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.
Cleaned up lookback contract terms - eliminated redundancies including formulas that referenced expressions where only the expressions added value
Eliminated levels of indirection in calculating fixed and floating lookback expressions, reorganized strike terms and revised lookback strike terms to better incorporate the expressions, lookback window, and pricing history used for those calculations
Revised the definition of price structure in IND to add a synonym of price history, and added a new explanatory note and eliminated formatting issues in indicators; continued clean-up of exotic options per FCT discussion
Integrated definitions from the CFI standard where appropriate
Fixes: #1801 / DER-130
Checklist:
[x] I'm familiar with the FIBO developer quide. My contribution meets all the requirements described there.
Signed-off-by: Elisa Kendall ekendall@thematix.com
Description
Fixes: #1801 / DER-130
Checklist: