Financial Industry Business Data Model

Indicators & Indices diagrams

The diagrams in this gallery depict package entities for economic and financial indicators, indices, foreign exchange, and interest rates.

Package diagram

A hierarchy diagram of Indicators packages in the FIBO Data Model.
FIB-DM Indicators packages

The diagram shows the Indicator sub-packages and their dependencies. Economic indicators such as GDP, Inflation, and Employment pertain to countries, states, and political areas. Financial Market indicators, FX, Interest Rates, and Indices are subtypes of Indicators that hold common design and properties.

Entity diagrams

The ER diagram for entities in the FIB-DM IND Indicators package.
FIB-DM IND Indicators
The ER diagram for entities in the FIB-DM IND Basket Indices package.
FIB-DM IND Basket Indices
THe diagram for enties in the FIB-DM IND Interest Rates package.
FIB-DM IND Interest Rates
The diagram for entities in the FIB-DM IND Foreign Exchange package
FIB-DM IND Foreign Exchange

Click on an image in the gallery to open the full-size Scalable Vector Graphic in a separate tab.

Package descriptions

Indicators

The package for data model objects is derived from the Indicators ontology module. This ontology provides the concepts common to all market rates, indices, and indicators; that is, concepts descriptive of the numeric parameters themselves. These are modeled independently of the values they may take over time.

Basket Indices

The package for data model objects is derived from the Basket Indices ontology module. This ontology defines market indices as hypothetical portfolios of investment holdings that correspond to some segment of the financial market, whose value is determined by the prices of the underlying holdings. Coverage includes credit indices, security-based indices, economic indicator-based indices, and combinations thereof.

Interest Rates

The package for data model objects is derived from the Interest Rates ontology module. This ontology provides the basic types of interest rates recognized in financial markets and, where applicable, the relationships between them. These include bank base rates, interbank offer rates, overnight interest rates, and the US Federal Funds rate, which is widely used as a reference rate. It also includes the concept of a market rate spread between two interest rates.

Foreign Exchange

The package for data model objects is derived from the Foreign Exchange ontology module. This ontology provides parameters for foreign exchange rates, including spot and forward rates, as well as spot rate volatility.