diff --git a/core/financial_schema.mcf b/core/financial_schema.mcf new file mode 100644 index 000000000..3cadfbde7 --- /dev/null +++ b/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" diff --git a/core/schema.mcf b/core/schema.mcf index 7c7545fb8..07ff001dc 100644 --- a/core/schema.mcf +++ b/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 diff --git a/core/unit.mcf b/core/unit.mcf index 58bdf51b9..a62b0e750 100644 --- a/core/unit.mcf +++ b/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." diff --git a/stat_vars/us_federal_rates_stat_vars.mcf b/stat_vars/us_federal_rates_stat_vars.mcf new file mode 100644 index 000000000..038021b95 --- /dev/null +++ b/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 +