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-127 - Coverage of Commodity Swaps with respect to the CFI standard is incomplete #1983

Closed ElisaKendall closed 6 months ago

ElisaKendall commented 6 months ago

Under commodity swaps we don't have commodity index swap, and we need to investigate whether our current definitions support multiple commodities in the same swap (different legs, or baskets).

There is another feature captured in the CFI around what happens to the notional amount - is it constant, accreting, amortizing, or custom, with a notional step schedule. We have the notional step schedule but not these other characterizations of what happens to the notional amount over the lifetime of the contract.