Index
IndexINDA weighted basket of instruments tracked over time to represent a market or strategy.
Datasets representing this concept
1 dataset| Dataset | Role | Pure |
|---|---|---|
| index_definition | primary | Pure Model -> |
Pure Class
FIBO-grounded class definition for this concept: properties, multiplicities, and source-column annotations. Per-dataset Mapping and Table blocks live on each dataset's Pure Model tab.
<<Lineage.parquetBacked>>
{Lineage.parquetPath = 'out/parquet/index_definition.parquet', Lineage.fiboModule = 'IND', Lineage.fiboConcept = 'Index', Lineage.datasetTitle = 'Indices'}
// Definition of each financial index — name, currency, methodology, administrator, base date and value.
Class fibo::ind::Index
{
// Identifier: A label assigned by an authority that uniquely refers to a thing (entity, instrument, account, etc.) within a given naming scheme.
indexCode : String[1];
// Index: A weighted basket of instruments tracked over time to represent a market or strategy.
name : String[1];
// ISO4217CurrencyCode: Three-letter code (e.g., USD, EUR, JPY) that uniquely identifies a currency under ISO 4217.
currencyCode : String[1];
// IndexMethodology: Rule used to compute index values from constituents (market-cap weighted, equal weighted, price weighted, etc.).
methodology : String[0..1];
// IndexAdministrator: Organization that owns the methodology and produces values for a financial index (e.g., S&P Dow Jones, MSCI, FTSE Russell).
administratorLei : String[0..1];
// ValidFromDate: The date a record\'s information became effective. Together with Valid To Date and Is Current, supports point-in-time history (slowly-changing dimension).
baseDate : StrictDate[0..1];
// MidPrice: Midpoint between bid and ask, often used as a fair-value reference.
baseValue : Decimal[0..1];
}