLeg1-IY7VKEUR45886-InterestRate"> |
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<rdf:type rdf:resource="&fibo-fbc-dae-dbt;FixedInterestRate"/> |
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<rdfs:label>contract leg 1 IY7VKEUR45886 fixed interest rate</rdfs:label> |
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<fibo-fnd-acc-cur:hasRateValue rdf:datatype="&xsd;decimal">1.0579</fibo-fnd-acc-cur:hasRateValue> |
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</owl:NamedIndividual> |
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<owl:NamedIndividual rdf:about="&fibo-der-rtd-irsind;ContractLeg1-IY7VKEUR45886-NotionalAmount"> |
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<rdf:type rdf:resource="&fibo-fnd-acc-cur;MonetaryAmount"/> |
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<rdfs:label>contract leg 1 IY7VKEUR45886 notional amount</rdfs:label> |
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<fibo-fnd-acc-cur:hasAmount rdf:datatype="&xsd;decimal">1286805</fibo-fnd-acc-cur:hasAmount> |
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<fibo-fnd-acc-cur:hasCurrency rdf:resource="&fibo-fnd-acc-4217;Euro"/> |
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</owl:NamedIndividual> |
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|
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<owl:NamedIndividual rdf:about="&fibo-der-rtd-irsind;ContractLeg1-IY7VKEUR45886-TerminationDate"> |
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<rdf:type rdf:resource="&cmns-dt;ExplicitDate"/> |
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<rdfs:label>contract leg 1 IY7VKEUR45886 termination date</rdfs:label> |
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<cmns-dt:hasDateValue>2025-08-17</cmns-dt:hasDateValue> |
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</owl:NamedIndividual> |
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|
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<owl:NamedIndividual rdf:about="&fibo-der-rtd-irsind;ContractLeg2-IY7VKEUR45886"> |
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<rdf:type rdf:resource="&fibo-der-rtd-irswp;FloatingInterestRateLeg"/> |
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<rdfs:label>contract leg 2 IY7VKEUR45886</rdfs:label> |
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<skos:definition>contract IY7VKEUR45886 swap leg 2 that is a floating interest rate leg</skos:definition> |
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<fibo-fbc-dae-dbt:hasInterestRate rdf:resource="&fibo-der-rtd-irsind;ContractLeg2-IY7VKEUR45886-InterestRate"/> |
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<fibo-fnd-acc-cur:hasNotionalAmount rdf:resource="&fibo-der-rtd-irsind;ContractLeg2-IY7VKEUR45886-NotionalAmount"/> |
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<fibo-fnd-agr-ctr:hasEffectiveDate rdf:resource="&fibo-der-rtd-irsind;ContractLeg2-IY7VKEUR45886-EffectiveDate"/> |
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<fibo-fnd-arr-doc:hasTerminationDate rdf:resource="&fibo-der-rtd-irsind;ContractLeg2-IY7VKEUR45886-TerminationDate"/> |
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<fibo-fnd-pas-pas:hasBuyer rdf:resource="&fibo-der-rtd-irsind;SwapContractParty-A"/> |
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<fibo-fnd-pas-pas:hasSeller rdf:resource="&fibo-der-rtd-irsind;SwapContractParty-ZZZWWK96TRQY0F2IY7VK"/> |
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<fibo-fnd-rel-rel:isMandatedBy rdf:resource="&fibo-der-rtd-irsind;Contract-IY7VKEUR45886"/> |
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<fibo-sec-dbt-dbti:hasInterestPaymentTerms rdf:resource="&fibo-der-rtd-irsind;ContractLeg2-IY7VKEUR45886-InterestPaymentTerms"/> |
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<cmns-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</cmns-av:explanatoryNote> |
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</owl:NamedIndividual> |
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|
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<owl:NamedIndividual rdf:about="&fibo-der-rtd-irsind;ContractLeg2-IY7VKEUR45886-EffectiveDate"> |
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<rdf:type rdf:resource="&cmns-dt;ExplicitDate"/> |
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<rdfs:label>contract leg 2 IY7VKEUR45886 effective date</rdfs:label> |
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<cmns-dt:hasDateValue>2015-12-12</cmns-dt:hasDateValue> |
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</owl:NamedIndividual> |
|
|
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<owl:NamedIndividual rdf:about="&fibo-der-rtd-irsind;ContractLeg2-IY7VKEUR45886-InterestPaymentTerms"> |
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<rdf:type rdf:resource="&fibo-fbc-dae-dbt;InterestPaymentTerms"/> |
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<rdfs:label>contract leg 2 interest payment terms IY7VKEUR45886</rdfs:label> |
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<skos:definition>interest payment terms for contract IY7VKEUR45886 swap leg 2 that is a floating interest rate leg</skos:definition> |
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<fibo-fbc-dae-dbt:hasAccrualBasis rdf:resource="&fibo-fbc-dae-dbt;DayCountConvention-30E360"/> |
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<fibo-fbc-dae-dbt:hasInterestPaymentFrequency rdf:resource="&fibo-ind-ir-ir;SixMonths"/> |
|
<fibo-fbc-dae-dbt:hasInterestRate rdf:resource="&fibo-der-rtd-irsind;ContractLeg2-IY7VKEUR45886-InterestRate"/> |
|
<fibo-fnd-dt-bd:hasBusinessDayAdjustment rdf:resource="&fibo-der-rtd-irsind;EuropeanCentralBankBBusinessDayAdjustment"/> |
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</owl:NamedIndividual> |
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|
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<owl:NamedIndividual rdf:about="&fibo-der-rtd-irsind;ContractLeg2-IY7VKEUR45886-InterestRate"> |
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<rdf:type rdf:resource="&fibo-fbc-dae-dbt;FloatingInterestRate"/> |
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<rdfs:label>contract leg 2 IY7VKEUR45886 floating interest rate</rdfs:label> |
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<fibo-fnd-acc-cur:hasRateValue rdf:datatype="&xsd;decimal">0.309</fibo-fnd-acc-cur:hasRateValue> |
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</owl:NamedIndividual> |
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|
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<owl:NamedIndividual rdf:about="&fibo-der-rtd-irsind;ContractLeg2-IY7VKEUR45886-NotionalAmount"> |
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<rdf:type rdf:resource="&fibo-fnd-acc-cur;MonetaryAmount"/> |
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<rdfs:label>contract leg 2 IY7VKEUR45886 notional amount</rdfs:label> |
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<fibo-fnd-acc-cur:hasAmount rdf:datatype="&xsd;decimal">1286805</fibo-fnd-acc-cur:hasAmount> |
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<fibo-fnd-acc-cur:hasCurrency rdf:resource="&fibo-fnd-acc-4217;Euro"/> |
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</owl:NamedIndividual> |
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|
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<owl:NamedIndividual rdf:about="&fibo-der-rtd-irsind;ContractLeg2-IY7VKEUR45886-TerminationDate"> |
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<rdf:type rdf:resource="&cmns-dt;ExplicitDate"/> |
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<rdfs:label>contract leg 2 IY7VKEUR45886 termination date</rdfs:label> |
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<cmns-dt:hasDateValue>2025-08-17</cmns-dt:hasDateValue> |
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</owl:NamedIndividual> |
|
|
|
<owl:NamedIndividual rdf:about="&fibo-der-rtd-irsind;EuropeanCentralBankBBusinessDayAdjustment"> |
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<rdf:type rdf:resource="&fibo-fnd-dt-bd;BusinessDayAdjustment"/> |
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<rdfs:label>European Central Bank business day adjustment</rdfs:label> |
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<skos:definition>business day adjustment for the ECB</skos:definition> |
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<fibo-fnd-dt-bd:hasBusinessDayConvention rdf:resource="&fibo-fnd-dt-bd;BusinessDayModifiedFollowing"/> |
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<fibo-fnd-plc-loc:hasBusinessCenter rdf:resource="&fibo-fbc-fct-bci;Frankfurt"/> |
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</owl:NamedIndividual> |
|
|
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<owl:NamedIndividual rdf:about="&fibo-der-rtd-irsind;ISIN-ZZ216659451"> |
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<rdf:type rdf:resource="&fibo-sec-sec-id;InternationalSecuritiesIdentificationNumber"/> |
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<rdfs:label>ZZ216659451</rdfs:label> |
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<skos:definition>ISIN for sample swap contract IY7VKEUR45886</skos:definition> |
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<fibo-fnd-rel-rel:hasTag>ZZ216659451</fibo-fnd-rel-rel:hasTag> |
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<cmns-id:identifies rdf:resource="&fibo-der-rtd-irsind;Contract-IY7VKEUR45886"/> |
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</owl:NamedIndividual> |
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|
|
<owl:NamedIndividual rdf:about="&fibo-der-rtd-irsind;IY7VKEUR45886"> |
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<rdf:type rdf:resource="&fibo-der-drc-swp;UniqueSwapIdentifier"/> |
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<rdfs:label>IY7VKEUR45886</rdfs:label> |
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<skos:definition>unique swap identifier for sample swap contract IY7VKEUR45886</skos:definition> |
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<fibo-fnd-rel-rel:hasTag>IY7VKEUR45886</fibo-fnd-rel-rel:hasTag> |
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<cmns-id:identifies rdf:resource="&fibo-der-rtd-irsind;Contract-IY7VKEUR45886"/> |
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</owl:NamedIndividual> |
|
|
|
<owl:NamedIndividual rdf:about="&fibo-der-rtd-irsind;PortfolioAlpha"> |
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<rdf:type rdf:resource="&fibo-sec-sec-ast;Portfolio"/> |
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<rdfs:label>portfolio Alpha</rdfs:label> |
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<skos:definition>sample contract portfolio Alpha</skos:definition> |
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</owl:NamedIndividual> |
|
|
|
<owl:NamedIndividual rdf:about="&fibo-der-rtd-irsind;PortfolioBeta"> |
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<rdf:type rdf:resource="&fibo-sec-sec-ast;Portfolio"/> |
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<rdfs:label>portfolio Beta</rdfs:label> |
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<skos:definition>sample contract portfolio Beta</skos:definition> |
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</owl:NamedIndividual> |
|
|
|
<owl:NamedIndividual rdf:about="&fibo-der-rtd-irsind;PortfolioDelta"> |
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<rdf:type rdf:resource="&fibo-sec-sec-ast;Portfolio"/> |
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<rdfs:label>portfolio Delta</rdfs:label> |
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<skos:definition>sample contract portfolio Delta</skos:definition> |
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</owl:NamedIndividual> |
|
|
|
<owl:NamedIndividual rdf:about="&fibo-der-rtd-irsind;PortfolioGamma"> |
|
<rdf:type rdf:resource="&fibo-sec-sec-ast;Portfolio"/> |
|
<rdfs:label>portfolio Gamma</rdfs:label> |
|
<skos:definition>sample contract portfolio Gamma</skos:definition> |
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</owl:NamedIndividual> |
|
|
|
<owl:NamedIndividual rdf:about="&fibo-der-rtd-irsind;SecuritiesTransaction-IY7VKEUR45886"> |
|
<rdf:type rdf:resource="&fibo-fbc-fi-fi;SecuritiesTransaction"/> |
|
<rdfs:label>securities transaction IY7VKEUR45886</rdfs:label> |
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<skos:definition>securities transaction for contract IY7VKEUR45886</skos:definition> |
|
<fibo-fbc-pas-fpas:isFacilitatedBy rdf:resource="&fibo-der-rtd-irsind;Trader-J_Adams"/> |
|
<cmns-av:explanatoryNote>Need to create the trade event - this is the activity (maybe we should rename these now? in FND to activity and event?) and add lifecycle elements - date and time, status of the trade and settlement status</cmns-av:explanatoryNote> |
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<cmns-cxtdsg:appliesTo rdf:resource="&fibo-der-rtd-irsind;Contract-IY7VKEUR45886"/> |
|
</owl:NamedIndividual> |
|
|
|
<owl:NamedIndividual rdf:about="&fibo-der-rtd-irsind;SwapContractParty-A"> |
|
<rdf:type rdf:resource="&fibo-der-drc-swp;SwapParty"/> |
|
<rdfs:label>swap contract party A</rdfs:label> |
|
<skos:definition>swap contract party A for all of the sample contracts in the sample swap data</skos:definition> |
|
</owl:NamedIndividual> |
|
|
|
<owl:NamedIndividual rdf:about="&fibo-der-rtd-irsind;SwapContractParty-ZZZWWK96TRQY0F2IY7VK"> |
|
<rdf:type rdf:resource="&fibo-der-drc-swp;SwapParty"/> |
|
<rdf:type rdf:resource="&fibo-fnd-agr-ctr;Counterparty"/> |
|
<rdfs:label>swap contract party ZZZWWK96TRQY0F2IY7VK</rdfs:label> |
|
<skos:definition>swap contract party ZZZWWK96TRQY0F2IY7VK</skos:definition> |
|
</owl:NamedIndividual> |
|
|
|
<owl:NamedIndividual rdf:about="&fibo-der-rtd-irsind;Trader-J_Adams"> |
|
<rdf:type rdf:resource="&fibo-fbc-pas-fpas;Trader"/> |
|
<rdfs:label>trader J. Adams</rdfs:label> |
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</owl:NamedIndividual> |
|
|
|
</rdf:RDF> |
