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July 23, 2021
Publication of FpML Set of Coding Schemes – Catalog Version 1.123
A new set of FpML Coding Schemes - Catalog Version 1.123 - has been published on July 22, 2021.
This version includes the following changes compared to Catalog Version 1.121 published July 06, 2021.
The following schemes have been updated:
floatingRateIndexScheme
Added new value:
IDR-Semi Annual Swap Rate–Non-deliverable–16:00–Tullett Prebon - 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. (This legacy code is added for fullness of the FpML coding scheme information.)
MXN-TIIE-Reference Banks - 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. (This legacy code is added for fullness of the FpML coding scheme information.)
Deprecated usage:
NOK-NIBOR-NIBR-Reference Banks. Rationale: it was added to FpML in error, NOK-NIBOR-Reference Banks should be used instead
MXN-TIIE-Banxico-Reference Banks. Rationale: it was added to FpML in error, MXN-TIIE-Reference Banks should be used instead.
Source: ISDA
Version changed from 2-35 to 2-36
Publication Date: 2021-07-22
informationProviderScheme
Added new value:
TOKYOSWAP - The Tokyo Swap Reference Rate (or TSR) Administrator, which means Refinitiv Asia Pacific Limited, or any successor thereto, as administrator of the TSR.
Source: FpML
Version changed from 2-2 to 2-3
Publication Date: 2021-07-22
The FpML Set of Coding Schemes can be found on the FpML website in the Specifications section at:
