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DER-136 - Restructure and clean up the Credit Default Swaps ontology (WIP)
Signed-off-by: Elisa Kendall [email protected]
Description
- Created the concept of a credit derivative in derivatives basics, added a subclass relation between credit derivative and total return swap, and made some preliminary changes to credit default swaps per FCT discussion on 10/11/2022
Fixes: #1843 / DER-136
Checklist:
- [x] I'm familiar with the FIBO developer quide. My contribution meets all the requirements described there.
- [x] My contribution follows the principles of best practices for FIBO.
- [x] My changes have been reconciled with latest master and no merge conflicts remain.
- [x] This PR is related to exactly one issue. The issue is referenced by using a GitHub keyword such as "fixes", "closes", or "resolves".
- [x] Hygiene tests have been applied by a PR with "(WIP)" in title.
- [x] The issue has been tested locally using a reasoner (for ontology changes).