FpML Issues Tracker

1157: Floating Rate Index value required for AED EBOR

December 14, 2012

closed

Minor

Always

Coding Scheme

Admin

mgratacos

Summary

Supplement number 17 to the 2006 ISDA Definitions (published October 15, 2009) introduced the Floating Rate Option "AED-EBOR-Reuters".

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

Thanks, Harry

Notes:

  • mgratacos

    02/14/13 10:27 am

    This has been added to Subversion.

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