1237: New code value for UK-HICP needed for InflationIndexSourceScheme
A new coding value is needed in the ‘inflation-index-source’ scheme to support the index GBP – Harmonised-Non-revised Consumer Price Index (HICP)”. The code “UK-HICP” has already been added to the “inflation-index-description” scheme. Annex A to the 2008 ISDA Inflation Derivatives Definitions included a new index for GBP currency as “GBP – Harmonised-Non-revised Consumer Price Index … Continued