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General FpML Discussion Proposals & Extensions Minor Request – COP Index

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  • #6994
    andyjm
    Spectator

    Hi,
    I’d like to request that the COP-IBR-OIS-COMPOUND index be added as part of the next update to the float rate index coding scheme. There was an ISDA supplement published in 2012 for this particular index; however it does not look like the FpML coding scheme has been updated for it yet.
    Thanks

    #7438
    h_mcallister
    Spectator

    Hi andyjm,

    COP-IBR-OIS-COMPOUND has been added to floating rate index scheme version 2.16, issued with version 1.78 of the FpML Coding Schemes published 02 August 2016.

    Best regards,
    Harry

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