Skip to content
New issue

Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.

Sign up for GitHub

By clicking “Sign up for GitHub”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.

Already on GitHub? Sign in to your account

Jump to bottom

FBC-317 - The concepts related to interest rate schedules, rate resets and related events needs to be cleaned up #1997

Merged
merged 18 commits into from
Mar 9, 2024
Merged

FBC-317 - The concepts related to interest rate schedules, rate resets and related events needs to be cleaned up #1997

merged 18 commits into from
Mar 9, 2024

Commits on Jan 30, 2024

  1. FBC-317 #comment - initial work to replace 'stream/ or 'swap stream/ … 

    …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
    ElisaKendall committed Jan 30, 2024
    Configuration menu
    Copy the full SHA
    2c301f7 View commit details
    Browse the repository at this point in the history

  2. FBC-317 #comment - revised the concept of an event associated with a … 

    …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>
    @ElisaKendall
    ElisaKendall committed Jan 30, 2024
    Configuration menu
    Copy the full SHA
    811d215 View commit details
    Browse the repository at this point in the history

Commits on Feb 6, 2024

  1. FBC-317 #comment - revised the notion of a swap lifecycle event rathe… 

    …r than transaction event, given that it could be broader than transaction-specific events

Signed-off-by: Elisa Kendall <ekendall@thematix.com>
    @ElisaKendall
    ElisaKendall committed Feb 6, 2024
    Configuration menu
    Copy the full SHA
    5797170 View commit details
    Browse the repository at this point in the history

Commits on Feb 14, 2024

  1. FBC-317 #comment - added preliminary contract lifecycle and calculati… 

    …on details

Signed-off-by: Elisa Kendall <ekendall@thematix.com>
    @ElisaKendall
    ElisaKendall committed Feb 14, 2024
    Configuration menu
    Copy the full SHA
    cdcd086 View commit details
    Browse the repository at this point in the history

  2. FBC-317 #comment - revised the calculation period to be an explicit d… 

    …ate period and eliminated redundant restrictions

Signed-off-by: Elisa Kendall <ekendall@thematix.com>
    @ElisaKendall
    ElisaKendall committed Feb 14, 2024
    Configuration menu
    Copy the full SHA
    3ab3478 View commit details
    Browse the repository at this point in the history

  3. FBC-317 #comment - integrated other defined events -- breach of contr… 

    …act, breach of covenant, settlement with the new contract lifecycle concepts

Signed-off-by: Elisa Kendall <ekendall@thematix.com>
    @ElisaKendall
    ElisaKendall committed Feb 14, 2024
    Configuration menu
    Copy the full SHA
    3df4d78 View commit details
    Browse the repository at this point in the history

Commits on Feb 15, 2024

  1. FBC-317 #comment - normalized the various lifecycles and related conc… 

    …epts, improved integration with commons, corrected restriction(s) related to exposure

Signed-off-by: Elisa Kendall <ekendall@thematix.com>
    @ElisaKendall
    ElisaKendall committed Feb 15, 2024
    Configuration menu
    Copy the full SHA
    354f744 View commit details
    Browse the repository at this point in the history

Commits on Feb 23, 2024

  1. FBC-317 - moved calculation period and event to FND, added the concep… 

    …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>
    @ElisaKendall
    ElisaKendall committed Feb 23, 2024
    Configuration menu
    Copy the full SHA
    c84f2a2 View commit details
    Browse the repository at this point in the history

  2. FBC-317 - addressed circular definition 

    Signed-off-by: Elisa Kendall <ekendall@thematix.com>
    @ElisaKendall
    ElisaKendall committed Feb 23, 2024
    Configuration menu
    Copy the full SHA
    eb73c01 View commit details
    Browse the repository at this point in the history

Commits on Mar 1, 2024

  1. FBC-317 - further simplified the notion of a recurring schedule to el… 

    …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
    @ElisaKendall
    ElisaKendall committed Mar 1, 2024
    Configuration menu
    Copy the full SHA
    096b2ac View commit details
    Browse the repository at this point in the history

Commits on Mar 5, 2024

  1. FBC-317 #comment - continued restructuring of details related to cont… 

    …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>
    @ElisaKendall
    ElisaKendall committed Mar 5, 2024
    Configuration menu
    Copy the full SHA
    ea09717 View commit details
    Browse the repository at this point in the history

  2. FBC-317 #comment - additional normalization of loan-specific detail a… 

    …nd elimination of hygiene issues

Signed-off-by: Elisa Kendall <ekendall@thematix.com>
    @ElisaKendall
    ElisaKendall committed Mar 5, 2024
    Configuration menu
    Copy the full SHA
    3053d88 View commit details
    Browse the repository at this point in the history

  3. FBC-317 #comment - eliminated uses of now deprecated elements related… 

    … to interest payments and calculations in IR Swaps

Signed-off-by: Elisa Kendall <ekendall@thematix.com>
    @ElisaKendall
    ElisaKendall committed Mar 5, 2024
    Configuration menu
    Copy the full SHA
    0f11f1e View commit details
    Browse the repository at this point in the history

  4. FBC-317 #comment - added the notion of interest rate setting and rese… 

    …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>
    @ElisaKendall
    ElisaKendall committed Mar 5, 2024
    Configuration menu
    Copy the full SHA
    ed5911c View commit details
    Browse the repository at this point in the history

  5. FBC-317 #comment - further normalization of content specific to IR sw… 

    …aps related to notional step schedules and events

Signed-off-by: Elisa Kendall <ekendall@thematix.com>
    @ElisaKendall
    ElisaKendall committed Mar 5, 2024
    Configuration menu
    Copy the full SHA
    805d120 View commit details
    Browse the repository at this point in the history

  6. FBC-317 #comment - eliminated unnecessary reference to the now deprec… 

    …ated parametric schedule class in the equities ontology

Signed-off-by: Elisa Kendall <ekendall@thematix.com>
    @ElisaKendall
    ElisaKendall committed Mar 5, 2024
    Configuration menu
    Copy the full SHA
    a34788d View commit details
    Browse the repository at this point in the history

Commits on Mar 6, 2024

  1. FBC-317 #comment - clean up unnecessary imports of the parametric sch… 

    …edules ontology

Signed-off-by: Elisa Kendall <ekendall@thematix.com>
    @ElisaKendall
    ElisaKendall committed Mar 6, 2024
    Configuration menu
    Copy the full SHA
    32cf93f View commit details
    Browse the repository at this point in the history

Commits on Mar 8, 2024

  1. FBC-317 #comment - moved step schedule and event to the debt instrume… 

    …nts ontology and normalized usage

Signed-off-by: Elisa Kendall <ekendall@thematix.com>
    @ElisaKendall
    ElisaKendall committed Mar 8, 2024
    Configuration menu
    Copy the full SHA
    a066a6a View commit details
    Browse the repository at this point in the history