March 30, 2020

Publication of FpML Set of Coding Schemes – Catalog Version 1.114

A new set of FpML Coding Schemes - Catalog Version 1.114 - has been published on March 27, 2020.  

This version includes the following changes compared to Catalog Version 1.113 published February 4:  

The following coding schemes have been updated:  
  • floatingRateIndexScheme
    • Added new value: TRY-TLREF-OIS-COMPOUND - Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
    • Style: OIS
    • Source: ISDA
    • Version changed from 2-28 to 2-29
    • Publication date: 2020-03-27
  • businessCenterScheme and commodityBusinessCalendarScheme
    • Coding scheme definitions have been updated
    • No versions changed
The FpML Set of Coding Schemes can be found on the FpML website in the Specifications section at: Thank you, FpML Team