FpML Issues Tracker

969: Inclusion of a New Compounding Method

July 1, 2009

closed

Minor

Always

Schema

Admin

mgratacos

Summary

Based on ISDA changes to the compounding methods, a new 'SpreadExclusive' value should be added to the CompoundingMethodEnum.

Notes:

  • mgratacos

    07/17/09 7:02 am

    This new compounding value has been added to FpML 4.6 LCWD.

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