FpML Issues Tracker

1207: New coding scheme values required for floating-rate-index scheme per Supplement No. 25 to the 2006 ISDA Definitions

November 17, 2014

closed

Feature

N/A

Coding Scheme

ggurden2008

mgratacos

Summary

Supplement Number 25 to the 2006 ISDA Definitions, published on December 1, 2010, provides for the amendment of Section 7.1(z) (Taiwanese Dollar) and the addition of two new TWD Rate Options "TWD-TAIBIR01" and "TWD-TAIBIR02".

Please see http://www.isda.org/publications/pdf/Supplement-No-25-to-2006Defs.pdf for the full supplement.

Consequently two new values need to be added to the FpML floating-rate-index scheme:

Value: TWD-TAIBIR01

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-TAIBIR02

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

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