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A new set of FpML Coding Schemes - Catalog Version 1.117 - has been published on December 14, 2020.
This version includes the following changes compared to Catalog Version 1.116 published June 15:
The following coding schemes have been updated:
- floatingRateIndexScheme
- Added new value: GBP-SONIA Swap Rate - Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction
- Source: ISDA
- Version changed from 2-30 to 2-31
- Publication date: 2020-12-14
- informationProviderScheme
- Added new values:
- ICESWAP - ICESWAP Rate Administrator which means ICE Benchmark Administration, or any successor thereto, as administrator of the ICE Swap Rate.
- Refinitiv - Refinitiv, formerly Thomson Reuters Financial & Risk.
- Source: FpML
- Version changed from 2-1 to 2-2
- Publication date: 2020-12-14
The following new coding scheme have been added:
- categoryScheme
- Added new values:
- Anonymous - The counterparty to the trade is not being disclosed.
- Disclosed - The counterparty to the trade is being disclosed.
- Source: FpML
- Version 1.0
- Publication date: 2020-12-14
The FpML Set of Coding Schemes can be found on the FpML website in the Specifications section at: http://www.fpml.org/spec/coding-scheme/index.html
Thank you,
FpML Team |
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