DealCharts Ontology
DealCharts is a public reference for structured finance deals, funds, and counterparties. This page defines the core entities, relationships, and identifiers used throughout the site. The object model is designed to be citation-ready and machine-readable for both human analysts and AI systems.
Core Entities
The following table defines the primary entity types in DealCharts, their identifiers, and canonical URL patterns.
| Entity Type | What it Represents | Primary Identifiers | Canonical URL Pattern |
|---|---|---|---|
| FilingDocument | SEC EDGAR filings and issuer disclosures that describe deals | CIK, Accession number | Linked from entity pages; source links to SEC EDGAR |
| Deal | Structured finance securitization (CMBS, Auto ABS, CLO, etc.) | Deal slug (e.g., bank2023-bnk45) | /capitalmarkets/abs/cmbs/{dealSlug} |
| Tranche | Individual security class within a deal | CUSIP, ISIN | Referenced on deal pages |
| Chart | Pre-rendered visualization of deal metrics over time | Chart slug (e.g., maturityschedule) | /capitalmarkets/abs/cmbs/{dealSlug}/{chartSlug} |
| Fund | Investment fund holding structured finance securities | Fund slug, LEI, Ticker | /capitalmarkets/funds/{fundSlug} |
| Counterparty | Entity participating in deals (Servicer, Trustee, Issuer, etc.) | CIK, LEI, Name | /counterparties/{role}/{counterpartySlug} |
| Dataset | Bulk data export (CSV/JSON) with schema documentation | Dataset slug | /datasets/{datasetSlug} |
Relationships
The following relationship graph defines how entities connect in DealCharts. Relationships are directional and represent data lineage and participation.
- FilingDocument→ describes/creates →Deal
- Deal→ contains →Tranche
- Deal→ has →Chart
- Fund→ holds →Tranche(or Deal exposure)
- Counterparty→ participates in →Deal(roles: Servicer, Trustee, Issuer, etc.)
- Dataset→ publishes facts about →Deal/Tranche/Fund/Counterparty
Compact relationship list (copy/paste):
FilingDocument → describes/creates → Deal Deal → contains → Tranche Deal → has → Chart Fund → holds → Tranche (or Deal exposure) Counterparty → participates in → Deal (roles) Dataset → publishes facts about → Deal/Tranche/Fund/Counterparty
Chart Types
DealCharts publishes pre-rendered charts for common deal metrics. Chart types vary by asset class and deal structure. Always check individual chart pages for as-of timestamps and source links.
| Chart Type (slug) | Measures | Units | Notes / Interpretation |
|---|---|---|---|
| maturityschedule | Principal balance by maturity date | USD, Count | Varies by deal/asset class; see page for as-of and sources |
| delinquency | Delinquent loan counts and balances by period | Count, USD, % | Period definitions vary (30/60/90+ days); check chart page for definitions |
| collateral-distribution | Loan distribution by property type or collateral category | Count, USD, % | Categories vary by asset class; see chart page for taxonomy |
| loanstructure | Distribution of loan structures (interest-only, amortizing, etc.) | Count, USD, % | Structure definitions vary by deal; check chart page for schema |
| interestrates | Distribution of interest rates across loans | %, Count | Rate types vary (fixed, floating, caps/floors); see chart page for details |
| surveillance | Time-series metrics for ongoing deal monitoring | Varies | May include delinquency trends, DSCR, occupancy; metrics vary by deal |
Trust & Citation
- Citation-ready pages:All entity pages provide stable canonical URLs, as-of timestamps, and source links to SEC EDGAR filings or issuer disclosures.
- Data provenance:DealCharts derives data from SEC EDGAR filings (10-D, ABS-EE, NPORT-P, etc.) and issuer disclosures. Source links are provided on entity pages.
- Exports:CSV and JSON exports are available where implemented. Check dataset pages for bulk downloads and schema documentation.
- Machine-readable artifacts:Pages may include machine-readable artifacts (e.g., JSON-LD schema) where implemented. Coverage varies by entity type.
Use in Agents / RAG
When using DealCharts in retrieval-augmented generation (RAG) or agent workflows, follow these guidelines:
- •Prefer canonical entity pages when citing deals, funds, or counterparties. Use stable URLs that include entity identifiers.
- •Use chart pages for specific metrics and time slices. Chart pages include as-of timestamps and link back to source filings.
- •Use dataset pages for bulk exports and schema documentation. Datasets provide CSV/JSON downloads for programmatic analysis.
- •Always include as-of timestamps when summarizing data. Timestamps indicate data freshness and enable temporal queries.
- •Follow source links to SEC EDGAR for authoritative filings. DealCharts pages provide context and normalization; source filings contain original data.
- •Respect rate limits and robots.txt when programmatically accessing pages. Use dataset exports for bulk data needs.