Financial Industry Business Data Model

Derivatives diagrams

This gallery shows the Derivatives package diagrams of the Financial Industry Business Data Model. FIBO modules transform into FIB-DM packages. In other words, the data model entities, attributes, and relationships in a package all share the same code prefix.

A diagram of the four Derivatives packages in the FIBO data model.
Derivatives packages

The Derivative Contracts package covers the fundamentals of forwards, options, swaps, and contracts on Commodities and Currencies.
Specialized packages for Rates, Securities, and Credit Derivatives inherit from Contracts.

FIB-DM Derivatives Master Agreements entities diagram
FIB-DM Derivatives Master Agreements diagram