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July 28, 2023
Publication of a new set of FpML Coding Schemes – Catalog Version 2-14
NEW YORK, July 31, 2023 - The International Swaps and Derivatives Association, Inc. (ISDA) has published a new basic and enhanced coding-scheme catalog version 2-14 on July 28, 2023. Below are the changes compared to the previous version 2-13 published June 21, 2023.
The following coding scheme has been updated:
floatingRateIndexScheme
Updated FROs
CNY-SHIBOR-OIS Compound
DKK-DESTR
DKK-DESTR-OIS Compound
DKK-Tom Next-OIS Compound
ILS-SHIR
ILS-SHIR-OIS Compound
KRW-KOFR
KRW-KOFR-OIS Compound
MXN-TIIE
PLN-WIRON
PLN-WIRON-OIS Compound
SEK-STIBOR-OIS Compound
SEK-SWESTR
SEK-SWESTR Average 1M
SEK-SWESTR Average 1W
SEK-SWESTR Average 2M
SEK-SWESTR Average 3M
SEK-SWESTR Average 6M
SEK-SWESTR Compounded Index
SEK-SWESTR-OIS Compound
New FROs added
MXN-TIIE ON
MXN-TIIE ON-OIS Compound
ZAR-ZARONIA
ZAR-ZARONIA-OIS Compound
Version: 3-7
Publication Date: 2023-07-28
Enhanced FpML Coding Scheme Catalog available:
ISDA has updated the enhanced coding-scheme catalog accordingly, to support the latest changes to the 2021 ISDA Definitions, including the metadata fields which provides additional information about each code in the scheme. In this catalog, only the floatingRateIndexScheme has been updated.
