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.

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

Click on a thumbnail to see the diagram in full size on a separate page.

Derivatives - Basics
Derivatives – Basics
Rate Derivatives
Derivatives - Interest Rate Swaps
Interest Rate Swaps
Derivatives - Swaps
Swaps