June 8, 2020
Publication of FpML Set of Coding Schemes – Catalog Version 1.115
A new set of FpML Coding Schemes - Catalog Version 1.115 - has been published on June 8, 2020.This version includes the following changes compared to Catalog Version 1.114 published March 27:
The following coding schemes have been updated:
- floatingRateIndexScheme
- Added new value: THB-THOR-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 2-29 to 2-30
- Publication date: 2020-06-08
- interpolationMethodScheme
- Added new value: Linear - Linear Interpolation applicable
- Source: FpML
- Deprecated value: LinearZeroYield - value has been deprecated in favor "Linear" as per ISDA 2006 Definitions.
- Version changed from 1-1 to 1-2
- Publication date: 2020-06-08