FpML Issues Tracker

1377: [FpML 6] inflationRateIndex wrong default scheme

March 13, 2025

new

Tweak

N/A

Architecture

XAPWG

jbaserba

None

Summary

Element inflationRateIndex is using scheme floatingRateIndexScheme by default rather than inflationIndexDescriptionScheme, which holds the actual inflation values. In 5.13 scheme override was used in inflation samples to avoid scheme validation errors, but the default scheme should be changed to inflationIndexDescriptionScheme in FpML 6.

Leave an update

You must be logged in to post an update.