FpML Issues Tracker

1100: New “GBP-WMBA-RONIA-COMPOUND” floating rate index coding scheme value required

March 27, 2012

closed

Minor

N/A

Coding Scheme

ggurden2008

mgratacos

Summary

Supplement number 27 to the 2006 ISDA Definitions (published July 11, 2011) (see http://www.isda.org/cgi-bin/_isdadocsdownload/download.asp?DownloadID=536) introduced the new floating rate option of "GBP-WMBA-RONIA-COMPOUND".

This new code needs to be added to the floating rate index coding scheme.

Thanks Guy

Notes:

  • mkoli

    05/08/12 8:34 pm

    Added value: – GBP-WMBA-RONIA-COMPOUND

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