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
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SEC-184 - Add common pooled securities statistics #1922

Closed ElisaKendall closed 1 year ago

ElisaKendall commented 1 year ago

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

Description

  1. Added a synonym of 'average' to 'arithmetic mean'
  2. Moved a number of pool-specific analytical statistics from the provisional debt analytics ontology to the pool-backed securities ontology, including but not limited to: absolute prepayment rate, default rate, weighted average loan age, weighted average remaining maturity, prepayment speed, and weighted average coupon
  3. Added single monthly mortality to the set of possible statistics since it was mentioned

Fixes: #1921 / SEC-184

Checklist: