FIBO Derivatives Working Group announcement

[trypuz]

We are setting up a new telecon for our Derivatives (FIBO DER Content Team) meetings for 2020.

We meet on Tuesdays from 11:00 am to 12 pm EST (from 5:00 to 6:00 pm CET).

Please contact Elisa Kendall (@ElisaKendall) or David Newman (@dsnewman) to join this group. Github account is required (you will also use it to access our WIKI and Jira).

Our focus over the last quarter has been on developing use cases for standardized reporting and counterparty exposure, and we are just starting to encode some of the examples that Mizuho graciously provided for the EBRDF project. As a reminder, the use cases are available at WIKI. They are also being published to the new FIBO web site shortly. Any changes we make will be propagated from the WIKI to the web site when we have enough new content to warrant doing so.

Our preliminary examples are being constructed based on the Q4 2019 release of FIBO, which is now available for download. Over the coming months, we will be building out the examples and adjusting the model to support additional properties as we go, including coverage of a wider range of derivatives (i.e. beyond interest rate swaps) for reference for developers implementing knowledge graphs. The examples will also form the basis for FIBO training that will be available from the council later this year.

Please browse the current content of the FIBO DER domain.