FpML Issues Tracker

1377: [FpML 6] inflationRateIndex wrong default scheme

March 13, 2025

confirmed

Tweak

Always

Architecture

FpML 6 (Build 1)

XAPWG

jbaserba

None

Summary

Element inflationRateIndex is using scheme floatingRateIndexScheme by default rather than inflationIndexDescriptionScheme, which holds the actual inflation values. In 5.13 scheme override was used in inflation samples to avoid scheme validation errors, but the default scheme should be changed to inflationIndexDescriptionScheme in FpML 6.

Notes:

  • mgratacos

    03/19/26 2:30 am

    It is a backward incompatible change. As the description states, it should be fixed in version 6.0.

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