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Merge pull request #1834 from ElisaKendall/DER-135
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DER-135 - Clean up and release the Equity Forwards ontology
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@mereolog
mereolog authored Sep 28, 2022
2 parents f9e8d8c + e2022f9 commit d29b4f9
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5 changes: 2 additions & 3 deletions AboutFIBODev.rdf
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<owl:Ontology rdf:about="https://spec.edmcouncil.org/fibo/ontology/AboutFIBODev/">
<rdfs:label>About FIBO Development</rdfs:label>
<dct:abstract>This ontology is provided for the convenience of FIBO users. It loads the very latest version of every FIBO ontology (released, provisional, and informative) based on the contents of GitHub, for use in particular while working on revisions. Note that metadata files and other 'load' files, such as the various domain-specific 'all' files, are intentionally excluded.</dct:abstract>
<dct:issued rdf:datatype="&xsd;dateTime">2022-06-10T18:00:00</dct:issued>
<dct:issued rdf:datatype="&xsd;dateTime">2022-09-30T18:00:00</dct:issued>
<dct:license rdf:resource="http://opensource.org/licenses/MIT"/>
<sm:contentLanguage rdf:datatype="&xsd;anyURI">https://www.w3.org/TR/owl2-quick-reference/</sm:contentLanguage>
<sm:copyright>Copyright (c) 2014-2022 EDM Council, Inc.</sm:copyright>
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-->

<owl:imports rdf:resource="https://spec.edmcouncil.org/fibo/ontology/DER/SecurityBasedDerivatives/SecurityBasedDerivatives/"/>
<owl:imports rdf:resource="https://spec.edmcouncil.org/fibo/ontology/DER/SecurityBasedDerivatives/EquityForwards/"/>
<owl:imports rdf:resource="https://spec.edmcouncil.org/fibo/ontology/DER/SecurityBasedDerivatives/EquitySwaps/"/>

<owl:imports rdf:resource="https://spec.edmcouncil.org/fibo/ontology/DER/CreditDerivatives/CreditDefaultSwaps/"/>
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<owl:imports rdf:resource="https://spec.edmcouncil.org/fibo/ontology/SEC/Securities/SecuritiesRestrictions/"/>
<owl:imports rdf:resource="https://spec.edmcouncil.org/fibo/ontology/SEC/Securities/SecurityAssets/"/>

<owl:versionIRI rdf:resource="https://spec.edmcouncil.org/fibo/ontology/20220101/AboutFIBODev/"/>
<owl:versionIRI rdf:resource="https://spec.edmcouncil.org/fibo/ontology/20220901/AboutFIBODev/"/>
</owl:Ontology>

</rdf:RDF>
86 changes: 83 additions & 3 deletions DER/DerivativesContracts/FuturesAndForwards.rdf
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<!ENTITY fibo-be-fct-pub "https://spec.edmcouncil.org/fibo/ontology/BE/FunctionalEntities/Publishers/">
<!ENTITY fibo-der-drc-bsc "https://spec.edmcouncil.org/fibo/ontology/DER/DerivativesContracts/DerivativesBasics/">
<!ENTITY fibo-der-drc-ff "https://spec.edmcouncil.org/fibo/ontology/DER/DerivativesContracts/FuturesAndForwards/">
<!ENTITY fibo-der-drc-opt "https://spec.edmcouncil.org/fibo/ontology/DER/DerivativesContracts/Options/">
<!ENTITY fibo-der-drc-swp "https://spec.edmcouncil.org/fibo/ontology/DER/DerivativesContracts/Swaps/">
<!ENTITY fibo-der-sbd-sbd "https://spec.edmcouncil.org/fibo/ontology/DER/SecurityBasedDerivatives/SecurityBasedDerivatives/">
<!ENTITY fibo-fbc-fct-mkt "https://spec.edmcouncil.org/fibo/ontology/FBC/FunctionalEntities/Markets/">
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<!ENTITY fibo-fnd-acc-cur "https://spec.edmcouncil.org/fibo/ontology/FND/Accounting/CurrencyAmount/">
<!ENTITY fibo-fnd-agr-ctr "https://spec.edmcouncil.org/fibo/ontology/FND/Agreements/Contracts/">
<!ENTITY fibo-fnd-dt-fd "https://spec.edmcouncil.org/fibo/ontology/FND/DatesAndTimes/FinancialDates/">
<!ENTITY fibo-fnd-gao-obj "https://spec.edmcouncil.org/fibo/ontology/FND/GoalsAndObjectives/Objectives/">
<!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-av "https://spec.edmcouncil.org/fibo/ontology/FND/Utilities/AnnotationVocabulary/">
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xmlns:fibo-be-fct-pub="https://spec.edmcouncil.org/fibo/ontology/BE/FunctionalEntities/Publishers/"
xmlns:fibo-der-drc-bsc="https://spec.edmcouncil.org/fibo/ontology/DER/DerivativesContracts/DerivativesBasics/"
xmlns:fibo-der-drc-ff="https://spec.edmcouncil.org/fibo/ontology/DER/DerivativesContracts/FuturesAndForwards/"
xmlns:fibo-der-drc-opt="https://spec.edmcouncil.org/fibo/ontology/DER/DerivativesContracts/Options/"
xmlns:fibo-der-drc-swp="https://spec.edmcouncil.org/fibo/ontology/DER/DerivativesContracts/Swaps/"
xmlns:fibo-der-sbd-sbd="https://spec.edmcouncil.org/fibo/ontology/DER/SecurityBasedDerivatives/SecurityBasedDerivatives/"
xmlns:fibo-fbc-fct-mkt="https://spec.edmcouncil.org/fibo/ontology/FBC/FunctionalEntities/Markets/"
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xmlns:fibo-fnd-acc-cur="https://spec.edmcouncil.org/fibo/ontology/FND/Accounting/CurrencyAmount/"
xmlns:fibo-fnd-agr-ctr="https://spec.edmcouncil.org/fibo/ontology/FND/Agreements/Contracts/"
xmlns:fibo-fnd-dt-fd="https://spec.edmcouncil.org/fibo/ontology/FND/DatesAndTimes/FinancialDates/"
xmlns:fibo-fnd-gao-obj="https://spec.edmcouncil.org/fibo/ontology/FND/GoalsAndObjectives/Objectives/"
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-av="https://spec.edmcouncil.org/fibo/ontology/FND/Utilities/AnnotationVocabulary/"
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<dct:abstract>This ontology defines concepts for derivative contracts, including forwards and futures, representing a commitment to sell or purchase the underlier at a defined price at a given time in the future.</dct:abstract>
<dct:license rdf:datatype="&xsd;anyURI">http://opensource.org/licenses/MIT</dct:license>
<sm:contentLanguage rdf:datatype="&xsd;anyURI">https://www.w3.org/TR/owl2-quick-reference/</sm:contentLanguage>
<sm:copyright>Copyright (c) 2015-2021 EDM Council, Inc.</sm:copyright>
<sm:copyright>Copyright (c) 2015-2021 Object Management Group, Inc.</sm:copyright>
<sm:copyright>Copyright (c) 2015-2022 EDM Council, Inc.</sm:copyright>
<sm:copyright>Copyright (c) 2015-2022 Object Management Group, Inc.</sm:copyright>
<sm:dependsOn rdf:resource="https://spec.edmcouncil.org/fibo/ontology/BE/"/>
<sm:dependsOn rdf:resource="https://spec.edmcouncil.org/fibo/ontology/FBC/"/>
<sm:dependsOn rdf:resource="https://spec.edmcouncil.org/fibo/ontology/FND/"/>
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<sm:filename>FuturesAndForwards.rdf</sm:filename>
<owl:imports rdf:resource="https://spec.edmcouncil.org/fibo/ontology/BE/FunctionalEntities/Publishers/"/>
<owl:imports rdf:resource="https://spec.edmcouncil.org/fibo/ontology/DER/DerivativesContracts/DerivativesBasics/"/>
<owl:imports rdf:resource="https://spec.edmcouncil.org/fibo/ontology/DER/DerivativesContracts/Options/"/>
<owl:imports rdf:resource="https://spec.edmcouncil.org/fibo/ontology/DER/DerivativesContracts/Swaps/"/>
<owl:imports rdf:resource="https://spec.edmcouncil.org/fibo/ontology/DER/SecurityBasedDerivatives/SecurityBasedDerivatives/"/>
<owl:imports rdf:resource="https://spec.edmcouncil.org/fibo/ontology/FBC/FinancialInstruments/FinancialInstruments/"/>
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<owl:imports rdf:resource="https://spec.edmcouncil.org/fibo/ontology/FND/Accounting/CurrencyAmount/"/>
<owl:imports rdf:resource="https://spec.edmcouncil.org/fibo/ontology/FND/Agreements/Contracts/"/>
<owl:imports rdf:resource="https://spec.edmcouncil.org/fibo/ontology/FND/DatesAndTimes/FinancialDates/"/>
<owl:imports rdf:resource="https://spec.edmcouncil.org/fibo/ontology/FND/GoalsAndObjectives/Objectives/"/>
<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/AnnotationVocabulary/"/>
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<owl:imports rdf:resource="https://spec.edmcouncil.org/fibo/ontology/SEC/Equities/EquityInstruments/"/>
<owl:imports rdf:resource="https://spec.edmcouncil.org/fibo/ontology/SEC/Securities/Baskets/"/>
<owl:imports rdf:resource="https://spec.edmcouncil.org/fibo/ontology/SEC/Securities/SecuritiesListings/"/>
<owl:versionIRI rdf:resource="https://spec.edmcouncil.org/fibo/ontology/DER/20210701/DerivativesContracts/FuturesAndForwards/"/>
<owl:versionIRI rdf:resource="https://spec.edmcouncil.org/fibo/ontology/DER/20220901/DerivativesContracts/FuturesAndForwards/"/>
<skos:changeNote>The https://spec.edmcouncil.org/fibo/ontology/DER/20210301/DerivativesContracts/FuturesAndForwards.rdf version of this ontology was modified to eliminate references to hasContractSize, clean up unnecessary restrictions on Future and Forward, and eliminate the redundant listing class.</skos:changeNote>
<skos:changeNote>The https://spec.edmcouncil.org/fibo/ontology/DER/20210601/DerivativesContracts/FuturesAndForwards.rdf version of this ontology was modified to move designated contract market to the markets ontology in FBC and revise the definition of a CurrencyFuture to eliminate an unnecessary superclass and restriction due to the release of CurrencyContracts and to revise the definition of a dividend future to reference the listed share that it tracks rather than the dividend itself.</skos:changeNote>
<skos:changeNote>The https://spec.edmcouncil.org/fibo/ontology/DER/20210701/DerivativesContracts/FuturesAndForwards.rdf version of this ontology was modified to to incorporate the concepts that were originally in a separate, very small equity forwards ontology.</skos:changeNote>
<fibo-fnd-utl-av:hasMaturityLevel rdf:resource="&fibo-fnd-utl-av;Release"/>
</owl:Ontology>

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<fibo-fnd-utl-av:adaptedFrom xml:lang="en">ISO 10962, Securities and related financial instruments - Classification of financial instruments (CFI) code, Fourth Edition, October 2019</fibo-fnd-utl-av:adaptedFrom>
</owl:Class>

<owl:Class rdf:about="&fibo-der-drc-ff;DividendAdjustmentPeriod">
<rdfs:subClassOf rdf:resource="&fibo-fnd-dt-fd;DatePeriod"/>
<rdfs:label xml:lang="en">dividend adjustment period</rdfs:label>
<skos:definition xml:lang="en">date period used to calculate the difference, if any between an anticipated dividend and the actual dividend distributed in that period</skos:definition>
</owl:Class>

<owl:Class rdf:about="&fibo-der-drc-ff;DividendFuture">
<rdfs:subClassOf rdf:resource="&fibo-der-drc-ff;FinancialFuture"/>
<rdfs:subClassOf rdf:resource="&fibo-der-sbd-sbd;EquityDerivative"/>
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<fibo-fnd-utl-av:adaptedFrom xml:lang="en">ISO 10962, Securities and related financial instruments - Classification of financial instruments (CFI) code, Fourth Edition, October 2019</fibo-fnd-utl-av:adaptedFrom>
</owl:Class>

<owl:Class rdf:about="&fibo-der-drc-ff;EquityForward">
<rdfs:subClassOf rdf:resource="&fibo-der-drc-ff;Forward"/>
<rdfs:subClassOf>
<owl:Restriction>
<owl:onProperty rdf:resource="&fibo-der-drc-bsc;hasUnderlier"/>
<owl:someValuesFrom>
<owl:Class>
<owl:unionOf rdf:parseType="Collection">
<rdf:Description rdf:about="&fibo-ind-mkt-bas;BasketOfEquities">
</rdf:Description>
<rdf:Description rdf:about="&fibo-sec-eq-eq;ListedShare">
</rdf:Description>
<rdf:Description rdf:about="&fibo-ind-mkt-bas;EquityIndex">
</rdf:Description>
<rdf:Description rdf:about="&fibo-der-drc-ff;EquityFuture">
</rdf:Description>
<rdf:Description rdf:about="&fibo-der-drc-opt;EquityOption">
</rdf:Description>
</owl:unionOf>
</owl:Class>
</owl:someValuesFrom>
</owl:Restriction>
</rdfs:subClassOf>
<rdfs:subClassOf>
<owl:Restriction>
<owl:onProperty rdf:resource="&fibo-der-drc-ff;hasDividendAdjustmentPeriod"/>
<owl:someValuesFrom rdf:resource="&fibo-der-drc-ff;DividendAdjustmentPeriod"/>
</owl:Restriction>
</rdfs:subClassOf>
<rdfs:subClassOf>
<owl:Restriction>
<owl:onProperty rdf:resource="&fibo-der-drc-ff;hasMethodOfAdjustment"/>
<owl:someValuesFrom rdf:resource="&fibo-der-drc-ff;ForwardContractAdjustmentMethod"/>
</owl:Restriction>
</rdfs:subClassOf>
<rdfs:subClassOf>
<owl:Restriction>
<owl:onProperty rdf:resource="&fibo-fnd-agr-ctr;hasContractualElement"/>
<owl:someValuesFrom rdf:resource="&fibo-fbc-pas-fpas;SettlementTerms"/>
</owl:Restriction>
</rdfs:subClassOf>
<rdfs:label xml:lang="en">equity forward</rdfs:label>
<skos:definition xml:lang="en">forward contract to buy or sell the underlying equity stock, equity index, basket of equity stock, equity futures contract, or equity option at a specified future date at the price specified at the outset of the contract</skos:definition>
<fibo-fnd-utl-av:adaptedFrom xml:lang="en">ISO 10962, Securities and related financial instruments - Classification of financial instruments (CFI) code, Fourth Edition, October 2019</fibo-fnd-utl-av:adaptedFrom>
</owl:Class>

<owl:Class rdf:about="&fibo-der-drc-ff;EquityFuture">
<rdfs:subClassOf rdf:resource="&fibo-der-drc-ff;FinancialFuture"/>
<rdfs:subClassOf rdf:resource="&fibo-der-sbd-sbd;EquityDerivative"/>
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<fibo-fnd-utl-av:synonym xml:lang="en">forward contract</fibo-fnd-utl-av:synonym>
</owl:Class>

<owl:Class rdf:about="&fibo-der-drc-ff;ForwardContractAdjustmentMethod">
<rdfs:subClassOf rdf:resource="&fibo-fnd-gao-obj;Strategy"/>
<rdfs:label xml:lang="en">forward contract adjustment method</rdfs:label>
<skos:definition xml:lang="en">method by which adjustments will be made to the contract should one or more of a number of extraordinary events occur</skos:definition>
</owl:Class>

<owl:Class rdf:about="&fibo-der-drc-ff;FutureOnFuture">
<rdfs:subClassOf rdf:resource="&fibo-der-drc-ff;FinancialFuture"/>
<rdfs:subClassOf>
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<skos:definition xml:lang="en">indicates the price of the delivered bond/note ($1 par value) to yield a fixed rate. The conversion factor is used to calculate a final delivery price.</skos:definition>
</owl:DatatypeProperty>

<owl:ObjectProperty rdf:about="&fibo-der-drc-ff;hasDividendAdjustmentPeriod">
<rdfs:subPropertyOf rdf:resource="&fibo-fnd-dt-fd;hasDatePeriod"/>
<rdfs:label xml:lang="en">has dividend adjustment period</rdfs:label>
<rdfs:domain rdf:resource="&fibo-der-drc-ff;EquityForward"/>
<rdfs:range rdf:resource="&fibo-der-drc-ff;DividendAdjustmentPeriod"/>
<skos:definition xml:lang="en">indicates at least one date period used to calculate the deviation between an anticipated/expected dividend and the actual dividend issued during that period</skos:definition>
</owl:ObjectProperty>

<owl:ObjectProperty rdf:about="&fibo-der-drc-ff;hasMethodOfAdjustment">
<rdfs:label xml:lang="en">has method of adjustment</rdfs:label>
<rdfs:domain rdf:resource="&fibo-der-drc-ff;EquityForward"/>
<rdfs:range rdf:resource="&fibo-der-drc-ff;ForwardContractAdjustmentMethod"/>
<skos:definition xml:lang="en">indicates the method used to address any changes to the contract based on events that occur over the contract lifecycle</skos:definition>
</owl:ObjectProperty>

<owl:DatatypeProperty rdf:about="&fibo-der-drc-ff;hasMultiple">
<rdfs:subPropertyOf rdf:resource="&fibo-fnd-qt-qtu;hasNumericValue"/>
<rdfs:label xml:lang="en">has multiple</rdfs:label>
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