Skip to content

Commit

Permalink
SEC-185 - removeed collection of debt pools
Browse files Browse the repository at this point in the history
Signed-off-by: Elisa Kendall <ekendall@thematix.com>
  • Loading branch information
ElisaKendall committed Aug 2, 2024
1 parent cd80781 commit f865852
Showing 1 changed file with 0 additions and 19 deletions.
19 changes: 0 additions & 19 deletions MD/DebtTemporal/DebtAnalytics.rdf
Original file line number Diff line number Diff line change
Expand Up @@ -102,25 +102,6 @@
<cmns-av:explanatoryNote xml:lang="en">For example when comparing Treasury with Corp it&apos;s called a Corp Bond Equivalent Yield; when comparing other kinds of yields this would be labelled differently. Treasury bills typically in discount rates - that&apos;s one of the ways you would compare TB or MM or RePo to BEQ - by changing the day count. Detailed implementation of this: This term refers to the type of bond that it is equivalent to, that is the type of bond whose yield is normally determined according to the yield calculation method that is used in determining this Bond Equivalent Yield figure. The type of bond in this instance is defined in relation to the market on which that bond trades, for example the US Corporate Bond Market.</cmns-av:explanatoryNote>
</owl:Class>

<owl:Class rdf:about="&fibo-md-dbtx-aly;CashStructuredFinanceInstrumentPrice">
<rdfs:subClassOf rdf:resource="&fibo-fbc-fi-ip;SecurityPrice"/>
<rdfs:label xml:lang="en">cash structured finance instrument price</rdfs:label>
<skos:definition xml:lang="en">When the price is above a certain level (70), you get a quote in reference to an index e.g. LIBOR+50bp i.e. the yield. When you get below a certain price you get a quote such as 65c to a dollar. Percentage? not seen. Would be a whole number, interpreted as c/$</skos:definition>
<cmns-av:explanatoryNote xml:lang="en">This might be a Price, a Spread or a Yield, i.e. &quot;here&apos;s the price., the current Yield is this, and here&apos;s the Spread&quot;.</cmns-av:explanatoryNote>
</owl:Class>

<owl:Class rdf:about="&fibo-md-dbtx-aly;CollectionOfDebtPools">
<rdfs:subClassOf rdf:resource="&fibo-sec-sec-pls;Pool"/>
<rdfs:subClassOf>
<owl:Restriction>
<owl:onProperty rdf:resource="&cmns-col;hasConstituent"/>
<owl:someValuesFrom rdf:resource="&fibo-sec-sec-pls;DebtPool"/>
</owl:Restriction>
</rdfs:subClassOf>
<rdfs:label xml:lang="en">collection of debt pools</rdfs:label>
<skos:definition xml:lang="en">pool consisting of one or more pools of debt instrument(s)</skos:definition>
</owl:Class>

<owl:Class rdf:about="&fibo-md-dbtx-aly;CreditSpread">
<rdfs:subClassOf rdf:resource="&fibo-fbc-fi-ip;YieldSpread"/>
<rdfs:subClassOf>
Expand Down

0 comments on commit f865852

Please sign in to comment.