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/
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FBC-317 - The concepts related to interest rate schedules, rate resets and related events needs to be cleaned up #1997

Closed ElisaKendall closed 6 months ago

ElisaKendall commented 8 months ago

Description

  1. Replaced the term 'swap stream' with 'swap leg' or 'leg' in some cases
  2. Moved general concepts related to anchor dates, calculations and calculation periods to financial dates, to enable broader use
  3. Moved concepts related to interest rate schedules and calculations to the debt ontology to normalize the pattern used across FIBO
  4. Moved concepts related to step schedules to the debt instruments ontology and normalized their usage

Fixes: #1996 / FBC-317

Checklist: