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.
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
Added concepts including collateral value as of date and 'has estimated total collateral value at issuance'
Added concepts related to attachment and detachment points
Fixes: #1973 / DER-138
Checklist:
[x] I'm familiar with the FIBO developer quide. My contribution meets all the requirements described there.
Description
Fixes: #1973 / DER-138
Checklist: