search

edmcouncil / fibo

The Financial Industry Business Ontology (FIBO) defines the sets of things that are of interest in financial business applications and the ways that those things can relate to one another. In this way, FIBO can give meaning to any data (e.g., spreadsheets, relational databases, XML documents) that describe the business of finance.
https://spec.edmcouncil.org/fibo/
MIT License
314 stars 67 forks source link

DER-122 - Need to add the major types of Exotic Options #1796

Closed ElisaKendall closed 2 years ago

ElisaKendall commented 2 years ago

Signed-off-by: Elisa Kendall ekendall@thematix.com

Description

  1. Modified the ontology prefix from fibo-der-der-exo to fibo-der-drc-exo in line with the released ontologies in this module;
  2. Added a number of exotic options, including barrier option, knock-in option, knock-out option, double barrier option, forward start option and cliquet option;
  3. Added details to the definition of Asian option and chooser option per the notes in the JIRA issue
  4. Revised the definition of basket option in the main options ontology to make it an exotic option
  5. Added several additional exotic options, including digital, commodore, compound, and lookback options

Fixes: #1780 / DER-122

Checklist: