FpML Issues Tracker

Summary

Were looking to use the inflation scheme definitions (the ones published in http://www.fpml.org/coding-scheme/inflation-index-description-1-0.xml).

We were reconciling these against the index descriptions defined in Section 1.12 of the 2006 ISDA Inflation Derivatives Definitions (see http://www.isda.org/cgi-bin/_isdadocsdownload/download.asp?DownloadID=158) and noticed some anomalies that wed like to get corrected:

1. EUR-EXT-CPI The description (EUR Excluding Tobacco-Non-revised Consumer Price) is missing the word Index to match the definitions.

2. DEU-SB. This entry in the scheme appears erroneous. The correct code should probably be DEM-CPI with a description of DEM Non-revised Consumer Price Index (CPI). to match the definitions.

3. ITL-WC-EXT-CPI. This entry appears twice. The second occurrence should probably be ITL-BC-INT-CPI with description ITL Inflation for Blue Collar Workers and Employees-Including Tobacco Consumer Price Index.

4. ZAR-CPIX. In the description there should be a space before (CPIX).

Regards

Guy