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DER-143 - There is a gap with respect to the currency contracts related to the notion of an exchange rate #2036

Merged
merged 3 commits into from
Sep 6, 2024
Merged

DER-143 - There is a gap with respect to the currency contracts related to the notion of an exchange rate #2036

merged 3 commits into from
Sep 6, 2024

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ElisaKendall
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@ElisaKendall ElisaKendall commented Aug 13, 2024 •
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Description

  1. Moved the notion of buying and selling currencies to financial instruments to make the properties available to all currency instruments
  2. Added the notion of a source for any quoted exchange rate and updated the definition of currency derivative to include the ability to specify the source used to determine the rate that the contract is based on

Fixes: #2035 / DER-143

Checklist:

  • I'm familiar with the FIBO developer quide. My contribution meets all the requirements described there.
  • My contribution follows the principles of best practices for FIBO.
  • My changes have been reconciled with latest master and no merge conflicts remain.
  • This PR is related to exactly one issue. The issue is referenced by using a GitHub keyword such as "fixes", "closes", or "resolves".
  • Hygiene tests have been applied by a PR with "(WIP)" in title.
  • The issue has been tested locally using a reasoner (for ontology changes).

@ElisaKendall
DER-143 #comment - moved the notion of buying and selling currencies …
8e81323 
…to financial instruments to make the properties available to all currency instruments; added the notion of a source for any quoted exchange rate

Signed-off-by: Elisa Kendall <ekendall@thematix.com>
@ElisaKendall ElisaKendall added consistency About overall consistency IND Indices and Indicators domain FBC FIBO Financial Business and Commerce DER FIBO Derivatives labels Aug 13, 2024
@ElisaKendall ElisaKendall self-assigned this Aug 13, 2024
@mereolog mereolog added this to the 2024Q3 FIBO Release milestone Aug 23, 2024
@ElisaKendall
DER-143 #comment - eliminated duplicate restrictions on currency deri…
c0f8507 
…vative

Signed-off-by: Elisa Kendall <ekendall@thematix.com>
@ElisaKendall
DER-143 #comment - added more detail on the quoted exchange rate sour…
a13783b 
…ce, updated currency derivative to reflect the agreed quote source

Signed-off-by: Elisa Kendall <ekendall@thematix.com>
@ElisaKendall ElisaKendall changed the title DER-143 - There is a gap with respect to the currency contracts related to the notion of an exchange rate (WIP) DER-143 - There is a gap with respect to the currency contracts related to the notion of an exchange rate Sep 6, 2024
@rivettp rivettp merged commit c2de910 into edmcouncil:master Sep 6, 2024
5 checks passed
@ElisaKendall ElisaKendall deleted the DER-143 branch September 7, 2024 02:38
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@jfgemski jfgemski jfgemski approved these changes

@tahoeblue tahoeblue tahoeblue approved these changes

@rivettp rivettp rivettp approved these changes

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@ElisaKendall ElisaKendall

Labels
consistency About overall consistency DER FIBO Derivatives FBC FIBO Financial Business and Commerce IND Indices and Indicators domain
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2024Q3 FIBO Release
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DER-143 - There is a gap with respect to the currency contracts related to the notion of an exchange rate
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@ElisaKendall @rivettp @tahoeblue @jfgemski @mereolog