]> Interest Rate Swap Example Individuals Ontology This ontology provides examples of how to represent individuals for interest rate swaps and swap legs based on the Mizuho mocked-up sample data provided in the FIBO wiki. https://opensource.org/licenses/MIT The https://spec.edmcouncil.org/fibo/ontology/DER/20200601/RateDerivatives/IRSwapExampleIndividuals.rdf version of this ontology was revised to replace uses of hasTag in Relations with hasTag from LCC, as the more complex union of datatypes in the Relations concept is not needed here. The https://spec.edmcouncil.org/fibo/ontology/DER/20200701/RateDerivatives/IRSwapExampleIndividuals.rdf version of this ontology was modified to move the property 'exchanges' to FND given that it could be applied more generally than with respect to swaps only. The https://spec.edmcouncil.org/fibo/ontology/DER/20210101/RateDerivatives/IRSwapExampleIndividuals.rdf version of this ontology was modified to correct properties that were modified in the main ontology but not in the examples. The https://spec.edmcouncil.org/fibo/ontology/DER/20220101/RateDerivatives/IRSwapExampleIndividuals.rdf version of the ontology was modified to use the Commons Ontology Library (Commons) Annotation Vocabulary rather than the OMG's Specification Metadata vocabulary. The https://spec.edmcouncil.org/fibo/ontology/DER/20230201/RateDerivatives/IRSwapExampleIndividuals.rdf version of this ontology was modified to use the Commons Ontology Library (Commons) rather than the OMG's Languages, Countries and Codes (LCC) and to eliminate redundancies in FIBO as appropriate. Copyright (c) 2018-2023 EDM Council, Inc. Copyright (c) 2018-2023 Object Management Group, Inc. contract IY7VKEUR45886 contract IY7VKEUR45886 that is a fixed/float, single currency interest rate swap contract leg 1 IY7VKEUR45886 contract IY7VKEUR45886 swap leg 1 that is a fixed interest rate leg Need to create the 1st period fixing date, payment days offset, discount notional amount, average remaining notional currency, net present value currency (pair, of type monetary amount) contract leg 1 IY7VKEUR45886 effective date 2015-12-12 contract leg 1 interest payment terms IY7VKEUR45886 interest payment terms for contract IY7VKEUR45886 swap leg 1 that is a fixed interest rate leg contract leg 1 IY7VKEUR45886 fixed interest rate 1.0579 contract leg 1 IY7VKEUR45886 notional amount 1286805 contract leg 1 IY7VKEUR45886 termination date 2025-08-17 contract leg 2 IY7VKEUR45886 contract IY7VKEUR45886 swap leg 2 that is a floating interest rate leg Need to create the interest rate reset schedule or add a simple payment frequency, need a separate property for reference interest rate, need rate tenor contract leg 2 IY7VKEUR45886 effective date 2015-12-12 contract leg 2 interest payment terms IY7VKEUR45886 interest payment terms for contract IY7VKEUR45886 swap leg 2 that is a floating interest rate leg contract leg 2 IY7VKEUR45886 floating interest rate 0.309 contract leg 2 IY7VKEUR45886 notional amount 1286805 contract leg 2 IY7VKEUR45886 termination date 2025-08-17 European Central Bank business day adjustment business day adjustment for the ECB ZZ216659451 ISIN for sample swap contract IY7VKEUR45886 ZZ216659451 IY7VKEUR45886 unique swap identifier for sample swap contract IY7VKEUR45886 IY7VKEUR45886 portfolio Alpha sample contract portfolio Alpha portfolio Beta sample contract portfolio Beta portfolio Delta sample contract portfolio Delta portfolio Gamma sample contract portfolio Gamma securities transaction IY7VKEUR45886 securities transaction for contract IY7VKEUR45886 Need to create the trade event - this is the activity (maybe we should rename these now? in FND to activity and event?) and add lifecycle elements - date and time, status of the trade and settlement status swap contract party A swap contract party A for all of the sample contracts in the sample swap data swap contract party ZZZWWK96TRQY0F2IY7VK swap contract party ZZZWWK96TRQY0F2IY7VK trader J. Adams