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The goal of today's discussion was to see if we can auto-generate individuals or classes for the rates from the FpML index, and possibly augment them with information provided in the ISDA reference chart.  Pete will investigate what can be done over the coming week.

Each of the rates specified in the resulting ontology would be of types (1) fibo-fbc-dae-dbt:FloatingInterestRate, and (2) fibo-ind-ir-ir:ReferenceInterestRate, with a link to the reference currency using fibo-ind-ir-ir:hasReferenceCurrency, and a link to the organization (association or central bank) that manages it, for example, fibo-fnd-rel-rel:isManagedBy fibo-fbc-fct-cajrga:BankOfCanada, and with links to the publisher(s) of that rate, i.e., Bloomberg, ThomsonReuters, Telerate, etc.  The ISDA cross-reference includes the organization that manages the rate (sponsor), the publishers of the rate, and the currencies, but this content would have to be extracted in a second pass using the ISDA cross reference, for those that are included in that reference.


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