FpML Issues Tracker

1163: Typo in documentation for FraDiscountingEnum enumeration value “ISDAYield”

February 8, 2013

closed

Tweak

Always

Interest Rate Derivatives

Admin

h_mcallister

Summary

Enumeration value "ISDAYield" was introduced at FpML-5-2. The annotation for this value reads:

Per ISDA 2000 Definitions, Section 8.4. Discounting, paragraph (e)

Of course, this should be: "Per ISDA 200*6* Definitions ..."

Notes:

  • mgratacos

    02/13/13 9:35 am

    This has been corrected in Subversion. It will be published in version 5.5 Last Call Working Draft.

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