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90 | 90 | <owl:imports rdf:resource="https://www.omg.org/spec/Commons/DatesAndTimes/"/>
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91 | 91 | <owl:imports rdf:resource="https://www.omg.org/spec/Commons/Documents/"/>
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92 | 92 | <owl:imports rdf:resource="https://www.omg.org/spec/Commons/QuantitiesAndUnits/"/>
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93 |
| - <owl:versionIRI rdf:resource="https://spec.edmcouncil.org/fibo/ontology/DER/20240301/RateDerivatives/IRSwaps/"/> |
| 93 | + <owl:versionIRI rdf:resource="https://spec.edmcouncil.org/fibo/ontology/DER/20241101/RateDerivatives/IRSwaps/"/> |
94 | 94 | <skos:changeNote>The https://spec.edmcouncil.org/fibo/ontology/DER/20180801/RateDerivatives/IRSwaps.rdf version of this ontology was modified to use the generic statistical measures and measurements now in FND.</skos:changeNote>
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95 | 95 | <skos:changeNote>The https://spec.edmcouncil.org/fibo/ontology/DER/20190501/RateDerivatives/IRSwaps/ version of this ontology was modified to eliminate the property 'hasPaymentSchedule' from the Swaps ontology in favor of the equivalent property with the same name from FND.</skos:changeNote>
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96 | 96 | <skos:changeNote>The https://spec.edmcouncil.org/fibo/ontology/DER/20200701/RateDerivatives/IRSwaps/ version of this ontology was modified take advantage of basic fixed and floating legs as higher level concepts common to many swaps, and to refine definitions to eliminate ambiguity and conform with ISO 704.</skos:changeNote>
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103 | 103 | <skos:changeNote>The https://spec.edmcouncil.org/fibo/ontology/DER/20230301/RateDerivatives/IRSwaps.rdf version of this ontology was modified to clarify restrictions on a plain vanilla IR swap.</skos:changeNote>
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104 | 104 | <skos:changeNote>The https://spec.edmcouncil.org/fibo/ontology/DER/20230501/RateDerivatives/IRSwaps.rdf version of this ontology was modified to replace content that is now available in the OMG Commons Ontology Library (Commons) v1.1 (FND-380).</skos:changeNote>
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105 | 105 | <skos:changeNote>The https://spec.edmcouncil.org/fibo/ontology/DER/20231201/RateDerivatives/IRSwaps.rdf version of this ontology was modified to simplify the class hierarchy, add a definition for fixed-fixed interest rate swap (DER-126), and to revise definitions related to swap leg-specific events (FBC-317).</skos:changeNote>
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| 106 | + <skos:changeNote>The https://spec.edmcouncil.org/fibo/ontology/DER/20240301/RateDerivatives/IRSwaps.rdf version of this ontology was modified to eliminate deprecated elements that have been deprecated for more than 6 months (FND-386).</skos:changeNote> |
106 | 107 | <fibo-fnd-utl-av:hasMaturityLevel rdf:resource="&fibo-fnd-utl-av;Release"/>
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107 | 108 | <cmns-av:copyright>Copyright (c) 2016-2024 EDM Council, Inc.</cmns-av:copyright>
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108 | 109 | <cmns-av:copyright>Copyright (c) 2016-2024 Object Management Group, Inc.</cmns-av:copyright>
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|
121 | 122 | <skos:definition>interest rate swap in which the two streams of interest payments are in different currencies</skos:definition>
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122 | 123 | </owl:Class>
|
123 | 124 |
|
124 |
| - <owl:Class rdf:about="&fibo-der-rtd-irswp;ExplicitInterestAmountCalculationEvent"> |
125 |
| - <owl:deprecated rdf:datatype="&xsd;boolean">true</owl:deprecated> |
126 |
| - <owl:equivalentClass rdf:resource="&fibo-fbc-dae-dbt;InterestCalculation"/> |
127 |
| - </owl:Class> |
128 |
| - |
129 | 125 | <owl:Class rdf:about="&fibo-der-rtd-irswp;FixedFixedInterestRateSwap">
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130 | 126 | <rdfs:subClassOf rdf:resource="&fibo-der-rtd-irswp;InterestRateSwap"/>
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131 | 127 | <rdfs:subClassOf>
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385 | 381 | <cmns-av:adaptedFrom xml:lang="en">ISO 10962, Securities and related financial instruments - Classification of financial instruments (CFI) code, Fifth edition, 2021-06-15</cmns-av:adaptedFrom>
|
386 | 382 | </owl:Class>
|
387 | 383 |
|
388 |
| - <owl:Class rdf:about="&fibo-der-rtd-irswp;InterestRateStreamEvent"> |
389 |
| - <owl:deprecated rdf:datatype="&xsd;boolean">true</owl:deprecated> |
390 |
| - <owl:equivalentClass rdf:resource="&fibo-der-drc-swp;SwapLegEvent"/> |
391 |
| - </owl:Class> |
392 |
| - |
393 | 384 | <owl:Class rdf:about="&fibo-der-rtd-irswp;InterestRateSwap">
|
394 | 385 | <rdfs:subClassOf rdf:resource="&fibo-der-drc-swp;RatesSwap"/>
|
395 | 386 | <rdfs:subClassOf rdf:resource="&fibo-der-rtd-rtd;InterestRateDerivativeInstrument"/>
|
|
610 | 601 | <skos:definition>interest rate swap in which the two streams of interest payments are in the same currency</skos:definition>
|
611 | 602 | </owl:Class>
|
612 | 603 |
|
613 |
| - <owl:Class rdf:about="&fibo-der-rtd-irswp;SwapStreamCalculationRelativeDate"> |
614 |
| - <owl:deprecated rdf:datatype="&xsd;boolean">true</owl:deprecated> |
615 |
| - <owl:equivalentClass rdf:resource="&fibo-fnd-dt-fd;RelativeDate"/> |
616 |
| - </owl:Class> |
617 |
| - |
618 |
| - <owl:Class rdf:about="&fibo-der-rtd-irswp;SwapStreamInterestCalculation"> |
619 |
| - <owl:deprecated rdf:datatype="&xsd;boolean">true</owl:deprecated> |
620 |
| - <owl:equivalentClass rdf:resource="&fibo-fbc-dae-dbt;InterestCalculation"/> |
621 |
| - </owl:Class> |
622 |
| - |
623 |
| - <owl:Class rdf:about="&fibo-der-rtd-irswp;SwapStreamInterestCalculationSchedule"> |
624 |
| - <owl:deprecated rdf:datatype="&xsd;boolean">true</owl:deprecated> |
625 |
| - <owl:equivalentClass rdf:resource="&fibo-fbc-dae-dbt;InterestCalculationSchedule"/> |
626 |
| - </owl:Class> |
627 |
| - |
628 |
| - <owl:Class rdf:about="&fibo-der-rtd-irswp;SwapStreamInterestPayment"> |
629 |
| - <owl:deprecated rdf:datatype="&xsd;boolean">true</owl:deprecated> |
630 |
| - <owl:equivalentClass rdf:resource="&fibo-fbc-dae-dbt;InterestPayment"/> |
631 |
| - </owl:Class> |
632 |
| - |
633 |
| - <owl:Class rdf:about="&fibo-der-rtd-irswp;SwapStreamInterestPaymentSchedule"> |
634 |
| - <owl:deprecated rdf:datatype="&xsd;boolean">true</owl:deprecated> |
635 |
| - <owl:equivalentClass rdf:resource="&fibo-fbc-dae-dbt;InterestPaymentSchedule"/> |
636 |
| - </owl:Class> |
637 |
| - |
638 |
| - <owl:Class rdf:about="&fibo-der-rtd-irswp;SwapStreamInterestRateReset"> |
639 |
| - <owl:deprecated rdf:datatype="&xsd;boolean">true</owl:deprecated> |
640 |
| - <owl:equivalentClass rdf:resource="&fibo-fbc-dae-dbt;InterestRateReset"/> |
641 |
| - </owl:Class> |
642 |
| - |
643 |
| - <owl:Class rdf:about="&fibo-der-rtd-irswp;SwapStreamInterestRateResetSchedule"> |
644 |
| - <owl:deprecated rdf:datatype="&xsd;boolean">true</owl:deprecated> |
645 |
| - <owl:equivalentClass rdf:resource="&fibo-fbc-dae-dbt;InterestRateResetSchedule"/> |
646 |
| - </owl:Class> |
647 |
| - |
648 |
| - <owl:Class rdf:about="&fibo-der-rtd-irswp;SwapStreamInterestRateSettingEvent"> |
649 |
| - <owl:deprecated rdf:datatype="&xsd;boolean">true</owl:deprecated> |
650 |
| - <owl:equivalentClass rdf:resource="&fibo-fbc-dae-dbt;InterestRateSettingEvent"/> |
651 |
| - </owl:Class> |
652 |
| - |
653 |
| - <owl:Class rdf:about="&fibo-der-rtd-irswp;SwapStreamInterestSettingRelativeDate"> |
654 |
| - <owl:deprecated rdf:datatype="&xsd;boolean">true</owl:deprecated> |
655 |
| - <owl:equivalentClass rdf:resource="&fibo-fnd-dt-fd;RelativeDate"/> |
656 |
| - </owl:Class> |
657 |
| - |
658 | 604 | <owl:Class rdf:about="&fibo-der-rtd-irswp;ZeroCouponInterestRateSwap">
|
659 | 605 | <rdfs:subClassOf rdf:resource="&fibo-der-rtd-irswp;InterestRateSwap"/>
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660 | 606 | <rdfs:subClassOf>
|
|
698 | 644 | <cmns-av:explanatoryNote>Such adjustments may be added to or subtracted from the floating rate.</cmns-av:explanatoryNote>
|
699 | 645 | </owl:DatatypeProperty>
|
700 | 646 |
|
701 |
| - <owl:ObjectProperty rdf:about="&fibo-der-rtd-irswp;hasInterestCalculationSchedule"> |
702 |
| - <owl:deprecated rdf:datatype="&xsd;boolean">true</owl:deprecated> |
703 |
| - <owl:equivalentProperty rdf:resource="&fibo-fnd-dt-fd;hasSchedule"/> |
704 |
| - </owl:ObjectProperty> |
705 |
| - |
706 |
| - <owl:ObjectProperty rdf:about="&fibo-der-rtd-irswp;hasInterestRateResetSchedule"> |
707 |
| - <owl:deprecated rdf:datatype="&xsd;boolean">true</owl:deprecated> |
708 |
| - <owl:equivalentProperty rdf:resource="&fibo-fnd-dt-fd;hasSchedule"/> |
709 |
| - </owl:ObjectProperty> |
710 |
| - |
711 | 647 | <owl:ObjectProperty rdf:about="&fibo-der-rtd-irswp;hasLastNotionalStepDate">
|
712 | 648 | <rdfs:subPropertyOf rdf:resource="&cmns-dt;hasEndDate"/>
|
713 | 649 | <rdfs:label>has last notional step date</rdfs:label>
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714 | 650 | <rdfs:range rdf:resource="&cmns-dt;ExplicitDate"/>
|
715 | 651 | <skos:definition>indicates the final date in a notional step schedule</skos:definition>
|
716 | 652 | </owl:ObjectProperty>
|
717 | 653 |
|
718 |
| - <owl:ObjectProperty rdf:about="&fibo-der-rtd-irswp;hasNotionalStepSchedule"> |
719 |
| - <owl:deprecated rdf:datatype="&xsd;boolean">true</owl:deprecated> |
720 |
| - <owl:equivalentProperty rdf:resource="&fibo-fnd-dt-fd;hasSchedule"/> |
721 |
| - </owl:ObjectProperty> |
722 |
| - |
723 | 654 | <owl:DatatypeProperty rdf:about="&fibo-der-rtd-irswp;hasRateMultiplier">
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724 | 655 | <rdfs:label>has rate multiplier</rdfs:label>
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725 | 656 | <rdfs:range rdf:resource="&xsd;decimal"/>
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