FBC-317 - The concepts related to interest rate schedules, rate resets and related events needs to be cleaned up #1997
Conversation
This file contains bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
…with /leg' where appropriate, but some of the schedule information should move up the "food chain" to Debt or Debt Instruments Signed-off-by: Elisa Kendall <ekendall@thematix.com>
ElisaKendall
added
consistency
…swap leg, which might be a payment event, but might be something else, such as a rate reset event Signed-off-by: Elisa Kendall <ekendall@thematix.com>
…r than transaction event, given that it could be broader than transaction-specific events Signed-off-by: Elisa Kendall <ekendall@thematix.com>
…on details Signed-off-by: Elisa Kendall <ekendall@thematix.com>
…ate period and eliminated redundant restrictions Signed-off-by: Elisa Kendall <ekendall@thematix.com>
…act, breach of covenant, settlement with the new contract lifecycle concepts Signed-off-by: Elisa Kendall <ekendall@thematix.com>
…epts, improved integration with commons, corrected restriction(s) related to exposure Signed-off-by: Elisa Kendall <ekendall@thematix.com>
…t of an explicit anchor date and moved the related property to financial dates for broader utility Signed-off-by: Elisa Kendall <ekendall@thematix.com>
Signed-off-by: Elisa Kendall <ekendall@thematix.com>
…iminate parametric schedule (which all regular schedules are), eliminate inconsistencies in representation of start dates, and adjusted definitions to be ISO 704 compliant in the parametric schedules ontology
…ract events and schedules, moving a number of concepts to the debt ontology from loans or interest rate swaps Signed-off-by: Elisa Kendall <ekendall@thematix.com>
…nd elimination of hygiene issues Signed-off-by: Elisa Kendall <ekendall@thematix.com>
… to interest payments and calculations in IR Swaps Signed-off-by: Elisa Kendall <ekendall@thematix.com>
…t events and a rate reset schedule to the debt ontology and eliminated equivalents in IR Swaps for additional normalization Signed-off-by: Elisa Kendall <ekendall@thematix.com>
…aps related to notional step schedules and events Signed-off-by: Elisa Kendall <ekendall@thematix.com>
…ated parametric schedule class in the equities ontology Signed-off-by: Elisa Kendall <ekendall@thematix.com>
…edules ontology Signed-off-by: Elisa Kendall <ekendall@thematix.com>
…nts ontology and normalized usage Signed-off-by: Elisa Kendall <ekendall@thematix.com>
ElisaKendall
changed the title
jfgemski
approved these changes
Mar 8, 2024
tahoeblue
approved these changes
Mar 9, 2024
Sign up for free
to join this conversation on GitHub.
Already have an account?
Sign in to comment
Add this suggestion to a batch that can be applied as a single commit.
This suggestion is invalid because no changes were made to the code.
Suggestions cannot be applied while the pull request is closed.
Suggestions cannot be applied while viewing a subset of changes.
Only one suggestion per line can be applied in a batch.
Add this suggestion to a batch that can be applied as a single commit.
Applying suggestions on deleted lines is not supported.
You must change the existing code in this line in order to create a valid suggestion.
Outdated suggestions cannot be applied.
This suggestion has been applied or marked resolved.
Suggestions cannot be applied from pending reviews.
Suggestions cannot be applied on multi-line comments.
Suggestions cannot be applied while the pull request is queued to merge.
Suggestion cannot be applied right now. Please check back later.
Description
Fixes: #1996 / FBC-317
Checklist: