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-138 - Need to add relationships to tranches and model them with respect to an index tranche CDS #1974

Closed ElisaKendall closed 8 months ago

ElisaKendall commented 8 months ago

Description

  1. Augmented the CDS ontology to include credit default swap index and basket of credit default swaps as a starting point for adding attachement and detachment points and other analytics
  2. Added concepts including collateral value as of date and 'has estimated total collateral value at issuance'
  3. Added concepts related to attachment and detachment points

Fixes: #1973 / DER-138

Checklist: