Credit Index – tenor

[averildurkin]

Hi I am trying to establish if there is a field for tenor for credit Index. Our system requires this specific field and have not been able to locate on in the mappings, has anyone been able to find this? regards Averil

[mgratacos]

Hi Averil, I don’t think there is a notion of tenor for credit indices. All credit indices settle quarterly and that’s implicit in the definition of the index. In the indexReferenceInformation block you can include the series of the index (version), annex, etc. but no tenor. I guess that if you really need to capture the tenor, you’d need to extend the IndexReferenceInformation type. Best Regards, Marc

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