FpML Issues Tracker

1138: New “CNY-SHIBOR-Reuters” floating rate index coding scheme value required

September 14, 2012

closed

Minor

Always

Coding Scheme

ggurden2008

mgratacos

Summary

Supplement number 30 to the 2006 ISDA Definitions (published February 27, 2012) (see http://www.isda.org/cgi-bin/_isdadocsdownload/download.asp?DownloadID=600) introduced the new floating rate option of "CNY-SHIBOR-Reuters".

This new code needs to be added to the floating rate index coding scheme.

Thanks Guy

Notes:

  • ggurden2008

    09/14/12 8:15 pm

    The description for the new code can be:

    “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.”

  • mgratacos

    02/14/13 10:28 am

    This has been added to the Subversion repository.

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