FpML Issues Tracker

Summary

Following publication of the 2006 ISDA Definitions the floating rate index coding scheme needs to be updated to include the new Rate Options defined within this publication. In the attached XML file I've merged the new codes in with the existing codes and updated the descriptions to reflect whether the code is defined in either the 2006 ISDA Definitions, the Annex to the 2000 ISDA Definitions or both. The order of the codes in the file reflects the order in which they appear in the 2006 ISDA Definitions.

The overall description of the floating rate index scheme file should also be changed to read "ISDA Rate Options as published by ISDA in either the 2006 ISDA Definitions or the Annex to the 2000 Definitions, Section 7.1. Rate Options"

Guy Gurden