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PR to DA Do we have an ontology that corresponds to the EK spreadsheet? DA Wells Fargo has that and a program that will read the EK type spreadsheet and a Python program will map to table name and field name and validated against the source ontology. Yes, they exist but they all belong to Wells Fargo. PR Just need the ontology for the mapping itself. DA there is an annotation method to do that, but it is owned by Wells Fargo. Proprietary to Wells Fargo is the specification that finds old or says it does not exist.
JN FIBO covers way beyond CFTC needs. Can FIBO have views like specifically an IRS view, or a swap view. Things like that. DA In principle this should be easy. In practice this gets way too much of FIBO. But, we now have a smarter filter that focuses on only what has been imported. Works best from a single starting point. Perhaps Swaps is the starting point and do a "tree shake" from there. Works at the RDF level, not the OWL level. Imports partOf, not all. This streamlines some parts of FIBO. it is based on Python. It is checked into FIBO infra. Could be productized.
JN Lets say that we have Commodity Swaps, we may want to see only subset of this such as energy. We would want to see energy swaps and futures and other aspects of only energy.
JN for IRS there are also interest rates on Futures and Options. This needs to now be brute forced. If we had a specific ontology for just interest rates, this is a home run.
Decisions:
Action items
- Michael Atkin Find out if JB really knows the CFTC chair.
- Dean Allemang Run his tree shaker code beginning with swaps and bring back to this meeting October 23rd.