1252: GBP SONIA floating rate option code on OIS trades
With the upcoming change to the GBP SONIA rates, I wondered if the floating rate option code would change on GBP OIS trades. The current option code is GBP-WMBA-SONIA-COMPOUND. I suspect the WMBA part will be dropped, but have not seen anything public confirming this. Will the coding schemes be updated? http://www.fpml.org/coding-scheme/floating-rate-index-2-0.xml Gary