FpML Issues Tracker
closed
Feature
N/A
Coding Scheme
ggurden2008
mgratacos
Summary
Supplement Number 43 to the 2006 ISDA Definitions, published on September 5, 2014, provides for the amendment of Section 7.1(j) (Indonesian Rupiah) and Section 7.1(z) (Taiwanese Dollar) and the addition of one new IDR Rate Option "IDR-JIBOR-Reuters" and 2 new TWD Rate Options - "TWD-TAIBOR-Reuters" and "TWD-TAIBOR-Bloomberg
Please see http://www.isda.org/publications/pdf/Supplement%2043%20to%20the%202006%20ISDA%20Definitions.pdf for the full supplement.
Consequently three new values need to be added to the FpML floating-rate-index scheme:
Value: IDR-JIBOR-Reuters
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.
Value: TWD-TAIBOR-Reuters
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.
Value: TWD-TAIBOR-Bloomberg
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
02/10/15 10:29 am
This is available in http://www.fpml.org/coding-scheme/floating-rate-index-2-12.xml