FpML Issues Tracker
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Coding Scheme
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mgratacos
Summary
Supplement No. 22 to the 2006 ISDA Definitions, published July 2010, provides for the addition of a new Section 7.1(r)(iii) containing definitions for the PLN-POLONIA-OIS-COMPOUND rate.
Please see http://www.isda.org/publications/pdf/Supplement-No-22-to-2006Defs.pdf for the full supplement.
As a result a new value needs to be added to the floating-rate-index scheme:
Value: PLN-POLONIA-OIS-COMPOUND
Source: ISDA
Description: Per 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
Notes:
mgratacos
03/19/14 4:56 pm
The code has been added to the repository. It will be published in version 2-10 of the coding schemes. Publication date: 2014-03-21.