Datasets:
File size: 22,304 Bytes
38b6321 |
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 59 60 61 62 63 64 65 66 67 68 69 70 71 72 73 74 75 76 77 78 79 80 81 82 83 84 85 86 87 88 89 90 91 92 93 94 95 96 97 98 99 100 101 102 103 104 105 106 107 108 109 110 111 112 113 114 115 116 117 118 119 120 121 122 123 124 125 126 127 128 129 130 131 132 133 134 135 136 137 138 139 140 141 142 143 144 145 146 147 148 149 150 151 152 153 154 155 156 157 158 159 160 161 162 163 164 165 166 167 168 169 170 171 172 173 174 175 176 177 178 179 180 181 182 183 184 185 186 187 188 189 190 191 192 193 194 195 196 197 198 199 200 201 202 203 204 205 206 207 208 209 210 211 212 213 214 215 216 217 218 219 220 221 222 223 224 225 226 227 228 229 230 231 232 233 234 235 236 237 238 239 240 241 242 243 244 245 246 247 248 249 250 251 252 253 254 255 256 257 258 259 260 261 262 263 264 265 266 267 268 269 270 271 272 273 274 275 276 277 278 279 280 281 282 283 284 285 286 287 288 289 290 291 292 293 294 295 296 297 298 299 300 |
<?xml version="1.0" encoding="UTF-8"?>
<!DOCTYPE rdf:RDF [
<!ENTITY cmns-av "https://www.omg.org/spec/Commons/AnnotationVocabulary/">
<!ENTITY cmns-col "https://www.omg.org/spec/Commons/Collections/">
<!ENTITY cmns-cxtdsg "https://www.omg.org/spec/Commons/ContextualDesignators/">
<!ENTITY cmns-dt "https://www.omg.org/spec/Commons/DatesAndTimes/">
<!ENTITY dct "http://purl.org/dc/terms/">
<!ENTITY fibo-be-fct-pub "https://spec.edmcouncil.org/fibo/ontology/BE/FunctionalEntities/Publishers/">
<!ENTITY fibo-fnd-acc-cur "https://spec.edmcouncil.org/fibo/ontology/FND/Accounting/CurrencyAmount/">
<!ENTITY fibo-fnd-dt-fd "https://spec.edmcouncil.org/fibo/ontology/FND/DatesAndTimes/FinancialDates/">
<!ENTITY fibo-fnd-org-fm "https://spec.edmcouncil.org/fibo/ontology/FND/Organizations/FormalOrganizations/">
<!ENTITY fibo-fnd-qt-qtu "https://spec.edmcouncil.org/fibo/ontology/FND/Quantities/QuantitiesAndUnits/">
<!ENTITY fibo-fnd-rel-rel "https://spec.edmcouncil.org/fibo/ontology/FND/Relations/Relations/">
<!ENTITY fibo-fnd-utl-alx "https://spec.edmcouncil.org/fibo/ontology/FND/Utilities/Analytics/">
<!ENTITY fibo-fnd-utl-av "https://spec.edmcouncil.org/fibo/ontology/FND/Utilities/AnnotationVocabulary/">
<!ENTITY fibo-ind-ind-ind "https://spec.edmcouncil.org/fibo/ontology/IND/Indicators/Indicators/">
<!ENTITY owl "http://www.w3.org/2002/07/owl#">
<!ENTITY rdf "http://www.w3.org/1999/02/22-rdf-syntax-ns#">
<!ENTITY rdfs "http://www.w3.org/2000/01/rdf-schema#">
<!ENTITY skos "http://www.w3.org/2004/02/skos/core#">
<!ENTITY xsd "http://www.w3.org/2001/XMLSchema#">
]>
<rdf:RDF xml:base="https://spec.edmcouncil.org/fibo/ontology/IND/Indicators/Indicators/"
xmlns:cmns-av="https://www.omg.org/spec/Commons/AnnotationVocabulary/"
xmlns:cmns-col="https://www.omg.org/spec/Commons/Collections/"
xmlns:cmns-cxtdsg="https://www.omg.org/spec/Commons/ContextualDesignators/"
xmlns:cmns-dt="https://www.omg.org/spec/Commons/DatesAndTimes/"
xmlns:dct="http://purl.org/dc/terms/"
xmlns:fibo-be-fct-pub="https://spec.edmcouncil.org/fibo/ontology/BE/FunctionalEntities/Publishers/"
xmlns:fibo-fnd-acc-cur="https://spec.edmcouncil.org/fibo/ontology/FND/Accounting/CurrencyAmount/"
xmlns:fibo-fnd-dt-fd="https://spec.edmcouncil.org/fibo/ontology/FND/DatesAndTimes/FinancialDates/"
xmlns:fibo-fnd-org-fm="https://spec.edmcouncil.org/fibo/ontology/FND/Organizations/FormalOrganizations/"
xmlns:fibo-fnd-qt-qtu="https://spec.edmcouncil.org/fibo/ontology/FND/Quantities/QuantitiesAndUnits/"
xmlns:fibo-fnd-rel-rel="https://spec.edmcouncil.org/fibo/ontology/FND/Relations/Relations/"
xmlns:fibo-fnd-utl-alx="https://spec.edmcouncil.org/fibo/ontology/FND/Utilities/Analytics/"
xmlns:fibo-fnd-utl-av="https://spec.edmcouncil.org/fibo/ontology/FND/Utilities/AnnotationVocabulary/"
xmlns:fibo-ind-ind-ind="https://spec.edmcouncil.org/fibo/ontology/IND/Indicators/Indicators/"
xmlns:owl="http://www.w3.org/2002/07/owl#"
xmlns:rdf="http://www.w3.org/1999/02/22-rdf-syntax-ns#"
xmlns:rdfs="http://www.w3.org/2000/01/rdf-schema#"
xmlns:skos="http://www.w3.org/2004/02/skos/core#"
xmlns:xsd="http://www.w3.org/2001/XMLSchema#">
<owl:Ontology rdf:about="https://spec.edmcouncil.org/fibo/ontology/IND/Indicators/Indicators/">
<rdfs:label>Indicators Ontology</rdfs:label>
<dct:abstract>This ontology provides the concepts common to all market rates, indices and indicators; that is concepts descriptive of the numeric parameters themselves. These are modeled independently of the values they may take over time.</dct:abstract>
<dct:license rdf:datatype="&xsd;anyURI">https://opensource.org/licenses/MIT</dct:license>
<owl:imports rdf:resource="https://spec.edmcouncil.org/fibo/ontology/BE/FunctionalEntities/Publishers/"/>
<owl:imports rdf:resource="https://spec.edmcouncil.org/fibo/ontology/FND/Accounting/CurrencyAmount/"/>
<owl:imports rdf:resource="https://spec.edmcouncil.org/fibo/ontology/FND/DatesAndTimes/FinancialDates/"/>
<owl:imports rdf:resource="https://spec.edmcouncil.org/fibo/ontology/FND/Organizations/FormalOrganizations/"/>
<owl:imports rdf:resource="https://spec.edmcouncil.org/fibo/ontology/FND/Quantities/QuantitiesAndUnits/"/>
<owl:imports rdf:resource="https://spec.edmcouncil.org/fibo/ontology/FND/Relations/Relations/"/>
<owl:imports rdf:resource="https://spec.edmcouncil.org/fibo/ontology/FND/Utilities/Analytics/"/>
<owl:imports rdf:resource="https://spec.edmcouncil.org/fibo/ontology/FND/Utilities/AnnotationVocabulary/"/>
<owl:imports rdf:resource="https://www.omg.org/spec/Commons/AnnotationVocabulary/"/>
<owl:imports rdf:resource="https://www.omg.org/spec/Commons/Collections/"/>
<owl:imports rdf:resource="https://www.omg.org/spec/Commons/ContextualDesignators/"/>
<owl:imports rdf:resource="https://www.omg.org/spec/Commons/DatesAndTimes/"/>
<owl:versionIRI rdf:resource="https://spec.edmcouncil.org/fibo/ontology/IND/20230301/Indicators/Indicators/"/>
<skos:changeNote>The https://spec.edmcouncil.org/fibo/ontology/IND/20140601/Indicators/Indicators.rdf version of this ontology was modified per the issue resolutions identified in the FIBO IND 1.0 FTF 1 report.</skos:changeNote>
<skos:changeNote>The https://spec.edmcouncil.org/fibo/ontology/IND/20160801/Indicators/Indicators.rdf version of this ontology was modified per the FIBO 2.0 RFC, namely, to integrate concepts recently added to the FND domain including Rate, ExchangeRate, InterestRate and StructuredCollection and revise definitions of TermStructure and Volatility to better support concepts such as yield curves and analysis of market rates generally.</skos:changeNote>
<skos:changeNote>The https://spec.edmcouncil.org/fibo/ontology/IND/20180801/Indicators/Indicators.rdf version of this ontology was modified to integrate the composite date value and reflect migration of statistical measures to Analytics.</skos:changeNote>
<skos:changeNote>The https://spec.edmcouncil.org/fibo/ontology/IND/20190501/Indicators/Indicators.rdf version of this ontology was modified to eliminate deprecated elements.</skos:changeNote>
<skos:changeNote>The https://spec.edmcouncil.org/fibo/ontology/IND/20190901/Indicators/Indicators.rdf version of this ontology was modified to eliminate a redundant superclass declaration on MarketSpread, introduced by refactoring of FND analytics.</skos:changeNote>
<skos:changeNote>The https://spec.edmcouncil.org/fibo/ontology/IND/20200401/Indicators/Indicators.rdf version of this ontology was modified to reflect the move of dated collection from arrangements to financial dates.</skos:changeNote>
<skos:changeNote>The https://spec.edmcouncil.org/fibo/ontology/IND/20200701/Indicators/Indicators.rdf version of this ontology was modified to add definitions for historical and implied volatility, and differentiate price volatility accordingly.</skos:changeNote>
<skos:changeNote>The https://spec.edmcouncil.org/fibo/ontology/IND/20210301/Indicators/Indicators.rdf version of this ontology was modified to a restriction on isValueOf to MarketRate and eliminate its dependence on PublishedFinancialInformation, and to revise the definition of market rate, daily average market rate, and end of day market rate.</skos:changeNote>
<skos:changeNote>The https://spec.edmcouncil.org/fibo/ontology/IND/20210501/Indicators/Indicators.rdf version of this ontology was modified to extend the definition of price structure to include a synonym of price history and state that it is intended to be used for any sort of analysis of historic prices.</skos:changeNote>
<skos:changeNote>The https://spec.edmcouncil.org/fibo/ontology/IND/20220801/Indicators/Indicators.rdf version of this ontology was modified to loosen the nature of a price in a price structure to include any price, not limited to a quoted price from a specific source, to allow for calculated prices to be included in the structure and to deprecate redundant terms including financial information publisher, and published financial information.</skos:changeNote>
<skos:changeNote>The https://spec.edmcouncil.org/fibo/ontology/IND/20221001/Indicators/Indicators.rdf version of the ontology was modified to use the Commons Ontology Library (Commons) Annotation Vocabulary rather than the OMG's Specification Metadata vocabulary.</skos:changeNote>
<skos:changeNote>The https://spec.edmcouncil.org/fibo/ontology/IND/20230201/Indicators/Indicators.rdf version of this ontology was modified to use the Commons Ontology Library (Commons) rather than the OMG's Languages, Countries and Codes (LCC), eliminating redundancies in FIBO as appropriate.</skos:changeNote>
<fibo-fnd-utl-av:hasMaturityLevel rdf:resource="&fibo-fnd-utl-av;Release"/>
<cmns-av:copyright>Copyright (c) 2014-2023 EDM Council, Inc.</cmns-av:copyright>
<cmns-av:copyright>Copyright (c) 2014-2023 Object Management Group, Inc.</cmns-av:copyright>
</owl:Ontology>
<owl:Class rdf:about="&fibo-ind-ind-ind;DailyAverageMarketRate">
<rdfs:subClassOf rdf:resource="&fibo-ind-ind-ind;MarketRate"/>
<rdfs:subClassOf>
<owl:Restriction>
<owl:onProperty rdf:resource="&fibo-ind-ind-ind;hasQuotationDateTime"/>
<owl:onDataRange rdf:resource="&cmns-dt;CombinedDateTime"/>
<owl:qualifiedCardinality rdf:datatype="&xsd;nonNegativeInteger">1</owl:qualifiedCardinality>
</owl:Restriction>
</rdfs:subClassOf>
<rdfs:label>daily average market rate</rdfs:label>
<skos:definition>overall level of a given rate, calculated as the sum of some selected observed values of the rates for a particular reference rate, foreign exchange rate, lending rate, or other market rate divided by the number of samples collected over the course of a twenty-four (24) hour period for a specific date</skos:definition>
<cmns-av:adaptedFrom rdf:datatype="&xsd;anyURI">http://www.investopedia.com/terms/m/marketaverage.asp</cmns-av:adaptedFrom>
</owl:Class>
<owl:Class rdf:about="&fibo-ind-ind-ind;EndOfDayMarketRate">
<rdfs:subClassOf rdf:resource="&fibo-ind-ind-ind;MarketRate"/>
<rdfs:subClassOf>
<owl:Restriction>
<owl:onProperty rdf:resource="&fibo-ind-ind-ind;hasQuotationDateTime"/>
<owl:onDataRange rdf:resource="&cmns-dt;CombinedDateTime"/>
<owl:qualifiedCardinality rdf:datatype="&xsd;nonNegativeInteger">1</owl:qualifiedCardinality>
</owl:Restriction>
</rdfs:subClassOf>
<rdfs:label>end-of-day market rate</rdfs:label>
<skos:definition>value of a given market rate of the end of the business day for a specific date</skos:definition>
</owl:Class>
<owl:Class rdf:about="&fibo-ind-ind-ind;FinancialInformationPublisher">
<owl:deprecated rdf:datatype="&xsd;boolean">true</owl:deprecated>
<owl:equivalentClass rdf:resource="&fibo-be-fct-pub;Publisher"/>
</owl:Class>
<owl:Class rdf:about="&fibo-ind-ind-ind;HistoricalPriceVolatility">
<rdfs:subClassOf rdf:resource="&fibo-ind-ind-ind;HistoricalVolatility"/>
<rdfs:subClassOf rdf:resource="&fibo-ind-ind-ind;PriceVolatility"/>
<rdfs:label>historical price volatility</rdfs:label>
<skos:definition>historical volatility measure of past trading ranges of prices of underlying securities and indexes</skos:definition>
<cmns-av:explanatoryNote>Calculations for historical volatility are generally based on the change from one closing price to the next.</cmns-av:explanatoryNote>
</owl:Class>
<owl:Class rdf:about="&fibo-ind-ind-ind;HistoricalVolatility">
<rdfs:subClassOf rdf:resource="&fibo-ind-ind-ind;Volatility"/>
<rdfs:label>historical volatility</rdfs:label>
<skos:definition>measure of volatility that uses actual values for pricing, rates, and other measurements calculated over some prior period</skos:definition>
<cmns-av:synonym>realized volatility</cmns-av:synonym>
</owl:Class>
<owl:Class rdf:about="&fibo-ind-ind-ind;ImpliedPriceVolatility">
<rdfs:subClassOf rdf:resource="&fibo-ind-ind-ind;ImpliedVolatility"/>
<rdfs:subClassOf rdf:resource="&fibo-ind-ind-ind;PriceVolatility"/>
<rdfs:label>implied price volatility</rdfs:label>
<skos:definition>measure of volatility that represents the expected fluctuations of an underlying stock or index over a specific time frame</skos:definition>
</owl:Class>
<owl:Class rdf:about="&fibo-ind-ind-ind;ImpliedVolatility">
<rdfs:subClassOf rdf:resource="&fibo-ind-ind-ind;Volatility"/>
<rdfs:label>implied volatility</rdfs:label>
<skos:definition>measure of volatility that is a forward-looking metric used to calculate probability</skos:definition>
<cmns-av:synonym>projected volatility</cmns-av:synonym>
</owl:Class>
<owl:Class rdf:about="&fibo-ind-ind-ind;MarketRate">
<rdfs:subClassOf rdf:resource="&fibo-fnd-utl-alx;RatioValue"/>
<rdfs:subClassOf>
<owl:Restriction>
<owl:onProperty rdf:resource="&fibo-fnd-utl-alx;isValueOf"/>
<owl:onClass rdf:resource="&fibo-fnd-utl-alx;ScopedMeasure"/>
<owl:minQualifiedCardinality rdf:datatype="&xsd;nonNegativeInteger">0</owl:minQualifiedCardinality>
</owl:Restriction>
</rdfs:subClassOf>
<rdfs:subClassOf>
<owl:Restriction>
<owl:onProperty rdf:resource="&fibo-ind-ind-ind;hasQuotationDateTime"/>
<owl:minQualifiedCardinality rdf:datatype="&xsd;nonNegativeInteger">0</owl:minQualifiedCardinality>
<owl:onDataRange rdf:resource="&cmns-dt;CombinedDateTime"/>
</owl:Restriction>
</rdfs:subClassOf>
<rdfs:subClassOf>
<owl:Restriction>
<owl:onProperty rdf:resource="&fibo-fnd-acc-cur;hasRateValue"/>
<owl:onDataRange rdf:resource="&xsd;decimal"/>
<owl:qualifiedCardinality rdf:datatype="&xsd;nonNegativeInteger">1</owl:qualifiedCardinality>
</owl:Restriction>
</rdfs:subClassOf>
<rdfs:label>market rate</rdfs:label>
<skos:definition>value of a rate established in the marketplace for a set of instruments or that describes the economic climate for an industry and/or political region (e.g., SOFR, Prime)</skos:definition>
<skos:example>Financial market rates include, but are not limited to reference rates, foreign exchange rates, lending rates, bankers' acceptance rates, and so forth.</skos:example>
<skos:scopeNote>Market rates include but may not be limited to the following:
(1) Index: Statistical composite that measures changes in the economy or in financial markets, often expressed in percentage changes from a base year or from the previous month
(2) Money Rate: Benchmark or guideline for interest rates determined by central banks or economical climate as a whole
(3) Bankers' Acceptance Rate: Benchmark reflecting market fluctuations of Bankers' Acceptance issued instruments
(4) Commercial Paper Rate: Benchmark reflecting market fluctuations of Commercial Paper issued instruments
(5) Certificate of Deposit Rate: Benchmark reflecting market fluctuations of Certificate of Deposit issued instruments
(6) Interbank Rate
(7) Prime
(8) Time Deposit Rate: Benchmark reflecting market fluctuations of Deposit/Redeposit issued instruments</skos:scopeNote>
<skos:scopeNote>known collectively (in the CFI Standard) as referential instruments</skos:scopeNote>
</owl:Class>
<owl:Class rdf:about="&fibo-ind-ind-ind;MarketSpread">
<rdfs:subClassOf rdf:resource="&fibo-fnd-utl-alx;ScopedMeasure"/>
<rdfs:subClassOf>
<owl:Restriction>
<owl:onProperty rdf:resource="&fibo-fnd-utl-alx;hasArgument"/>
<owl:onClass rdf:resource="&fibo-ind-ind-ind;MarketRate"/>
<owl:qualifiedCardinality rdf:datatype="&xsd;nonNegativeInteger">2</owl:qualifiedCardinality>
</owl:Restriction>
</rdfs:subClassOf>
<rdfs:label>market spread</rdfs:label>
<skos:definition>statistical measure providing the difference (or spread) between two market rates</skos:definition>
</owl:Class>
<owl:Class rdf:about="&fibo-ind-ind-ind;PriceStructure">
<rdfs:subClassOf rdf:resource="&fibo-fnd-dt-fd;DatedStructuredCollection"/>
<rdfs:subClassOf>
<owl:Restriction>
<owl:onProperty rdf:resource="&cmns-col;hasConstituent"/>
<owl:someValuesFrom rdf:resource="&fibo-fnd-acc-cur;MonetaryPrice"/>
</owl:Restriction>
</rdfs:subClassOf>
<rdfs:label>price structure</rdfs:label>
<skos:definition>structured collection of prices, such as market prices for some index or security, such that volatility or other analyses may be performed over the structure</skos:definition>
<cmns-av:explanatoryNote>Historical prices are needed not only for various statistical analyses but for determining best prices for certain kinds of options, for example. Note that prices may be quoted or calculated.</cmns-av:explanatoryNote>
<cmns-av:synonym>price history</cmns-av:synonym>
</owl:Class>
<owl:Class rdf:about="&fibo-ind-ind-ind;PriceVolatility">
<rdfs:subClassOf rdf:resource="&fibo-ind-ind-ind;Volatility"/>
<rdfs:subClassOf>
<owl:Restriction>
<owl:onProperty rdf:resource="&fibo-fnd-utl-alx;hasArgument"/>
<owl:someValuesFrom rdf:resource="&fibo-ind-ind-ind;PriceStructure"/>
</owl:Restriction>
</rdfs:subClassOf>
<rdfs:label>price volatility</rdfs:label>
<skos:definition>statistical measure of the rate of change in pricing for a given security or market index</skos:definition>
<skos:editorialNote>Volatility is modeled here using a structured collection, comprised of a series of individual prices of something (a security, index, etc., typically quoted prices), dates, and the source for those prices for some overall period of time</skos:editorialNote>
<cmns-av:explanatoryNote>Volatility can be determined using the standard deviation or variance among prices for the security or market index over some period of time. For a specific security, volatility may measure the amount and frequency in rapid price fluctuation. It is computed as the annualized standard deviation of the percentage change in a security's daily price.</cmns-av:explanatoryNote>
</owl:Class>
<owl:Class rdf:about="&fibo-ind-ind-ind;PublishedFinancialInformation">
<owl:deprecated rdf:datatype="&xsd;boolean">true</owl:deprecated>
<owl:equivalentClass rdf:resource="&fibo-be-fct-pub;Publication"/>
</owl:Class>
<owl:Class rdf:about="&fibo-ind-ind-ind;QuotedPrice">
<rdfs:subClassOf rdf:resource="&fibo-fnd-acc-cur;MonetaryPrice"/>
<rdfs:subClassOf>
<owl:Restriction>
<owl:onProperty rdf:resource="&fibo-ind-ind-ind;hasQuotationDateTime"/>
<owl:onDataRange rdf:resource="&cmns-dt;CombinedDateTime"/>
<owl:qualifiedCardinality rdf:datatype="&xsd;nonNegativeInteger">1</owl:qualifiedCardinality>
</owl:Restriction>
</rdfs:subClassOf>
<rdfs:label>quoted price</rdfs:label>
<skos:definition>a monetary price quoted by some publisher on a given date</skos:definition>
</owl:Class>
<owl:Class rdf:about="&fibo-ind-ind-ind;TermStructure">
<rdfs:subClassOf rdf:resource="&fibo-fnd-dt-fd;DatedStructuredCollection"/>
<rdfs:subClassOf>
<owl:Restriction>
<owl:onProperty rdf:resource="&cmns-col;hasConstituent"/>
<owl:someValuesFrom rdf:resource="&fibo-ind-ind-ind;MarketRate"/>
</owl:Restriction>
</rdfs:subClassOf>
<rdfs:label>term structure</rdfs:label>
<skos:definition>structured collection of rates, such as interest rates, or bond yields with different terms to maturity, such that a yield curve may be constructed for the structure</skos:definition>
<cmns-av:explanatoryNote>Term structure refers to a set of discrete points; elements are ordered by time. Restrictions on the rate (see above) and a point in time, paired together, and then ordered in a structured collection is how this should ultimately be modeled. Then the concept of yield curve would be a child of term structure, for calculation of net present value, for example. Term structures consist of two or more observed or projected values, typically related to debt instruments or interest rates. assessment of monetary policy conditions, and so forth.</cmns-av:explanatoryNote>
</owl:Class>
<owl:Class rdf:about="&fibo-ind-ind-ind;Volatility">
<rdfs:subClassOf rdf:resource="&fibo-fnd-utl-alx;Dispersion"/>
<rdfs:subClassOf>
<owl:Class>
<owl:unionOf rdf:parseType="Collection">
<rdf:Description rdf:about="&fibo-fnd-utl-alx;Variance">
</rdf:Description>
<rdf:Description rdf:about="&fibo-fnd-utl-alx;StandardDeviation">
</rdf:Description>
</owl:unionOf>
</owl:Class>
</rdfs:subClassOf>
<rdfs:subClassOf>
<owl:Restriction>
<owl:onProperty rdf:resource="&fibo-fnd-utl-alx;hasArgument"/>
<owl:someValuesFrom rdf:resource="&fibo-fnd-dt-fd;DatedStructuredCollection"/>
</owl:Restriction>
</rdfs:subClassOf>
<rdfs:subClassOf>
<owl:Restriction>
<owl:onProperty rdf:resource="&cmns-dt;hasDatePeriod"/>
<owl:someValuesFrom rdf:resource="&cmns-dt;DatePeriod"/>
</owl:Restriction>
</rdfs:subClassOf>
<rdfs:label>volatility</rdfs:label>
<skos:definition>statistical measure of the dispersion around the average of some random variable over some period of time</skos:definition>
</owl:Class>
<owl:ObjectProperty rdf:about="&fibo-ind-ind-ind;hasQuotationDate">
<rdfs:subPropertyOf rdf:resource="&cmns-dt;hasDate"/>
<rdfs:label>has quotation date</rdfs:label>
<rdfs:range rdf:resource="&cmns-dt;Date"/>
<skos:definition>indicates the quotation date for a given market rate or indicator</skos:definition>
<cmns-av:explanatoryNote>Typically this property reflects a daily average or end of day quote.</cmns-av:explanatoryNote>
<cmns-av:usageNote>Note that this property requires a reified date value, if used.</cmns-av:usageNote>
</owl:ObjectProperty>
<owl:DatatypeProperty rdf:about="&fibo-ind-ind-ind;hasQuotationDateTime">
<rdfs:subPropertyOf rdf:resource="&cmns-dt;hasObservedDateTime"/>
<rdfs:label>has quotation date and time</rdfs:label>
<rdfs:range rdf:resource="&cmns-dt;CombinedDateTime"/>
<skos:definition>indicates a quotation date and possibly a time for a given market rate, interest rate, indicator, or other quoted pricing information</skos:definition>
</owl:DatatypeProperty>
<owl:ObjectProperty rdf:about="&fibo-ind-ind-ind;isVolatilityOf">
<rdfs:subPropertyOf rdf:resource="&cmns-cxtdsg;appliesTo"/>
<rdfs:label>is volatility of</rdfs:label>
<rdfs:domain rdf:resource="&fibo-ind-ind-ind;Volatility"/>
<skos:definition>indicates something to which the volatility measure applies and of which it is a measure</skos:definition>
</owl:ObjectProperty>
</rdf:RDF> |