From 101502e75d44da3a905f28ae40af0008ac7f7a0c Mon Sep 17 00:00:00 2001 From: Elisa Kendall Date: Thu, 27 Jun 2024 08:57:45 -0700 Subject: [PATCH 1/4] GitHub-2021 - eliminated remaining references to hasIdentity, which is deprecated Signed-off-by: Elisa Kendall --- BP/SecuritiesIssuance/MuniIssuance.rdf | 53 ++++++++----------- .../CurrencyContracts.rdf | 11 ++-- 2 files changed, 29 insertions(+), 35 deletions(-) diff --git a/BP/SecuritiesIssuance/MuniIssuance.rdf b/BP/SecuritiesIssuance/MuniIssuance.rdf index 05ea6af0f..8566f6475 100644 --- a/BP/SecuritiesIssuance/MuniIssuance.rdf +++ b/BP/SecuritiesIssuance/MuniIssuance.rdf @@ -3,7 +3,9 @@ + + @@ -14,6 +16,7 @@ + @@ -28,7 +31,9 @@ xmlns:cmns-av="https://www.omg.org/spec/Commons/AnnotationVocabulary/" xmlns:cmns-doc="https://www.omg.org/spec/Commons/Documents/" xmlns:cmns-dt="https://www.omg.org/spec/Commons/DatesAndTimes/" + xmlns:cmns-pts="https://www.omg.org/spec/Commons/PartiesAndSituations/" xmlns:cmns-qtu="https://www.omg.org/spec/Commons/QuantitiesAndUnits/" + xmlns:cmns-rlcmp="https://www.omg.org/spec/Commons/RolesAndCompositions/" xmlns:dct="http://purl.org/dc/terms/" xmlns:fibo-bp-iss-dbti="https://spec.edmcouncil.org/fibo/ontology/BP/SecuritiesIssuance/DebtIssuance/" xmlns:fibo-bp-iss-doc="https://spec.edmcouncil.org/fibo/ontology/BP/SecuritiesIssuance/IssuanceDocuments/" @@ -39,6 +44,7 @@ xmlns:fibo-fbc-pas-fpas="https://spec.edmcouncil.org/fibo/ontology/FBC/ProductsAndServices/FinancialProductsAndServices/" xmlns:fibo-fnd-acc-cur="https://spec.edmcouncil.org/fibo/ontology/FND/Accounting/CurrencyAmount/" xmlns:fibo-fnd-agr-agr="https://spec.edmcouncil.org/fibo/ontology/FND/Agreements/Agreements/" + xmlns:fibo-fnd-agr-ctr="https://spec.edmcouncil.org/fibo/ontology/FND/Agreements/Contracts/" xmlns:fibo-fnd-law-jur="https://spec.edmcouncil.org/fibo/ontology/FND/Law/Jurisdiction/" xmlns:fibo-fnd-utl-av="https://spec.edmcouncil.org/fibo/ontology/FND/Utilities/AnnotationVocabulary/" xmlns:fibo-sec-dbt-dbti="https://spec.edmcouncil.org/fibo/ontology/SEC/Debt/DebtInstruments/" @@ -61,6 +67,7 @@ + @@ -68,10 +75,12 @@ + + - Copyright (c) 2013-2023 EDM Council, Inc. + Copyright (c) 2013-2024 EDM Council, Inc. @@ -91,6 +100,7 @@ + @@ -102,6 +112,7 @@ + @@ -326,6 +337,7 @@ + process participant @@ -533,23 +545,19 @@ + - - - - - - - - - - - - - + + + + + + + + underwriting process actor - any actor within the DTYCC Underwriting Process or any other Underwriting Process. Note: At present all these Actors (e.g. Underwriter) are defined simply as Process Actors and not as specializations of this type of Actor. Therefore this Actor is a Union of all of those. + any actor within the DTCC Underwriting Process or any other Underwriting Process. Note: At present all these Actors (e.g. Underwriter) are defined simply as Process Actors and not as specializations of this type of Actor. Therefore this Actor is a Union of all of those. @@ -873,21 +881,6 @@ - - underwriting process actor has identity - - - - - - - - - - - - - underwritten by diff --git a/DER/DerivativesContracts/CurrencyContracts.rdf b/DER/DerivativesContracts/CurrencyContracts.rdf index a56142780..b719ad3cf 100644 --- a/DER/DerivativesContracts/CurrencyContracts.rdf +++ b/DER/DerivativesContracts/CurrencyContracts.rdf @@ -3,6 +3,7 @@ + @@ -11,7 +12,6 @@ - @@ -24,6 +24,7 @@ xmlns:cmns-av="https://www.omg.org/spec/Commons/AnnotationVocabulary/" xmlns:cmns-col="https://www.omg.org/spec/Commons/Collections/" xmlns:cmns-qtu="https://www.omg.org/spec/Commons/QuantitiesAndUnits/" + xmlns:cmns-rlcmp="https://www.omg.org/spec/Commons/RolesAndCompositions/" xmlns:dct="http://purl.org/dc/terms/" xmlns:fibo-der-drc-bsc="https://spec.edmcouncil.org/fibo/ontology/DER/DerivativesContracts/DerivativesBasics/" xmlns:fibo-der-drc-cur="https://spec.edmcouncil.org/fibo/ontology/DER/DerivativesContracts/CurrencyContracts/" @@ -32,7 +33,6 @@ xmlns:fibo-der-drc-swp="https://spec.edmcouncil.org/fibo/ontology/DER/DerivativesContracts/Swaps/" xmlns:fibo-fbc-fi-fi="https://spec.edmcouncil.org/fibo/ontology/FBC/FinancialInstruments/FinancialInstruments/" xmlns:fibo-fnd-acc-cur="https://spec.edmcouncil.org/fibo/ontology/FND/Accounting/CurrencyAmount/" - 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/" xmlns:fibo-ind-fx-fx="https://spec.edmcouncil.org/fibo/ontology/IND/ForeignExchange/ForeignExchange/" xmlns:owl="http://www.w3.org/2002/07/owl#" @@ -51,17 +51,18 @@ - - + + The https://spec.edmcouncil.org/fibo/ontology/20210701/DerivativesContracts/CurrencyContracts/ version of this ontology was modified to reflect the addition of the concept of a rates swap and the corresponding rate-based leg to the Swaps ontology, as well as the concept of a spot forward currency swap, to facilitate mapping to the CFI standard. The https://spec.edmcouncil.org/fibo/ontology/DER/20220301/DerivativesContracts/CurrencyContracts.rdf version of this ontology was modified to use the Commons Ontology Library (Commons) Annotation Vocabulary rather than the OMG's Specification Metadata vocabulary, to use the Commons Ontology Library (Commons) rather than the OMG's Languages, Countries and Codes (LCC) and to eliminate redundancies in FIBO as appropriate, and to move the definition of an underlier and the related property, has underlier, to financial instruments so that these concepts are also available for use in relation to pool-backed securities. The https://spec.edmcouncil.org/fibo/ontology/DER/20230301/DerivativesContracts/CurrencyContracts.rdf version of this ontology was modified to replace content that is now available in the OMG Commons Ontology Library (Commons) v1.1 (FND-380). The https://spec.edmcouncil.org/fibo/ontology/DER/20231201/DerivativesContracts/CurrencyContracts.rdf version of this ontology was modified to simplify the currency derivative class hierarchy (DER-126). + The https://spec.edmcouncil.org/fibo/ontology/DER/20240101/DerivativesContracts/CurrencyContracts.rdf version of this ontology was modified to eliminate a reference to a deprecated property. Copyright (c) 2015-2024 EDM Council, Inc. Copyright (c) 2015-2024 Object Management Group, Inc. @@ -89,7 +90,7 @@ - + From cbf02c7a0f3c77c543228a1fa174db9b8dfc5277 Mon Sep 17 00:00:00 2001 From: mereolog Date: Fri, 28 Jun 2024 10:28:07 +0200 Subject: [PATCH 2/4] fix to fractional seconds trailing zeros Signed-off-by: mereolog --- ...anFinancialServicesEntitiesIndividuals.rdf | 12 +- .../CARegulatoryAgencies.rdf | 6 +- .../USExampleIndividuals.rdf | 108 +++++++++--------- ...USFinancialServicesEntitiesIndividuals.rdf | 36 +++--- IND/InterestRates/MarketDataProviders.rdf | 6 +- 5 files changed, 84 insertions(+), 84 deletions(-) diff --git a/FBC/FunctionalEntities/EuropeanEntities/EuropeanFinancialServicesEntitiesIndividuals.rdf b/FBC/FunctionalEntities/EuropeanEntities/EuropeanFinancialServicesEntitiesIndividuals.rdf index f9adb49e1..a6d7fc950 100644 --- a/FBC/FunctionalEntities/EuropeanEntities/EuropeanFinancialServicesEntitiesIndividuals.rdf +++ b/FBC/FunctionalEntities/EuropeanEntities/EuropeanFinancialServicesEntitiesIndividuals.rdf @@ -246,10 +246,10 @@ Business Entity Data (BED) B.V. legal entity identifier registry entry legal entity identifier Global LEI Index registry entry for Business Entity Data (BED) B.V. - 2012-06-06T15:54:00.000 - 2021-09-15T15:32:00.000 + 2012-06-06T15:54:00 + 2021-09-15T15:32:00 - 2022-08-05T19:16:00.000 + 2022-08-05T19:16:00 @@ -344,10 +344,10 @@ Euroclear SA/NV legal entity identifier registry entry legal entity identifier Global LEI Index registry entry for Euroclear SA/NV - 2014-01-07T03:04:00.000 - 2021-02-09T07:33:00.000 + 2014-01-07T03:04:00 + 2021-02-09T07:33:00 - 2022-02-09T07:38:00.000 + 2022-02-09T07:38:00 diff --git a/FBC/FunctionalEntities/NorthAmericanEntities/CARegulatoryAgencies.rdf b/FBC/FunctionalEntities/NorthAmericanEntities/CARegulatoryAgencies.rdf index 26b2977a0..a4df6a963 100644 --- a/FBC/FunctionalEntities/NorthAmericanEntities/CARegulatoryAgencies.rdf +++ b/FBC/FunctionalEntities/NorthAmericanEntities/CARegulatoryAgencies.rdf @@ -169,10 +169,10 @@ Bank of Canada legal entity identifier registry entry legal entity identifier for the Bank of Canada - 2014-03-28T01:39:00.000 - 2020-12-23T00:19:00.000 + 2014-03-28T01:39:00 + 2020-12-23T00:19:00 - 2021-12-22T19:31:00.000 + 2021-12-22T19:31:00 diff --git a/FBC/FunctionalEntities/NorthAmericanEntities/USExampleIndividuals.rdf b/FBC/FunctionalEntities/NorthAmericanEntities/USExampleIndividuals.rdf index 0e5b19e38..3251df19b 100644 --- a/FBC/FunctionalEntities/NorthAmericanEntities/USExampleIndividuals.rdf +++ b/FBC/FunctionalEntities/NorthAmericanEntities/USExampleIndividuals.rdf @@ -373,10 +373,10 @@ Alphabet Inc. legal entity identifier registry entry legal entity identifier registry entry for Alphabet Inc. - 2015-08-31T16:16:00.000 - 2021-11-29T23:17:00.000 + 2015-08-31T16:16:00 + 2021-11-29T23:17:00 - 2022-11-29T17:57:00.000 + 2022-11-29T17:57:00 @@ -396,10 +396,10 @@ Apple Inc. legal entity identifier registry entry legal entity identifier registry entry for for Apple Inc. - 2012-06-06T15:53:00.000 - 2021-08-19T21:31:00.000 + 2012-06-06T15:53:00 + 2021-08-19T21:31:00 - 2022-08-09T17:42:00.000 + 2022-08-09T17:42:00 @@ -506,10 +506,10 @@ BNY Mellon, National Association legal entity identifier registry entry legal entity identifier registry entry for BNY Mellon, National Association - 2012-06-26T13:54:00.000 - 2021-04-27T13:02:00.000 + 2012-06-26T13:54:00 + 2021-04-27T13:02:00 - 2022-04-27T13:06:00.000 + 2022-04-27T13:06:00 @@ -586,10 +586,10 @@ Bank of New York Mellon Corporation legal entity identifier registry entry legal entity identifier registry entry for The Bank of New York Mellon Corporation - 2012-06-06T15:53:00.000 - 2021-09-01T15:31:00.000 + 2012-06-06T15:53:00 + 2021-09-01T15:31:00 - 2022-08-03T23:22:00.000 + 2022-08-03T23:22:00 @@ -777,10 +777,10 @@ Citibank, N.A. legal entity identifier registry entry legal entity identifier registry entry for Citibank, N.A. - 2012-06-06T15:53:00.000 - 2021-05-27T19:56:00.000 + 2012-06-06T15:53:00 + 2021-05-27T19:56:00 - 2022-05-27T20:19:00.000 + 2022-05-27T20:19:00 @@ -848,10 +848,10 @@ Citicorp LLC legal entity identifier registry entry legal entity identifier registry entry for Citicorp LLC - 2016-05-05T01:54:00.000 - 2021-06-09T15:32:00.000 + 2016-05-05T01:54:00 + 2021-06-09T15:32:00 - 2022-05-27T20:19:00.000 + 2022-05-27T20:19:00 @@ -940,10 +940,10 @@ Citigroup Inc. legal entity identifier registry entry legal entity identifier registry entry for Citigroup Inc. - 2012-06-06T15:53:00.000 - 2021-06-17T15:33:00.000 + 2012-06-06T15:53:00 + 2021-06-17T15:33:00 - 2022-05-27T20:19:00.000 + 2022-05-27T20:19:00 @@ -1009,10 +1009,10 @@ FMR LLC legal entity identifier registry entry legal entity identifier registry entry for FMR LLC - 2012-06-06T15:52:00.000 - 2021-06-28T12:47:00.000 + 2012-06-06T15:52:00 + 2021-06-28T12:47:00 - 2022-06-28T12:51:00.000 + 2022-06-28T12:51:00 @@ -1069,10 +1069,10 @@ International Business Machines Corporation legal entity identifier registry entry legal entity identifier registry entry for International Business Machines Corporation - 2012-06-27T11:47:00.000 - 2021-05-27T21:33:00.000 + 2012-06-27T11:47:00 + 2021-05-27T21:33:00 - 2022-05-10T21:00:00.000 + 2022-05-10T21:00:00 @@ -1160,10 +1160,10 @@ JPMorgan Chase & Co. legal entity identifier registry entry legal entity identifier registry entry for JPMorgan Chase & Co. - 2012-06-06T15:53:00.000 - 2021-01-07T23:26:00.000 + 2012-06-06T15:53:00 + 2021-01-07T23:26:00 - 2022-01-07T23:27:00.000 + 2022-01-07T23:27:00 @@ -1279,10 +1279,10 @@ JPMorgan Chase Bank, National Association legal entity identifier registry entry legal entity identifier registry entry for JPMorgan Chase Bank, National Association - 2012-06-06T15:51:00.000 - 2021-08-24T20:52:00.000 + 2012-06-06T15:51:00 + 2021-08-24T20:52:00 - 2022-01-07T23:30:00.000 + 2022-01-07T23:30:00 @@ -1508,10 +1508,10 @@ State Street Bank and Trust Company legal entity identifier registry entry legal entity identifier registry entry for State Street Bank and Trust Company - 2012-06-06T15:51:00.000 - 2021-10-22T15:33:00.000 + 2012-06-06T15:51:00 + 2021-10-22T15:33:00 - 2022-08-26T18:01:00.000 + 2022-08-26T18:01:00 @@ -1595,10 +1595,10 @@ State Street Corporation legal entity identifier registry entry legal entity identifier registry entry for State Street Corporation - 2012-12-11T21:45:00.000 - 2021-09-06T15:31:00.000 + 2012-12-11T21:45:00 + 2021-09-06T15:31:00 - 2022-08-26T18:01:00.000 + 2022-08-26T18:01:00 @@ -1655,10 +1655,10 @@ The Coca-Cola Company legal entity identifier registry entry legal entity identifier registry entry for The Coca-Cola Company - 2012-10-19T18:57:00.000 - 2021-04-26T14:19:00.000 + 2012-10-19T18:57:00 + 2021-04-26T14:19:00 - 2022-04-27T13:14:00.000 + 2022-04-27T13:14:00 @@ -1678,10 +1678,10 @@ The Home Depot, Inc. legal entity identifier registry entry legal entity identifier registry entry for The Home Depot, Inc. - 2012-06-06T15:51:00.000 - 2021-09-28T21:32:00.000 + 2012-06-06T15:51:00 + 2021-09-28T21:32:00 - 2022-09-02T16:53:00.000 + 2022-09-02T16:53:00 @@ -1736,10 +1736,10 @@ The Proctor & Gamble Company legal entity identifier registry entry legal entity identifier registry entry for The Proctor & Gamble Company - 2012-11-28T20:59:00.000 - 2021-08-12T15:32:00.000 + 2012-11-28T20:59:00 + 2021-08-12T15:32:00 - 2022-08-02T07:54:00.000 + 2022-08-02T07:54:00 @@ -1800,10 +1800,10 @@ WFC Holdings, LLC legal entity identifier registry entry legal entity identifier registry entry for WFC Holdings, LLC - 2012-06-06T15:51:00.000 + 2012-06-06T15:51:00 2021-10-06T19:01:53.589 - 2022-10-24T00:30:00.000 + 2022-10-24T00:30:00 @@ -1876,10 +1876,10 @@ Wells Fargo & Company legal entity identifier registry entry legal entity identifier registry entry for Wells Fargo & Company - 2012-06-06T15:52:00.000 + 2012-06-06T15:52:00 2021-10-06T19:01:52.884 - 2022-10-11T00:31:00.000 + 2022-10-11T00:31:00 @@ -1992,10 +1992,10 @@ Wells Fargo Bank, National Association legal entity identifier registry entry legal entity identifier registry entry for Wells Fargo Bank, National Association - 2012-06-06T15:53:00.000 + 2012-06-06T15:53:00 2021-08-18T14:04:54.256 - 2022-08-27T20:07:00.000 + 2022-08-27T20:07:00 diff --git a/FBC/FunctionalEntities/NorthAmericanEntities/USFinancialServicesEntitiesIndividuals.rdf b/FBC/FunctionalEntities/NorthAmericanEntities/USFinancialServicesEntitiesIndividuals.rdf index 6d6c5de99..fb571621d 100644 --- a/FBC/FunctionalEntities/NorthAmericanEntities/USFinancialServicesEntitiesIndividuals.rdf +++ b/FBC/FunctionalEntities/NorthAmericanEntities/USFinancialServicesEntitiesIndividuals.rdf @@ -374,10 +374,10 @@ Corporation Service Company legal entity identifier registry entry legal entity identifier for Corporation Service Company - 2013-08-14T02:34:00.000 - 2021-09-29T21:32:00.000 + 2013-08-14T02:34:00 + 2021-09-29T21:32:00 - 2022-09-09T12:59:00.000 + 2022-09-09T12:59:00 @@ -446,10 +446,10 @@ The Depository Trust & Clearing Corporation legal entity identifier registry entry legal entity identifier registry entry for The Depository Trust & Clearing Corporation - 2012-06-06T15:50:00.000 - 2021-11-15T15:32:00.000 + 2012-06-06T15:50:00 + 2021-11-15T15:32:00 - 2022-11-02T18:50:00.000 + 2022-11-02T18:50:00 @@ -479,10 +479,10 @@ DTC legal entity identifier registry entry legal entity identifier registry entry for The Depository Trust & Clearing Corporation - 2017-12-29T15:32:00.000 - 2021-11-16T15:33:00.000 + 2017-12-29T15:32:00 + 2021-11-16T15:33:00 - 2022-11-02T18:50:00.000 + 2022-11-02T18:50:00 @@ -648,10 +648,10 @@ DTC brings efficiency to the securities industry by retaining custody of more th Intercontinental Exchange legal entity identifier registry entry legal entity identifier registry entry for Intercontinental Exchange - 2013-12-10T03:07:00.000 - 2021-11-30T23:23:00.000 + 2013-12-10T03:07:00 + 2021-11-30T23:23:00 - 2022-11-30T20:13:00.000 + 2022-11-30T20:13:00 @@ -712,10 +712,10 @@ DTC brings efficiency to the securities industry by retaining custody of more th S&P Global legal entity identifier registry entry legal entity identifier registry entry for S&P Global, Inc. - 2012-06-06T15:51:00.000 - 2021-09-23T02:31:00.000 + 2012-06-06T15:51:00 + 2021-09-23T02:31:00 - 2021-09-23T00:46:00.000 + 2021-09-23T00:46:00 @@ -795,10 +795,10 @@ DTC brings efficiency to the securities industry by retaining custody of more th Thomson Reuters Corporation legal entity identifier registry entry legal entity identifier registry entry for Thomson Reuters Corporation - 2013-03-01T16:35:00.000 - 2021-11-17T23:23:00.000 + 2013-03-01T16:35:00 + 2021-11-17T23:23:00 - 2022-11-17T18:01:00.000 + 2022-11-17T18:01:00 diff --git a/IND/InterestRates/MarketDataProviders.rdf b/IND/InterestRates/MarketDataProviders.rdf index 0aab025d9..22c120f9e 100644 --- a/IND/InterestRates/MarketDataProviders.rdf +++ b/IND/InterestRates/MarketDataProviders.rdf @@ -193,10 +193,10 @@ BGC Partners, Inc. legal entity identifier registry entry legal entity identifier registry entry for BGC Partners, Inc. - 2012-06-06T15:55:00.000 - 2021-05-17T15:24:00.000 + 2012-06-06T15:55:00 + 2021-05-17T15:24:00 - 2022-05-17T15:31:00.000 + 2022-05-17T15:31:00 From 5025d6ba2d07b4b259e5970f1f29595f5f7f6e8f Mon Sep 17 00:00:00 2001 From: mereolog Date: Fri, 28 Jun 2024 10:36:52 +0200 Subject: [PATCH 3/4] some more fixes to fractional seconds trailing zeros Signed-off-by: mereolog --- .../EuropeanFinancialServicesEntitiesIndividuals.rdf | 4 ++-- .../USFinancialServicesEntitiesIndividuals.rdf | 8 ++++---- 2 files changed, 6 insertions(+), 6 deletions(-) diff --git a/FBC/FunctionalEntities/EuropeanEntities/EuropeanFinancialServicesEntitiesIndividuals.rdf b/FBC/FunctionalEntities/EuropeanEntities/EuropeanFinancialServicesEntitiesIndividuals.rdf index a6d7fc950..5f445bdcc 100644 --- a/FBC/FunctionalEntities/EuropeanEntities/EuropeanFinancialServicesEntitiesIndividuals.rdf +++ b/FBC/FunctionalEntities/EuropeanEntities/EuropeanFinancialServicesEntitiesIndividuals.rdf @@ -288,7 +288,7 @@ Clearstream Banking S.A. legal entity identifier registry entry legal entity identifier Global LEI Index registry entry for Clearstream Banking S.A. 2015-01-09T22:33:24.097 - 2021-06-07T16:35:00.470 + 2021-06-07T16:35:00.47 2022-06-07T00:00:00 @@ -499,7 +499,7 @@ LuxCSD S.A. legal entity identifier registry entry legal entity identifier Global LEI Index registry entry for LuxCSD S.A. 2014-06-03T01:45:01.523 - 2021-03-09T13:03:09.110 + 2021-03-09T13:03:09.11 2022-03-13T00:00:00 diff --git a/FBC/FunctionalEntities/NorthAmericanEntities/USFinancialServicesEntitiesIndividuals.rdf b/FBC/FunctionalEntities/NorthAmericanEntities/USFinancialServicesEntitiesIndividuals.rdf index fb571621d..fc3e0441b 100644 --- a/FBC/FunctionalEntities/NorthAmericanEntities/USFinancialServicesEntitiesIndividuals.rdf +++ b/FBC/FunctionalEntities/NorthAmericanEntities/USFinancialServicesEntitiesIndividuals.rdf @@ -288,7 +288,7 @@ Bloomberg Finance L.P. legal entity identifier registry entry legal entity identifier registry entry for Bloomberg Finance L.P. 2012-12-06T20:55:22.718 - 2021-07-20T17:18:41.850 + 2021-07-20T17:18:41.85 2022-01-25T16:50:02.081 @@ -353,7 +353,7 @@ Bloomberg L.P. legal entity identifier registry entry legal entity identifier Global LEI Index registry entry for Bloomberg L.P. 2012-12-06T21:00:04.761 - 2021-07-20T17:18:41.850 + 2021-07-20T17:18:41.85 2022-01-25T16:50:01.379 @@ -549,9 +549,9 @@ DTC brings efficiency to the securities industry by retaining custody of more th Federal Reserve Bank of New York legal entity identifier registry entry legal entity identifier for the Federal Reserve Bank of New York 2017-10-05T21:46:14.433 - 2021-07-20T17:18:41.850 + 2021-07-20T17:18:41.85 - 2022-06-28T20:23:33.650 + 2022-06-28T20:23:33.65 From f73ee46918511934344b2a437974c5917b362ce6 Mon Sep 17 00:00:00 2001 From: Elisa Kendall Date: Fri, 28 Jun 2024 09:03:27 -0700 Subject: [PATCH 4/4] GitHub-2021 - moved notes on parametric schedule to regular schedule to eliminate hygiene issues Signed-off-by: Elisa Kendall --- SEC/Securities/ParametricSchedules.rdf | 18 ++++++++++++------ 1 file changed, 12 insertions(+), 6 deletions(-) diff --git a/SEC/Securities/ParametricSchedules.rdf b/SEC/Securities/ParametricSchedules.rdf index 1af77780b..617c6f942 100644 --- a/SEC/Securities/ParametricSchedules.rdf +++ b/SEC/Securities/ParametricSchedules.rdf @@ -45,18 +45,25 @@ - + The https://spec.edmcouncil.org/fibo/ontology/SEC/20180801/Securities/ParametricSchedules.rdf version of this ontology was modified to rename (migrate) the hasDefinition property to isDefinedIn to clarify intent. The https://spec.edmcouncil.org/fibo/ontology/SEC/20190701/Securities/ParametricSchedules.rdf version of this ontology was modified to eliminate circular definitions. The https://spec.edmcouncil.org/fibo/ontology/SEC/20210201/Securities/ParametricSchedules.rdf version of this ontology was modified to address text formatting hygiene issues. The https://spec.edmcouncil.org/fibo/ontology/SEC/20220801/Securities/ParametricSchedules.rdf version of the ontology was modified to use the Commons Ontology Library (Commons) Annotation Vocabulary rather than the OMG's Specification Metadata vocabulary. The https://spec.edmcouncil.org/fibo/ontology/SEC/20230201/Securities/ParametricSchedules.rdf version of this ontology was modified to move the property, 'is conferred on' to the Legal Capacity ontology and to use the Commons Ontology Library (Commons) rather than the OMG's Languages, Countries and Codes (LCC), eliminating redundancies in FIBO as appropriate. The https://spec.edmcouncil.org/fibo/ontology/SEC/20230301/Securities/ParametricSchedules.rdf version of this ontology was modified to move certain very general concepts related to calculation dates and events to FND and to integrate concepts related to scheduled interest rate related events that were previously embedded in DER to make them available for broader use. + The https://spec.edmcouncil.org/fibo/ontology/SEC/20240301/Securities/ParametricSchedules.rdf version of this ontology was modified to eliminate a hygiene issue related to parametric schedule. Copyright (c) 2016-2024 EDM Council, Inc. Copyright (c) 2018-2024 Object Management Group, Inc. + + An ISDA FpML schedule has a specified date (via a convention), and a date roll rule which is specified for the whole schedule and applies to each of the dates returned by the parametric specification of the schedule. It has: (1) a schedule beginning and end; (2) a set of regular repeating periods: the scheduled event takes place once per period; (3) optionally one or two stubs (one start and one end), which may be longer than the repeating period, or shorter. The precise parameters used are: Start of the overall Schedule period: Effective Date End of the overall Schedule period: Termination Date Start of first regular period: not specified (assume Effective Date) Length of each regular period: Frequency (a duration) There are generally three ways in which the regular periods of a parametric schedule may be expressed: first plus last first plus period length last plus period length event date plus period length. In FpML, Roll events (the date that something rolls over from the value used in one period to the value used in the next) is defined in a Roll Convention, which may be a day of the month, a day of the week, or some published set of dates, typically the ISDA quarterly dates for these events. This is therefore the date within the regular period (before adjustments) when the event occurs. This is in addition to a date for the start or end of such a period. In general this applies to the Calculation Schedule (i.e. the event is the calculation event) with other dates specified relative to this, however in principle the other related events (payment and reset or refix) are specified relative to this. + A parametric schedule is a regular schedule for one of the events that occur in a periodic schedule of interest accruals, interest payments, and (for floating rate swapstreams), changes to the interest rate. Parametric schedules may be specified individually but more commonly, calculation events are scheduled, with other dates specified as offsets. In a regular schedule, related dates may be independently parametrically scheduled. + parametric schedule + + auction date rule @@ -140,9 +147,9 @@ International Money Market (IMM) Canadian Dollar (CAD) trading date rule - a trading date rule defined as the last trading day / expiration day of the Canadian Derivatives Exchange (Bourse do Montreal Inc.), three month Bankers' Acceptance Futures (Ticker symbol BAX), the second London banking day prior to the third Wednesday of the contract month - (continued within FpML definition): If the determined day is a bourse or bank holiday in Toronto or Montreal, the last trading day shall be the previous bank business day. Per Canadian Derivatives Exchange BAX contract specification. The above description implies a Date Roll Rule which is presumably referenced by referring to this rule, so that when this rule is referenced, there would be no Date Roll Rule defined in the FpML message. Semantically, this is still a Date Roll Rule, specifically a "Roll forward" rule with no modification (the third Wednesday of a month will never roll forward to a day in the following month so no Modified rule is required). + trading date rule defined as the last trading day / expiration day of the Canadian Derivatives Exchange (Bourse do Montreal Inc.), three month Bankers' Acceptance Futures (Ticker symbol BAX), the second London banking day prior to the third Wednesday of the contract month IMM CAD trading date rule + If the determined day is a bourse or bank holiday in Toronto or Montreal, the last trading day shall be the previous bank business day, per the Canadian Derivatives Exchange BAX contract specification. The above description implies a Date Roll Rule which is presumably referenced by referring to this rule, so that when this rule is referenced, there would be no Date Roll Rule defined in the FpML message. Semantically, this is still a Date Roll Rule, specifically a "Roll forward" rule with no modification (the third Wednesday of a month will never roll forward to a day in the following month so no Modified rule is required). @@ -168,7 +175,6 @@ true - This is a schedule for one of the events that occur in a periodic schedule of interest accruals, interest payments, and (for floating rate swapstreams), changes to the interest rate. These may be specified individually but more commonly the Calculation event is the one scheduled according to this kind of parametric schedule, with the other dates specified as an offset to these. Here we have allowed for each of the related dates to be independently parametrically scheduled. The notional amount step schedule is a separate kind of schedule, with similar terms but without a period length. For calculation schedules (and possibly payments, resets), there is a different end date to the end /start of the period, since events may be specified as being on specific dates - this is where the Roll Convention comes in. This has the same basic concepts as the generic schedule shown as the parent to this. However, where the upper model has Date with various applicable sub types (known i.e. calendar, specified or determined). For example, an ISDA FpML schedule has a Specified Date (via a convention), and then has a date roll rule which is specified for the whole schedule and applies to each of the dates returned by the parametric specification of the schedule. It has: A schedule beginning and end; A set of regular repeating periods: the scheduled event takes place once per period; Optionally one or two stubs (one start and one end); these may be longer than the repeating period, or shorter. The precise parameters used are: Start of the overall Schedule period: Effective Date End of the overall Schedule period: Termination Date Start of first regular period: not specified (assume Effective Date?) Length of each regular period: Frequency (actually a duration) There are generally three ways in which the regular periods of a parametric schedule may be expressed: first plus last first plus period length last plus period length event date plus period length. In FpML, Roll events (the date that something rolls over from the value used in one period to the value used in the next) is defined in a Roll Convention, which may be a day of the month, a day of the week, or some published set of dates, typically the ISDA quarterly dates for these events. This is therefore the date within the regular period (before adjustments) when the event occurs. This is in addition so a date for the start or end of such a period. In general this applies to the Calculation Schedule (i.e. the event is the calculation event) with other dates specified relative to this, however in principle the other related events (payment and reset or refix) are specified relative to this. It is not immediately clear what specification of a date replaces the Roll event convention element when this happens. @@ -205,7 +211,7 @@ trading date rule convention for determining trading dates defined with reference to some trading date calendar published by some trading facility or exchange - Corresponds to several ISDA FpML enumeration entries for determining Calculation Date, but refers to other kinds of trading date defined in those calendars. These include Canadian, Australian and New Zealand dates. Note also that some of these have roll rules included within them for when the date determined by the specification returns a non working day, while others explicitly return a business day and require no date roll rule. At least one is silent on this matter. + Corresponds to several ISDA FpML enumeration entries for determining Calculation Date, but refers to other kinds of trading date defined in those calendars. These include Canadian, Australian and New Zealand dates. Note also that some of these have roll rules included within them for when the date determined by the specification returns a non working day, while others explicitly return a business day and require no date roll rule. At least one is silent on this matter. @@ -233,7 +239,7 @@ US Treasury bill date auction date for US 13 week and 26 week Treasury bills - Per FpML notes/definition, this is every Monday except on New York holidays when it will be on a Tuesday. + Per FpML notes/definition, this is every Monday except on New York holidays when it will be on a Tuesday. \ No newline at end of file