|
<?xml version="1.0" encoding="UTF-8"?> |
|
<!DOCTYPE rdf:RDF [ |
|
<!ENTITY cmns-av "https://www.omg.org/spec/Commons/AnnotationVocabulary/"> |
|
<!ENTITY cmns-col "https://www.omg.org/spec/Commons/Collections/"> |
|
<!ENTITY dct "http://purl.org/dc/terms/"> |
|
<!ENTITY fibo-der-drc-bsc "https://spec.edmcouncil.org/fibo/ontology/DER/DerivativesContracts/DerivativesBasics/"> |
|
<!ENTITY fibo-der-drc-cur "https://spec.edmcouncil.org/fibo/ontology/DER/DerivativesContracts/CurrencyContracts/"> |
|
<!ENTITY fibo-der-drc-ff "https://spec.edmcouncil.org/fibo/ontology/DER/DerivativesContracts/FuturesAndForwards/"> |
|
<!ENTITY fibo-der-drc-opt "https://spec.edmcouncil.org/fibo/ontology/DER/DerivativesContracts/Options/"> |
|
<!ENTITY fibo-der-drc-swp "https://spec.edmcouncil.org/fibo/ontology/DER/DerivativesContracts/Swaps/"> |
|
<!ENTITY fibo-der-rtd-rtd "https://spec.edmcouncil.org/fibo/ontology/DER/RateDerivatives/RateDerivatives/"> |
|
<!ENTITY fibo-fbc-fi-fi "https://spec.edmcouncil.org/fibo/ontology/FBC/FinancialInstruments/FinancialInstruments/"> |
|
<!ENTITY fibo-fnd-acc-cur "https://spec.edmcouncil.org/fibo/ontology/FND/Accounting/CurrencyAmount/"> |
|
<!ENTITY fibo-fnd-qt-qtu "https://spec.edmcouncil.org/fibo/ontology/FND/Quantities/QuantitiesAndUnits/"> |
|
<!ENTITY fibo-fnd-utl-av "https://spec.edmcouncil.org/fibo/ontology/FND/Utilities/AnnotationVocabulary/"> |
|
<!ENTITY fibo-ind-fx-fx "https://spec.edmcouncil.org/fibo/ontology/IND/ForeignExchange/ForeignExchange/"> |
|
<!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/DER/DerivativesContracts/CurrencyContracts/" |
|
xmlns:cmns-av="https://www.omg.org/spec/Commons/AnnotationVocabulary/" |
|
xmlns:cmns-col="https://www.omg.org/spec/Commons/Collections/" |
|
xmlns:dct="http://purl.org/dc/terms/" |
|
xmlns:fibo-der-drc-bsc="https://spec.edmcouncil.org/fibo/ontology/DER/DerivativesContracts/DerivativesBasics/" |
|
xmlns:fibo-der-drc-cur="https://spec.edmcouncil.org/fibo/ontology/DER/DerivativesContracts/CurrencyContracts/" |
|
xmlns:fibo-der-drc-ff="https://spec.edmcouncil.org/fibo/ontology/DER/DerivativesContracts/FuturesAndForwards/" |
|
xmlns:fibo-der-drc-opt="https://spec.edmcouncil.org/fibo/ontology/DER/DerivativesContracts/Options/" |
|
xmlns:fibo-der-drc-swp="https://spec.edmcouncil.org/fibo/ontology/DER/DerivativesContracts/Swaps/" |
|
xmlns:fibo-der-rtd-rtd="https://spec.edmcouncil.org/fibo/ontology/DER/RateDerivatives/RateDerivatives/" |
|
xmlns:fibo-fbc-fi-fi="https://spec.edmcouncil.org/fibo/ontology/FBC/FinancialInstruments/FinancialInstruments/" |
|
xmlns:fibo-fnd-acc-cur="https://spec.edmcouncil.org/fibo/ontology/FND/Accounting/CurrencyAmount/" |
|
xmlns:fibo-fnd-qt-qtu="https://spec.edmcouncil.org/fibo/ontology/FND/Quantities/QuantitiesAndUnits/" |
|
xmlns:fibo-fnd-utl-av="https://spec.edmcouncil.org/fibo/ontology/FND/Utilities/AnnotationVocabulary/" |
|
xmlns:fibo-ind-fx-fx="https://spec.edmcouncil.org/fibo/ontology/IND/ForeignExchange/ForeignExchange/" |
|
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/DER/DerivativesContracts/CurrencyContracts/"> |
|
<rdfs:label xml:lang="en">Currency Contracts Ontology</rdfs:label> |
|
<dct:abstract>This ontology defines concepts common to currency spot contracts and foreign exchange derivatives (forwards, options and swaps).</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/DER/DerivativesContracts/DerivativesBasics/"/> |
|
<owl:imports rdf:resource="https://spec.edmcouncil.org/fibo/ontology/DER/DerivativesContracts/FuturesAndForwards/"/> |
|
<owl:imports rdf:resource="https://spec.edmcouncil.org/fibo/ontology/DER/DerivativesContracts/Options/"/> |
|
<owl:imports rdf:resource="https://spec.edmcouncil.org/fibo/ontology/DER/DerivativesContracts/Swaps/"/> |
|
<owl:imports rdf:resource="https://spec.edmcouncil.org/fibo/ontology/DER/RateDerivatives/RateDerivatives/"/> |
|
<owl:imports rdf:resource="https://spec.edmcouncil.org/fibo/ontology/FBC/FinancialInstruments/FinancialInstruments/"/> |
|
<owl:imports rdf:resource="https://spec.edmcouncil.org/fibo/ontology/FND/Accounting/CurrencyAmount/"/> |
|
<owl:imports rdf:resource="https://spec.edmcouncil.org/fibo/ontology/FND/Quantities/QuantitiesAndUnits/"/> |
|
<owl:imports rdf:resource="https://spec.edmcouncil.org/fibo/ontology/FND/Utilities/AnnotationVocabulary/"/> |
|
<owl:imports rdf:resource="https://spec.edmcouncil.org/fibo/ontology/IND/ForeignExchange/ForeignExchange/"/> |
|
<owl:imports rdf:resource="https://www.omg.org/spec/Commons/AnnotationVocabulary/"/> |
|
<owl:imports rdf:resource="https://www.omg.org/spec/Commons/Collections/"/> |
|
<owl:versionIRI rdf:resource="https://spec.edmcouncil.org/fibo/ontology/DER/20230301/DerivativesContracts/CurrencyContracts/"/> |
|
<skos:changeNote>The https://spec.edmcouncil.org/fibo/ontology/20210701/DerivativesContracts/CurrencyContracts/ version of this ontology was modified to reflect the addition of the concept of a rates swap and the corresponding rate-based leg to the Swaps ontology, as well as the concept of a spot forward currency swap, to facilitate mapping to the CFI standard.</skos:changeNote> |
|
<skos:changeNote>The https://spec.edmcouncil.org/fibo/ontology/DER/20220301/DerivativesContracts/CurrencyContracts.rdf version of this ontology was modified to use the Commons Ontology Library (Commons) Annotation Vocabulary rather than the OMG's Specification Metadata vocabulary, 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, and to move the definition of an underlier and the related property, has underlier, to financial instruments so that these concepts are also available for use in relation to pool-backed securities.</skos:changeNote> |
|
<fibo-fnd-utl-av:hasMaturityLevel rdf:resource="&fibo-fnd-utl-av;Release"/> |
|
<cmns-av:copyright>Copyright (c) 2015-2023 EDM Council, Inc.</cmns-av:copyright> |
|
<cmns-av:copyright>Copyright (c) 2015-2023 Object Management Group, Inc.</cmns-av:copyright> |
|
</owl:Ontology> |
|
|
|
<owl:Class rdf:about="&fibo-der-drc-cur;CurrencyDerivative"> |
|
<rdfs:subClassOf rdf:resource="&fibo-der-rtd-rtd;RateBasedDerivativeInstrument"/> |
|
<rdfs:subClassOf rdf:resource="&fibo-fbc-fi-fi;CurrencyInstrument"/> |
|
<rdfs:subClassOf> |
|
<owl:Restriction> |
|
<owl:onProperty rdf:resource="&fibo-der-drc-cur;hasBuyingCurrency"/> |
|
<owl:onClass rdf:resource="&fibo-fnd-acc-cur;Currency"/> |
|
<owl:minQualifiedCardinality rdf:datatype="&xsd;nonNegativeInteger">0</owl:minQualifiedCardinality> |
|
</owl:Restriction> |
|
</rdfs:subClassOf> |
|
<rdfs:subClassOf> |
|
<owl:Restriction> |
|
<owl:onProperty rdf:resource="&fibo-der-drc-cur;hasSellingCurrency"/> |
|
<owl:onClass rdf:resource="&fibo-fnd-acc-cur;Currency"/> |
|
<owl:minQualifiedCardinality rdf:datatype="&xsd;nonNegativeInteger">0</owl:minQualifiedCardinality> |
|
</owl:Restriction> |
|
</rdfs:subClassOf> |
|
<rdfs:subClassOf> |
|
<owl:Restriction> |
|
<owl:onProperty rdf:resource="&fibo-fbc-fi-fi;hasUnderlier"/> |
|
<owl:someValuesFrom rdf:resource="&fibo-der-rtd-rtd;ForeignExchangeRateObservable"/> |
|
</owl:Restriction> |
|
</rdfs:subClassOf> |
|
<rdfs:label xml:lang="en">currency derivative</rdfs:label> |
|
<skos:definition xml:lang="en">agreement to deliver and settle a given amount of money in one currency, in exchange for a given amount in another currency at an agreed rate of exchange</skos:definition> |
|
<cmns-av:abbreviation xml:lang="en">FX derivative</cmns-av:abbreviation> |
|
<cmns-av:synonym xml:lang="en">foreign exchange derivative</cmns-av:synonym> |
|
<cmns-av:synonym xml:lang="en">forex derivative</cmns-av:synonym> |
|
</owl:Class> |
|
|
|
<owl:Class rdf:about="&fibo-der-drc-cur;CurrencyForward"> |
|
<rdfs:subClassOf rdf:resource="&fibo-der-drc-cur;CurrencyDerivative"/> |
|
<rdfs:subClassOf rdf:resource="&fibo-der-drc-ff;Forward"/> |
|
<rdfs:subClassOf> |
|
<owl:Restriction> |
|
<owl:onProperty rdf:resource="&fibo-der-drc-cur;hasForwardExchangeRate"/> |
|
<owl:someValuesFrom rdf:resource="&fibo-fnd-acc-cur;ExchangeRate"/> |
|
</owl:Restriction> |
|
</rdfs:subClassOf> |
|
<rdfs:label xml:lang="en">currency forward</rdfs:label> |
|
<skos:definition xml:lang="en">agreement to deliver and settle a given amount of money in one currency, in exchange for a given amount in another currency, at an agreed date in the future and at an agreed rate of exchange</skos:definition> |
|
<cmns-av:synonym xml:lang="en">FX forward</cmns-av:synonym> |
|
<cmns-av:synonym xml:lang="en">foreign exchange forward</cmns-av:synonym> |
|
</owl:Class> |
|
|
|
<owl:Class rdf:about="&fibo-der-drc-cur;CurrencyForwardOutright"> |
|
<rdfs:subClassOf rdf:resource="&fibo-der-drc-cur;CurrencyForward"/> |
|
<rdfs:subClassOf> |
|
<owl:Restriction> |
|
<owl:onProperty rdf:resource="&cmns-col;hasPart"/> |
|
<owl:someValuesFrom rdf:resource="&fibo-der-drc-cur;CurrencySpotContract"/> |
|
</owl:Restriction> |
|
</rdfs:subClassOf> |
|
<rdfs:subClassOf> |
|
<owl:Restriction> |
|
<owl:onProperty rdf:resource="&cmns-col;hasPart"/> |
|
<owl:someValuesFrom rdf:resource="&fibo-der-drc-cur;CurrencySwap"/> |
|
</owl:Restriction> |
|
</rdfs:subClassOf> |
|
<rdfs:label xml:lang="en">currency forward outright</rdfs:label> |
|
<skos:definition xml:lang="en">forward contract in a foreign exchange market that locks in the price at which an entity must buy or sell a currency on a future date</skos:definition> |
|
<cmns-av:explanatoryNote xml:lang="en">The holders of a currency forward are obligated to buy or sell the currency at a specified price, at a specified quantity and on a specified future date. These contracts cannot be transferred. Jan 10 Review Notes Outright Forward is the term for the professional markets. Spot + Swap where Swap is 2 simultaneous transactions.</cmns-av:explanatoryNote> |
|
<cmns-av:synonym xml:lang="en">forward outright</cmns-av:synonym> |
|
<cmns-av:synonym xml:lang="en">outright forward currency transaction</cmns-av:synonym> |
|
</owl:Class> |
|
|
|
<owl:Class rdf:about="&fibo-der-drc-cur;CurrencyOption"> |
|
<rdfs:subClassOf rdf:resource="&fibo-der-drc-cur;CurrencyDerivative"/> |
|
<rdfs:subClassOf rdf:resource="&fibo-der-drc-opt;VanillaOption"/> |
|
<rdfs:subClassOf> |
|
<owl:Restriction> |
|
<owl:onProperty rdf:resource="&fibo-fbc-fi-fi;hasUnderlier"/> |
|
<owl:onClass rdf:resource="&fibo-ind-fx-fx;CurrencySpotBuyRate"/> |
|
<owl:minQualifiedCardinality rdf:datatype="&xsd;nonNegativeInteger">0</owl:minQualifiedCardinality> |
|
</owl:Restriction> |
|
</rdfs:subClassOf> |
|
<rdfs:subClassOf> |
|
<owl:Restriction> |
|
<owl:onProperty rdf:resource="&fibo-der-drc-opt;hasStrikeRate"/> |
|
<owl:someValuesFrom rdf:resource="&fibo-fnd-acc-cur;ExchangeRate"/> |
|
</owl:Restriction> |
|
</rdfs:subClassOf> |
|
<rdfs:label xml:lang="en">currency option</rdfs:label> |
|
<skos:definition xml:lang="en">option giving the buyer (holder) the right, but not the obligation, to buy or sell currency at a specified exchange rate during a specified period of time</skos:definition> |
|
<cmns-av:abbreviation xml:lang="en">FX option</cmns-av:abbreviation> |
|
<cmns-av:explanatoryNote xml:lang="en">For this right, a premium is paid to the broker, which will vary depending on the number of contracts purchased. Currency options are one of the best ways for corporations or individuals to hedge against adverse movements in exchange rates. Investors can hedge against foreign currency risk by purchasing a currency option put or call. For example, assume that an investor believes that the USD/EUR rate is going to increase from 0.80 to 0.90 (meaning that it will become more expensive for a European investor to buy U.S dollars). In this case, the investor would want to buy a call option on USD/EUR so that he or she could stand to gain from an increase in the exchange rate (or the USD rise).</cmns-av:explanatoryNote> |
|
<cmns-av:synonym xml:lang="en">foreign exchange option</cmns-av:synonym> |
|
<cmns-av:synonym xml:lang="en">forex option</cmns-av:synonym> |
|
</owl:Class> |
|
|
|
<owl:Class rdf:about="&fibo-der-drc-cur;CurrencySpotContract"> |
|
<rdfs:subClassOf rdf:resource="&fibo-fbc-fi-fi;CurrencyInstrument"/> |
|
<rdfs:subClassOf rdf:resource="&fibo-fbc-fi-fi;SpotContract"/> |
|
<rdfs:subClassOf> |
|
<owl:Restriction> |
|
<owl:onProperty rdf:resource="&fibo-der-drc-cur;hasSpotExchangeRate"/> |
|
<owl:someValuesFrom rdf:resource="&fibo-fnd-acc-cur;ExchangeRate"/> |
|
</owl:Restriction> |
|
</rdfs:subClassOf> |
|
<rdfs:label xml:lang="en">currency spot contract</rdfs:label> |
|
<skos:definition xml:lang="en">foreign-exchange contract for immediate delivery</skos:definition> |
|
<cmns-av:explanatoryNote xml:lang="en">Spot rates represent the price that a buyer expects to pay for a foreign currency in another currency at the time of the quote. Though the spot exchange rate is said to be settled immediately, the globally accepted settlement cycle for foreign-exchange contracts is two days. Foreign-exchange contracts are therefore settled on the second day after the day the deal is made.</cmns-av:explanatoryNote> |
|
<cmns-av:synonym xml:lang="en">foreign exchange spot contract</cmns-av:synonym> |
|
</owl:Class> |
|
|
|
<owl:Class rdf:about="&fibo-der-drc-cur;CurrencySpotForwardSwap"> |
|
<rdfs:subClassOf rdf:resource="&fibo-der-drc-cur;CurrencySwap"/> |
|
<rdfs:subClassOf> |
|
<owl:Restriction> |
|
<owl:onProperty rdf:resource="&fibo-der-drc-swp;hasLeg"/> |
|
<owl:someValuesFrom rdf:resource="&fibo-der-drc-cur;CurrencySpotContract"/> |
|
</owl:Restriction> |
|
</rdfs:subClassOf> |
|
<rdfs:label xml:lang="en">currency spot forward swap</rdfs:label> |
|
<skos:definition xml:lang="en">foreign exchange agreement between two parties involving an exchange of two currencies at agreed fixed rates: a) on the spot settlement date and b) a reverse exchange on a later specified date</skos:definition> |
|
<cmns-av:adaptedFrom xml:lang="en">ISO 10962, Securities and related financial instruments - Classification of financial instruments (CFI) code, Fifth edition, 2021-06-15</cmns-av:adaptedFrom> |
|
</owl:Class> |
|
|
|
<owl:Class rdf:about="&fibo-der-drc-cur;CurrencySwap"> |
|
<rdfs:subClassOf rdf:resource="&fibo-der-drc-cur;CurrencyDerivative"/> |
|
<rdfs:subClassOf rdf:resource="&fibo-der-drc-swp;RatesSwap"/> |
|
<rdfs:subClassOf> |
|
<owl:Restriction> |
|
<owl:onProperty rdf:resource="&fibo-der-drc-swp;hasLeg"/> |
|
<owl:someValuesFrom rdf:resource="&fibo-der-drc-cur;CurrencyForward"/> |
|
</owl:Restriction> |
|
</rdfs:subClassOf> |
|
<rdfs:label xml:lang="en">currency swap</rdfs:label> |
|
<skos:definition xml:lang="en">foreign exchange agreement between two parties to exchange a given amount of one currency for another currency for spot delivery or for forward delivery at an agreed rate after a specified period of time</skos:definition> |
|
<skos:note xml:lang="en">In the case of a 'forward-forward' swap, both legs will be of type CurrencyFoward.</skos:note> |
|
<cmns-av:adaptedFrom xml:lang="en">ISO 10962, Securities and related financial instruments - Classification of financial instruments (CFI) code, Fifth edition, 2021-06-15</cmns-av:adaptedFrom> |
|
</owl:Class> |
|
|
|
<owl:Class rdf:about="&fibo-der-drc-cur;CurrencyVolatilityOption"> |
|
<rdfs:subClassOf rdf:resource="&fibo-der-drc-cur;CurrencyOption"/> |
|
<rdfs:subClassOf> |
|
<owl:Restriction> |
|
<owl:onProperty rdf:resource="&fibo-fbc-fi-fi;hasUnderlier"/> |
|
<owl:someValuesFrom rdf:resource="&fibo-ind-fx-fx;CurrencySpotVolatility"/> |
|
</owl:Restriction> |
|
</rdfs:subClassOf> |
|
<rdfs:label xml:lang="en">currency volatility option</rdfs:label> |
|
<skos:definition xml:lang="en">currency option whose underlying asset is based on the volatility of a foreign exchange rate</skos:definition> |
|
</owl:Class> |
|
|
|
<owl:ObjectProperty rdf:about="&fibo-der-drc-cur;hasBuyingCurrency"> |
|
<rdfs:subPropertyOf rdf:resource="&fibo-fnd-acc-cur;hasDealtCurrency"/> |
|
<rdfs:label xml:lang="en">has buying currency</rdfs:label> |
|
<rdfs:domain rdf:resource="&fibo-der-drc-cur;CurrencyDerivative"/> |
|
<rdfs:range rdf:resource="&fibo-fnd-acc-cur;Currency"/> |
|
<skos:definition xml:lang="en">indicates the currency purchased with respect to a foreign exchange derivative</skos:definition> |
|
<cmns-av:explanatoryNote xml:lang="en">Note that the buying and selling currencies could be the same under certain circumstances.</cmns-av:explanatoryNote> |
|
</owl:ObjectProperty> |
|
|
|
<owl:ObjectProperty rdf:about="&fibo-der-drc-cur;hasForwardExchangeRate"> |
|
<rdfs:subPropertyOf rdf:resource="&fibo-fnd-qt-qtu;hasQuantityValue"/> |
|
<rdfs:label xml:lang="en">has forward exchange rate</rdfs:label> |
|
<rdfs:domain rdf:resource="&fibo-der-drc-cur;CurrencyForward"/> |
|
<rdfs:range rdf:resource="&fibo-fnd-acc-cur;ExchangeRate"/> |
|
<skos:definition xml:lang="en">rate of exchange between two currencies as specified in a forward contract</skos:definition> |
|
</owl:ObjectProperty> |
|
|
|
<owl:ObjectProperty rdf:about="&fibo-der-drc-cur;hasSellingCurrency"> |
|
<rdfs:subPropertyOf rdf:resource="&fibo-fnd-acc-cur;hasBaseCurrency"/> |
|
<rdfs:label xml:lang="en">has selling currency</rdfs:label> |
|
<rdfs:domain rdf:resource="&fibo-der-drc-cur;CurrencyDerivative"/> |
|
<rdfs:range rdf:resource="&fibo-fnd-acc-cur;Currency"/> |
|
<skos:definition xml:lang="en">indicates the currency sold with respect to a foreign exchange derivative</skos:definition> |
|
<cmns-av:explanatoryNote xml:lang="en">Note that the buying and selling currencies could be the same under certain circumstances.</cmns-av:explanatoryNote> |
|
</owl:ObjectProperty> |
|
|
|
<owl:ObjectProperty rdf:about="&fibo-der-drc-cur;hasSpotExchangeRate"> |
|
<rdfs:subPropertyOf rdf:resource="&fibo-fnd-qt-qtu;hasQuantityValue"/> |
|
<rdfs:label xml:lang="en">has spot exchange rate</rdfs:label> |
|
<rdfs:domain rdf:resource="&fibo-der-drc-cur;CurrencySpotContract"/> |
|
<rdfs:range rdf:resource="&fibo-fnd-acc-cur;ExchangeRate"/> |
|
<skos:definition xml:lang="en">rate of exchange between two currencies as specified in a spot contract</skos:definition> |
|
</owl:ObjectProperty> |
|
|
|
<owl:Class rdf:about="&fibo-der-drc-ff;CurrencyFuture"> |
|
<rdfs:subClassOf rdf:resource="&fibo-der-drc-cur;CurrencyDerivative"/> |
|
</owl:Class> |
|
|
|
</rdf:RDF> |
