Schema and Manifest CL for US Federal Funds

PiperOrigin-RevId: 563230200

core/financial_schema.mcf

@@ -0,0 +1,62 @@
+Node: dcid:primeRate
+typeOf: dcs:Property
+name: "primeRate"
+domainIncludes: dcid:FinancialInstrument
+
+Node: dcid:instrumentTerm
+typeOf: dcs:Property
+name: "instrumentTerm"
+domainIncludes: dcid:FinancialInstrument
+rangeIncludes: dcid:QuantityRange
+
+Node: dcid:FinancialInstrument
+typeOf: dcid:Class
+name: "FinancialInstrument"
+subClassOf: dcid:Thing
+
+Node: dcid:instrumentType
+typeOf: dcs:Property
+name: "instrumentType"
+domainIncludes: dcid:FinancialInstrument
+rangeIncludes: dcid:InstrumentTypeEnum
+
+Node: dcid:InstrumentTypeEnum
+typeOf: schema:Class
+subClassOf: dcs:Enumeration
+name: "InstrumentTypeEnum"
+
+Node: dcid:FederalFund
+typeOf: dcid:InstrumentTypeEnum
+name: "Federal Fund"
+
+Node: dcid:BankLoan
+typeOf: dcid:InstrumentTypeEnum
+name: "Bank Loan"
+
+Node: dcid:PrimaryCredit
+typeOf: dcid:InstrumentTypeEnum
+name: "Primary Credit"
+
+Node: dcid:NonfinancialCommercialPaperAA
+typeOf: dcid:InstrumentTypeEnum
+name: "Nonfinancial Commercial Paper AA"
+
+Node: dcid:FinancialCommercialPaperAA
+typeOf: dcid:InstrumentTypeEnum
+name: "Financial Commercial Paper AA"
+
+Node: dcid:SecondaryMarket
+typeOf: dcid:InstrumentTypeEnum
+name: "Secondary Market"
+
+Node: dcid:ConstantMaturity
+typeOf: dcid:InstrumentTypeEnum
+name: "Constant Maturity"
+
+Node: dcid:ConstantMaturityInflationIndexed
+typeOf: dcid:InstrumentTypeEnum
+name: "Constant Maturity Inflation Indexed"
+
+Node: dcid:GovernmentSecurityLongTerm
+typeOf: dcid:InstrumentTypeEnum
+name: "Government Security, Long Term"

core/schema.mcf

@@ -1695,7 +1695,7 @@ Node: interestRate
 dcid: "interestRate"
 rangeIncludes: schema:Number
 name: "interestRate"
-domainIncludes: schema:FinancialProduct, schema:TreasuryBill, schema:TreasuryNote, schema:TreasuryBond
+domainIncludes: schema:FinancialProduct, schema:TreasuryBill, schema:TreasuryNote, schema:TreasuryBond, dcid:FinancialInstrument
 source: "http://www.w3.org/wiki/WebSchemas/SchemaDotOrgSources"
 typeOf: schema:Property
 

core/unit.mcf

@@ -247,3 +247,8 @@ typeOf: dcs:TimeUnitOfMeasure
 name: "Years"
 shortDisplayName: "yrs"
 description: "Unit of time each equivalent to one year on the Gregorian calendar."
+
+Node: dcs:PercentPerAnnum
+typeOf: dcs:UnitOfMeasure
+name: "Percent Per Annum"
+description: "The percent per annum is the interest rate over a period of one year."

stat_vars/us_federal_rates_stat_vars.mcf

@@ -0,0 +1,267 @@
+Node: dcid:InterestRate_FinancialInstrument_1Year_FederalFund
+typeOf: dcid:StatisticalVariable
+populationType: dcid:FinancialInstrument
+measuredProperty: dcid:interestRate
+statType: dcid:measuredValue
+instrumentTerm: [1 Year]
+instrumentType: dcid:FederalFund
+
+Node: dcid:InterestRate_FinancialInstrument_1Year_PrimaryCredit
+typeOf: dcid:StatisticalVariable
+populationType: dcid:FinancialInstrument
+measuredProperty: dcid:interestRate
+statType: dcid:measuredValue
+instrumentTerm: [1 Year]
+instrumentType: dcid:PrimaryCredit
+
+Node: dcid:Mean_PrimeRate_FinancialInstrument_1Year_BankLoan
+typeOf: dcid:StatisticalVariable
+populationType: dcid:FinancialInstrument
+measuredProperty: dcid:primeRate
+statType: dcid:meanValue
+instrumentTerm: [1 Year]
+instrumentType: dcid:BankLoan
+
+Node: dcid:InterestRate_FinancialInstrument_30Day_FinancialCommercialPaperAA
+typeOf: dcid:StatisticalVariable
+name: "30-Day AA Financial Commercial Paper Interest Rate"
+populationType: dcid:FinancialInstrument
+measuredProperty: dcid:interestRate
+statType: dcid:measuredValue
+instrumentTerm: [30 Day]
+instrumentType: dcid:FinancialCommercialPaperAA
+
+Node: dcid:InterestRate_FinancialInstrument_30Day_NonfinancialCommercialPaperAA
+typeOf: dcid:StatisticalVariable
+name: "30-Day AA Nonfinancial Commercial Paper Interest Rate"
+populationType: dcid:FinancialInstrument
+measuredProperty: dcid:interestRate
+statType: dcid:measuredValue
+instrumentTerm: [30 Day]
+instrumentType: dcid:NonfinancialCommercialPaperAA
+
+Node: dcid:InterestRate_FinancialInstrument_60Day_FinancialCommercialPaperAA
+typeOf: dcid:StatisticalVariable
+name: "60-Day AA Financial Commercial Paper Interest Rate"
+populationType: dcid:FinancialInstrument
+measuredProperty: dcid:interestRate
+statType: dcid:measuredValue
+instrumentTerm: [60 Day]
+instrumentType: dcid:FinancialCommercialPaperAA
+
+Node: dcid:InterestRate_FinancialInstrument_60Day_NonfinancialCommercialPaperAA
+typeOf: dcid:StatisticalVariable
+name: "60-Day AA Nonfinancial Commercial Paper Interest Rate"
+populationType: dcid:FinancialInstrument
+measuredProperty: dcid:interestRate
+statType: dcid:measuredValue
+instrumentTerm: [60 Day]
+instrumentType: dcid:NonfinancialCommercialPaperAA
+
+Node: dcid:InterestRate_FinancialInstrument_90Day_FinancialCommercialPaperAA
+typeOf: dcid:StatisticalVariable
+name: "90-Day AA Financial Commercial Paper Interest Rate"
+populationType: dcid:FinancialInstrument
+measuredProperty: dcid:interestRate
+statType: dcid:measuredValue
+instrumentTerm: [90 Day]
+instrumentType: dcid:FinancialCommercialPaperAA
+
+Node: dcid:InterestRate_FinancialInstrument_90Day_NonfinancialCommercialPaperAA
+typeOf: dcid:StatisticalVariable
+name: "90-Day AA Nonfinancial Commercial Paper Interest Rate"
+populationType: dcid:FinancialInstrument
+measuredProperty: dcid:interestRate
+statType: dcid:measuredValue
+instrumentTerm: [90 Day]
+instrumentType: dcid:NonfinancialCommercialPaperAA
+
+Node: dcid:InterestRate_TreasuryBill_1Year_SecondaryMarket
+typeOf: dcid:StatisticalVariable
+name: "1-year Treasury bill secondary market rate^  discount basis"
+populationType: dcid:TreasuryBill
+measuredProperty: dcid:interestRate
+statType: dcid:measuredValue
+instrumentTerm: [1 Year]
+instrumentType: dcid:SecondaryMarket
+
+Node: dcid:InterestRate_TreasuryBill_3Month_SecondaryMarket
+typeOf: dcid:StatisticalVariable
+name: "3-month Treasury bill secondary market rate  discount basis"
+populationType: dcid:TreasuryBill
+measuredProperty: dcid:interestRate
+statType: dcid:measuredValue
+instrumentTerm: [3 Month]
+instrumentType: dcid:SecondaryMarket
+
+Node: dcid:InterestRate_TreasuryBill_4Week_SecondaryMarket
+typeOf: dcid:StatisticalVariable
+name: "4-week Treasury bill secondary market rate  discount basis"
+populationType: dcid:TreasuryBill
+measuredProperty: dcid:interestRate
+statType: dcid:measuredValue
+instrumentTerm: [4 Week]
+instrumentType: dcid:SecondaryMarket
+
+Node: dcid:InterestRate_TreasuryBill_6Month_SecondaryMarket
+typeOf: dcid:StatisticalVariable
+name: "6-month Treasury bill secondary market rate  discount basis"
+populationType: dcid:TreasuryBill
+measuredProperty: dcid:interestRate
+statType: dcid:measuredValue
+instrumentTerm: [6 Month]
+instrumentType: dcid:SecondaryMarket
+
+Node: dcid:InterestRate_TreasurySecurity_10Year_ConstantMaturity
+typeOf: dcid:StatisticalVariable
+name: "Market yield on U.S. Treasury securities at 10-year  constant maturity, quoted on investment basis"
+populationType: dcid:TreasurySecurity
+measuredProperty: dcid:interestRate
+statType: dcid:measuredValue
+instrumentTerm: [10 Year]
+instrumentType: dcid:ConstantMaturity
+
+Node: dcid:InterestRate_TreasurySecurity_10Year_ConstantMaturityInflationIndexed
+typeOf: dcid:StatisticalVariable
+name: "Market yield on U.S. Treasury securities at 10-year  constant maturity, quoted on investment basis,  inflation-indexed"
+populationType: dcid:TreasurySecurity
+measuredProperty: dcid:interestRate
+statType: dcid:measuredValue
+instrumentTerm: [10 Year]
+instrumentType: dcid:ConstantMaturityInflationIndexed
+
+Node: dcid:InterestRate_TreasurySecurity_1Month_ConstantMaturity
+typeOf: dcid:StatisticalVariable
+name: "Market yield on U.S. Treasury securities at 1-month  constant maturity, quoted on investment basis"
+populationType: dcid:TreasurySecurity
+measuredProperty: dcid:interestRate
+statType: dcid:measuredValue
+instrumentTerm: [1 Month]
+instrumentType: dcid:ConstantMaturity
+
+Node: dcid:InterestRate_TreasurySecurity_1Year_ConstantMaturity
+typeOf: dcid:StatisticalVariable
+name: "Market yield on U.S. Treasury securities at 1-year  constant maturity, quoted on investment basis"
+populationType: dcid:TreasurySecurity
+measuredProperty: dcid:interestRate
+statType: dcid:measuredValue
+instrumentTerm: [1 Year]
+instrumentType: dcid:ConstantMaturity
+
+Node: dcid:InterestRate_TreasurySecurity_20Year_ConstantMaturity
+typeOf: dcid:StatisticalVariable
+name: "Market yield on U.S. Treasury securities at 20-year  constant maturity, quoted on investment basis"
+populationType: dcid:TreasurySecurity
+measuredProperty: dcid:interestRate
+statType: dcid:measuredValue
+instrumentTerm: [20 Year]
+instrumentType: dcid:ConstantMaturity
+
+Node: dcid:InterestRate_TreasurySecurity_20Year_ConstantMaturityInflationIndexed
+typeOf: dcid:StatisticalVariable
+name: "Market yield on U.S. Treasury securities at 20-year  constant maturity, quoted on investment basis,  inflation-indexed"
+populationType: dcid:TreasurySecurity
+measuredProperty: dcid:interestRate
+statType: dcid:measuredValue
+instrumentTerm: [20 Year]
+instrumentType: dcid:ConstantMaturityInflationIndexed
+
+Node: dcid:InterestRate_TreasurySecurity_2Year_ConstantMaturity
+typeOf: dcid:StatisticalVariable
+name: "Market yield on U.S. Treasury securities at 2-year  constant maturity, quoted on investment basis"
+populationType: dcid:TreasurySecurity
+measuredProperty: dcid:interestRate
+statType: dcid:measuredValue
+instrumentTerm: [2 Year]
+instrumentType: dcid:ConstantMaturity
+
+Node: dcid:InterestRate_TreasurySecurity_30Year_ConstantMaturity
+typeOf: dcid:StatisticalVariable
+name: "Market yield on U.S. Treasury securities at 30-year  constant maturity, quoted on investment basis"
+populationType: dcid:TreasurySecurity
+measuredProperty: dcid:interestRate
+statType: dcid:measuredValue
+instrumentTerm: [30 Year]
+instrumentType: dcid:ConstantMaturity
+
+Node: dcid:InterestRate_TreasurySecurity_30Year_ConstantMaturityInflationIndexed
+typeOf: dcid:StatisticalVariable
+name: "Market yield on U.S. Treasury securities at 30-year^  constant maturity, quoted on investment basis,^  inflation-indexed"
+populationType: dcid:TreasurySecurity
+measuredProperty: dcid:interestRate
+statType: dcid:measuredValue
+instrumentTerm: [30 Year]
+instrumentType: dcid:ConstantMaturityInflationIndexed
+
+Node: dcid:InterestRate_TreasurySecurity_3Month_ConstantMaturity
+typeOf: dcid:StatisticalVariable
+name: "Market yield on U.S. Treasury securities at 3-month  constant maturity, quoted on investment basis"
+populationType: dcid:TreasurySecurity
+measuredProperty: dcid:interestRate
+statType: dcid:measuredValue
+instrumentTerm: [3 Month]
+instrumentType: dcid:ConstantMaturity
+
+Node: dcid:InterestRate_TreasurySecurity_3Year_ConstantMaturity
+typeOf: dcid:StatisticalVariable
+name: "Market yield on U.S. Treasury securities at 3-year  constant maturity, quoted on investment basis"
+populationType: dcid:TreasurySecurity
+measuredProperty: dcid:interestRate
+statType: dcid:measuredValue
+instrumentTerm: [3 Year]
+instrumentType: dcid:ConstantMaturity
+
+Node: dcid:InterestRate_TreasurySecurity_5Year_ConstantMaturity
+typeOf: dcid:StatisticalVariable
+name: "Market yield on U.S. Treasury securities at 5-year  constant maturity, quoted on investment basis"
+populationType: dcid:TreasurySecurity
+measuredProperty: dcid:interestRate
+statType: dcid:measuredValue
+instrumentTerm: [5 Year]
+instrumentType: dcid:ConstantMaturity
+
+Node: dcid:InterestRate_TreasurySecurity_5Year_ConstantMaturityInflationIndexed
+typeOf: dcid:StatisticalVariable
+name: "Market yield on U.S. Treasury securities at 5-year  constant maturity, quoted on investment basis,  inflation-indexed"
+populationType: dcid:TreasurySecurity
+measuredProperty: dcid:interestRate
+statType: dcid:measuredValue
+instrumentTerm: [5 Year]
+instrumentType: dcid:ConstantMaturityInflationIndexed
+
+Node: dcid:InterestRate_TreasurySecurity_6Month_ConstantMaturity
+typeOf: dcid:StatisticalVariable
+name: "Market yield on U.S. Treasury securities at 6-month  constant maturity, quoted on investment basis"
+populationType: dcid:TreasurySecurity
+measuredProperty: dcid:interestRate
+statType: dcid:measuredValue
+instrumentTerm: [6 Month]
+instrumentType: dcid:ConstantMaturity
+
+Node: dcid:InterestRate_TreasurySecurity_7Year_ConstantMaturity
+typeOf: dcid:StatisticalVariable
+name: "Market yield on U.S. Treasury securities at 7-year  constant maturity, quoted on investment basis"
+populationType: dcid:TreasurySecurity
+measuredProperty: dcid:interestRate
+statType: dcid:measuredValue
+instrumentTerm: [7 Year]
+instrumentType: dcid:ConstantMaturity
+
+Node: dcid:InterestRate_TreasurySecurity_7Year_ConstantMaturityInflationIndexed
+typeOf: dcid:StatisticalVariable
+name: "Market yield on U.S. Treasury securities at 7-year  constant maturity, quoted on investment basis,  inflation-indexed"
+populationType: dcid:TreasurySecurity
+measuredProperty: dcid:interestRate
+statType: dcid:measuredValue
+instrumentTerm: [7 Year]
+instrumentType: dcid:ConstantMaturityInflationIndexed
+
+Node: dcid:Mean_InterestRate_TreasurySecurity_10OrMoreYear_GovernmentSecurityLongTerm
+typeOf: dcid:StatisticalVariable
+name: "Treasury long-term average (over 10 years)"
+populationType: dcid:TreasurySecurity
+measuredProperty: dcid:interestRate
+statType: dcid:meanValue
+instrumentTerm: [10 - Year]
+instrumentType: dcid:GovernmentSecurityLongTerm
+