Publication of FpML Set of Coding Schemes – Catalog Version 1.114

A new set of FpML Coding Schemes - Catalog Version 1.114 - has been published on March 27, 2020.  

This version includes the following changes compared to Catalog Version 1.113 published February 4:  

The following coding schemes have been updated:  

• floatingRateIndexScheme
  • Added new value: TRY-TLREF-OIS-COMPOUND - Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
  • Style: OIS
  • Source: ISDA
  • Version changed from 2-28 to 2-29
  • Publication date: 2020-03-27
• businessCenterScheme and commodityBusinessCalendarScheme
  • Coding scheme definitions have been updated
  • No versions changed

 

The FpML Set of Coding Schemes can be found on the FpML website in the Specifications section at: http://www.fpml.org/spec/coding-scheme/index.html Thank you, FpML Team