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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DER-84 - Commodity swaps are missing the concept of how much and a price at some point in time #1926

Closed ElisaKendall closed 1 year ago

ElisaKendall commented 1 year ago

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

Description

  1. Augmented the definition of a commodity instrument to include the commodity, a quantity of that commodity, and its value as of the execution date of the contract
  2. Revised the definition of commodity spot contract, commodity basket constituent, and commodity underlier accordingly

Fixes: #1925 / DER-84

Checklist: