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General FpML Discussion Proposals & Extensions Minor Request – COP Index

This topic contains 1 reply, has 2 voices, and was last updated by  h_mcallister 4 years, 3 months ago.

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    Posts
  • #6994

    andyjm
    Participant

    Hi,
    I’d like to request that the COP-IBR-OIS-COMPOUND index be added as part of the next update to the float rate index coding scheme. There was an ISDA supplement published in 2012 for this particular index; however it does not look like the FpML coding scheme has been updated for it yet.
    Thanks

    #7438

    h_mcallister
    Participant

    Hi andyjm,

    COP-IBR-OIS-COMPOUND has been added to floating rate index scheme version 2.16, issued with version 1.78 of the FpML Coding Schemes published 02 August 2016.

    Best regards,
    Harry

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