May 13, 2021
Publication of FpML Set of Coding Schemes – Catalog Version 1.120
A new set of FpML Coding Schemes - Catalog Version 1.120 - has been published on May 13, 2021.
This version includes the following changes compared to Catalog Version 1.119 published May 6, 2021:
The following coding scheme has been updated:
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floatingRateIndexScheme
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Added new values:
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GBP-SONIA Compounded Index - Per 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
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GBP-SONIA - Per 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
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CHF-SARON- Per 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
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USD-SOFR - Per 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
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EUR-EuroSTR - Per 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
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JPY-TONA - Per 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
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AUD-AONIA - Per 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
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CAD-CORRA - Per 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
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HKD-HONIA - Per 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
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SGD-SORA - Per 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
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NZD-NZIONA - Per 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
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NOK-NOWA - Per 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
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THB-THOR - Per 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
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- Source: ISDA
- Version changed from 2-33 to 2-34
- Publication date: 2021-05-13
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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