FpML Issues Tracker

1056: Add CNY-CNREPOFIX=CFXS-Reuters to the floating-rate-index coding scheme

May 26, 2011

closed

Minor

Always

Interest Rate Derivatives

Admin

h_mcallister

Summary

On behalf of andyjm on the FpML Forum(http://www.fpml.org/dev/modules/newbbex/viewtopic.php?forum=2&post_id=325&topic_id=143#forumpost325):

Float Rate Index I would like to propose that CNY-CNREPOFIX=CFXS-Reuters be added as float rate index in the next update. The index is noted as supplement #21 to the 2006 ISDA defintions. Thanks.

Notes:

  • iyermakova

    06/17/11 7:00 pm

    The value has been published on 2011-06-10, see – http://www.fpml.org/coding-scheme/floating-rate-index

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