Publication of FpML Set of Coding Schemes – Catalog Version 1.121

A new set of FpML Coding Schemes - Catalog Version 1.121 - has been published on June 25, 2021.

This version includes the following changes compared to Catalog Version 1.120 published May 13, 2021:

The following coding schemes have been updated:

• dayCountFractionScheme
  • Updated annotations:
    • BUS/252: to map to a new “Calculation/252”, per 2021 ISDA Definitions, Section 4.6.1 Day Count Fractions, paragraph (v).
    • All other codes: include a reference to a specific paragraph per 2021 ISDA Definitions, Section 4.6.1 Day Count Fractions
  • added new value:
    • RBA: Per 2021 ISDA Definitions, Section 4.6.1 Day Count Fractions, paragraph (xi) or 2006 ISDA Definitions, Section 4.16. Day Count Fraction, paragraph (j)(k) or (l). RBA Bond Basis. The fact that the calculation mechanics are driven deterministically by the Calculation Period Frequency
    • Source: ISDA
    • Version changed from 2-2 to 2-3
    • Publication Date: 2021-06-25
• loanTypeScheme
  • location URI was corrected
  • No version or publication date has change

The following coding schemes have been created:

• dateAdjustmentTypeScheme
• loanCovenantObligationCategoryTypeScheme
• loanCovenantObligationMetricTypeScheme
• loanCovenantObligationTaskTypeScheme
• loanCovenantObligationTypeScheme
• metricAdjustmentTypeScheme
• financialMetricTypeScheme
• loanLegalActionApprovalStatusTypeScheme
• loanLegalActionStatusTypeScheme
• loanLegalActionTaskTypeScheme
• loanLegalActionTypeScheme
• ineligiblePartyReasonTypeScheme
• Source: FpML
• Version 0-1
• Status="working-draft"
• Publication Date: 2021-06-25

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