Publication of FpML Set of Coding Schemes – Catalog Version 1.118

A new set of FpML Coding Schemes - Catalog Version 1.118 - has been published on February 19, 2021.   This version includes the following changes compared to Catalog Version 1.117 published December 14:   The following coding scheme has been updated:

• floatingRateIndexScheme
  • USD-AMERIBOR - 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.
  • USD-AMERIBOR Average 30D - 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.
  • USD-AMERIBOR Average 90D - 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 2-31 to 2-32
  • Publication date: 2021-02-19

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