Ontology graph

Priya Raman · Quant & DX Champion P

The ontology — one model the whole platform reasons over

Every tradable or knowable thing — an instrument, a curve, a counterparty, a desk, a loan, a tokenized bond — is a node; every meaningful connection between them is a typed edge. Cross-sell walks it to find a loan with no hedge, risk walks it to trace exposure, and an app's data-source nodes resolve against it. What follows is that graph, laid open.

83

Entities

72

Relationships

Entities by kind

Counterparty · 31.3%Product · 20.5%Loan · 12.0%Curve · 10.8%Desk · 9.6%Other · 15.7%83nodes
  • Counterparty
  • Product
  • Loan
  • Curve
  • Desk
  • Other
View data table
KindCount
Counterparty26
Product17
Loan10
Curve9
Desk8
Other13

Entities by asset class

“—” = cross-cutting, no single class
013253850— · 37—FX · 15FXRATES · 12RATESCREDIT · 8CREDITDIGITAL · 4DIGITALEQUITIES · 3EQUITIESSECURITIZED · 3SECURITIZEDCROSS_ASSET · 1CROSS_ASSET
View data table
Asset classCount
—37
FX15
RATES12
CREDIT8
DIGITAL4
EQUITIES3
SECURITIZED3
CROSS_ASSET1

Relationship types

The eleven kinds of edge in the model, and how common each is.

Belongs to
organisational ownership — a desk or a book
25
Exposed to
carries exposure to a risk factor or a name
13
Hedges
reduces the market risk carried by another position
10
Priced from
valued off a curve or market input
7
Collateralised by
secured by posted collateral or variation margin
6
Clears through
novated and settled through a central counterparty
4
Issued by
a security issued by a counterparty
3
References
derives its value from another entity
3
Tokenizes
an on-chain token standing in for an off-chain asset
1

Graph preview

Pick a well-connected hub to see its immediate neighbourhood. Click any node to open it.

CPTY:LCH 10 CURVE:FX_FWD_EURUSD 9 DESK:CREDIT 6 DESK:FX 6 DESK:RATES 6 PROD:IRS_USD_10Y 4 CPTY:TOYOTA 3 CURVE:ITRAXX_MAIN_CREDIT 3
Clears throughClears throughClears throughClears throughCollateralised byCollateralised byCollateralised byCollateralised byCollateralised byCollateralised byiTraxx Europe Main 5Y Index CDS · Product · Clears throughPROD:CDS_ITRAXX_MAIN_5YEUR 5Y Interest Rate Swap · Product · Clears throughPROD:IRS_EUR_5YUSD 10Y Interest Rate Swap · Product · Clears throughPROD:IRS_USD_10YUSD SOFR Overnight Index Swap · Product · Clears throughPROD:OIS_USD_SOFREnel GBP CROSS_CURRENCY_SWAP hedge · Hedge · Collateralised byHEDGE:ENEL-GBPNestle USD CROSS_CURRENCY_SWAP hedge · Hedge · Collateralised byHEDGE:NESTLE-USDRio Tinto USD CROSS_CURRENCY_SWAP hedge · Hedge · Collateralised byHEDGE:RIOTINTO-USDSiemens USD CROSS_CURRENCY_SWAP hedge · Hedge · Collateralised byHEDGE:SIEMENS-USDToyota EUR CROSS_CURRENCY_SWAP hedge · Hedge · Collateralised byHEDGE:TOYOTA-EURUSD 10Y Interest Rate Swap · Product · Collateralised byPROD:IRS_USD_10YLCH · CounterpartyCPTY:LCH
  • Counterparty
  • Product
  • Hedge
LCH
CPTY:LCH
EdgeConnected node
Clears through PROD:CDS_ITRAXX_MAIN_5Y
iTraxx Europe Main 5Y Index CDS
Clears through PROD:IRS_EUR_5Y
EUR 5Y Interest Rate Swap
Clears through PROD:IRS_USD_10Y
USD 10Y Interest Rate Swap
Clears through PROD:OIS_USD_SOFR
USD SOFR Overnight Index Swap
Collateralised by HEDGE:ENEL-GBP
Enel GBP CROSS_CURRENCY_SWAP hedge
Collateralised by HEDGE:NESTLE-USD
Nestle USD CROSS_CURRENCY_SWAP hedge
Collateralised by HEDGE:RIOTINTO-USD
Rio Tinto USD CROSS_CURRENCY_SWAP hedge
Collateralised by HEDGE:SIEMENS-USD
Siemens USD CROSS_CURRENCY_SWAP hedge
Collateralised by HEDGE:TOYOTA-EUR
Toyota EUR CROSS_CURRENCY_SWAP hedge
Collateralised by PROD:IRS_USD_10Y
USD 10Y Interest Rate Swap

Entity roster

All 83 entities in the model

All kinds Instrument Product Curve Index Counterparty Desk Book Loan Hedge Tokenized asset Stablecoin Macro signal App Connector
Key Kind Asset class Name Status
PROD:BOND_SIEMENS_5Y Instrument Credit Siemens AG 5Y Senior Bond Active
PROD:BOND_TOYOTA_7Y Instrument Credit Toyota Motor Credit 7Y Bond Active
PROD:BOND_UST_10Y Instrument Rates 10Y US Treasury Note Active
PROD:EQ_CASH_TOYOTA Instrument Equities Toyota Motor (7203 JT) Cash Equity Active
PROD:FUT_UST_10Y Instrument Rates 10Y US Treasury Note Future Active
PROD:CDS_DB_5Y Product Credit Deutsche Bank 5Y Single-Name CDS Active
PROD:CDS_ITRAXX_MAIN_5Y Product Credit iTraxx Europe Main 5Y Index CDS Active
PROD:CDS_PEMEX_5Y Product Credit Pemex 5Y Single-Name CDS Active
PROD:CDS_TOYOTA_5Y Product Credit Toyota Motor 5Y Single-Name CDS Active
PROD:CLO_BSL_2024 Product Securitized Broadly Syndicated Loan CLO 2024-1 Mezz Active
PROD:FX_FWD_EURUSD_3M Product Fx EUR/USD 3M Outright Forward Active
PROD:FX_FWD_USDJPY_6M Product Fx USD/JPY 6M Outright Forward Active
PROD:FXO_EURUSD_1Y Product Fx EUR/USD 1Y ATM Vanilla Option Active
PROD:IRS_EUR_5Y Product Rates EUR 5Y Interest Rate Swap Active
PROD:IRS_USD_10Y Product Rates USD 10Y Interest Rate Swap Active
PROD:NDF_USDKRW_3M Product Fx USD/KRW 3M Non-Deliverable Forward Active
PROD:OIS_USD_SOFR Product Rates USD SOFR Overnight Index Swap Active
PROD:RMBS_PRIME_A Product Securitized Prime Jumbo RMBS Senior Tranche Active
PROD:SWAPTION_USD_1Y10Y Product Rates USD 1Y into 10Y Payer Swaption Active
PROD:TRS_SPX_1Y Product Equities S&P 500 1Y Total Return Swap Active
PROD:XCCY_EURUSD_5Y Product Fx EUR/USD 5Y Cross-Currency Swap Active
PROD:XCCY_USDJPY_5Y Product Fx USD/JPY 5Y Cross-Currency Swap Active
CURVE:EUR_SWAP Curve Rates EUR ESTR Swap Curve Active
CURVE:FX_FWD_EURUSD Curve Fx EUR/USD FX Forward Curve Active
CURVE:FX_FWD_USDJPY Curve Fx USD/JPY FX Forward Curve Active
CURVE:FX_VOL_G10 Curve Fx G10 FX Volatility Surface Active
CURVE:ITRAXX_MAIN_CREDIT Curve Credit iTraxx Europe Main Credit Curve Active
CURVE:JGB_YIELD Curve Rates JGB Yield Curve Active
CURVE:JPY_SWAP Curve Rates JPY TONA Swap Curve Active
CURVE:USD_OIS Curve Rates USD SOFR OIS Curve Active
CURVE:USD_SWAP Curve Rates USD SOFR Swap Curve Active
CPTY:BARC Counterparty — Barclays Active
CPTY:BLACKROCK Counterparty — BlackRock Active
CPTY:BNPP Counterparty — BNP Paribas Active
CPTY:CALPERS Counterparty — CalPERS Active
CPTY:CITADEL Counterparty — Citadel Active
CPTY:DB Counterparty — Deutsche Bank Active
CPTY:ENEL Counterparty — Enel Active
CPTY:EVERGRANDE Counterparty — Evergrande Active
CPTY:GS Counterparty — Goldman Sachs Active
CPTY:HSBC Counterparty — HSBC Active
CPTY:JGOV Counterparty — Japan MoF Active
CPTY:JPM Counterparty — JPMorgan Active
CPTY:KFW Counterparty — KfW Active
CPTY:LCH Counterparty — LCH Active
CPTY:MILLENNIUM Counterparty — Millennium Active
CPTY:MS Counterparty — Morgan Stanley Active
CPTY:NESTLE Counterparty — Nestle Active
CPTY:NIPPONLIFE Counterparty — Nippon Life Active
CPTY:PEMEX Counterparty — Pemex Active
CPTY:PIMCO Counterparty — PIMCO Active
CPTY:RIDGELINE Counterparty — Ridgeline Active
CPTY:RIOTINTO Counterparty — Rio Tinto Active
CPTY:SAMSUNG Counterparty — Samsung Active
CPTY:SIEMENS Counterparty — Siemens Active
CPTY:SOFTBANK Counterparty — SoftBank Active
CPTY:TOYOTA Counterparty — Toyota Active
DESK:ALM Desk — Asset & Liability Management Active
DESK:CREDIT Desk Credit Credit Trading Active
DESK:CROSS_ASSET Desk Cross asset Cross-Asset Solutions Active
DESK:DIGITAL_ASSETS Desk Digital Digital Assets Active
DESK:EQUITIES Desk Equities Equities & Delta One Active
DESK:FX Desk Fx Foreign Exchange Active
DESK:RATES Desk Rates Rates Trading Active
DESK:SECURITIZED Desk Securitized Securitized Products Active
LOAN:ENEL-GBP Loan — Enel GBP TERM_LOAN facility Active
LOAN:NESTLE-USD Loan — Nestle USD RCF facility Active
LOAN:PEMEX-EUR Loan — Pemex EUR BRIDGE facility Active
LOAN:RIOTINTO-USD Loan — Rio Tinto USD PROJECT_FINANCE facility Active
LOAN:SAMSUNG-EUR Loan — Samsung EUR TERM_LOAN facility Active
LOAN:SAMSUNG-JPY Loan — Samsung JPY PROJECT_FINANCE facility Active
LOAN:SIEMENS-USD Loan — Siemens USD TERM_LOAN facility Active
LOAN:SOFTBANK-USD Loan — SoftBank USD SYNDICATED facility Active
LOAN:TOYOTA-EUR Loan — Toyota EUR ACQUISITION_FINANCE facility Active
LOAN:TOYOTA-USD Loan — Toyota USD RCF facility Active
HEDGE:ENEL-GBP Hedge Fx Enel GBP CROSS_CURRENCY_SWAP hedge Active
HEDGE:NESTLE-USD Hedge Fx Nestle USD CROSS_CURRENCY_SWAP hedge Active
HEDGE:RIOTINTO-USD Hedge Fx Rio Tinto USD CROSS_CURRENCY_SWAP hedge Active
HEDGE:SIEMENS-USD Hedge Fx Siemens USD CROSS_CURRENCY_SWAP hedge Active
HEDGE:TOYOTA-EUR Hedge Fx Toyota EUR CROSS_CURRENCY_SWAP hedge Active
PROD:TKN_JGB_10Y Tokenized asset Digital Tokenized 10Y Japanese Government Bond Active
PROD:TKN_UST_10Y Tokenized asset Digital Tokenized 10Y US Treasury Note Active
PROD:STBL_FX_USDJPY Stablecoin Digital USDC/JPYC Stablecoin FX Swap Active