983: BRL-CDI code needs to be added in the floating rate index scheme
In order to fully support Brazilian Non-deliverable IR Swaps, the ‘BRL-CDI’ code needs to be added to the FpML floating rate index scheme http://www.fpml.org/coding-scheme/floating-rate-index-2-0.xml Value: BRL-CDI Description: refers to the Overnight Brazilian Interbank Deposit Rate Annualized known as the average (Media) of the DI-OVER-EXTRA Grupo as published by CETIP (Cmara de Custdia e Liquidao).