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
Rates Trading
DESK:RATES
EdgeConnected node
Belongs to PROD:BOND_UST_10Y
10Y US Treasury Note
Belongs to PROD:FUT_UST_10Y
10Y US Treasury Note Future
Belongs to PROD:IRS_EUR_5Y
EUR 5Y Interest Rate Swap
Belongs to PROD:IRS_USD_10Y
USD 10Y Interest Rate Swap
Belongs to PROD:OIS_USD_SOFR
USD SOFR Overnight Index Swap
Belongs to PROD:SWAPTION_USD_1Y10Y
USD 1Y into 10Y Payer Swaption

Entity roster

26 Counterparty entities

All kinds Instrument Product Curve Index Counterparty Desk Book Loan Hedge Tokenized asset Stablecoin Macro signal App Connector
Key Kind Asset class Name Status
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