You signed in with another tab or window. Reload to refresh your session.You signed out in another tab or window. Reload to refresh your session.You switched accounts on another tab or window. Reload to refresh your session.Dismiss alert
ISDA has distributed the publication to advise of the inclusion of 4 new Floating Rate Options.
MXN-TIIE ON
MXN-TIIE ON-OIS Compound
ZAR-ZARONIA
ZAR-ZARONIA-OIS Compound
These 4 new Floating Rate Options were added to the FpML list, and the official names are confirmed as detailed in Change Details section of the CRF.
The DSB is obliged to ensure that the list of Reference Rates available as underlier for Rates and Other Asset Classes products in the DSB are kept in line with the FpML Scheme Definition: floatingRateIndexScheme and so it is necessary to add these new values to the enumerated list.
This update will impact all templates within the RATES and OTHER Asset Classes that include a Reference Rate as an Underlying.
The text was updated successfully, but these errors were encountered:
ISDA has distributed the publication to advise of the inclusion of 4 new Floating Rate Options.
MXN-TIIE ON
MXN-TIIE ON-OIS Compound
ZAR-ZARONIA
ZAR-ZARONIA-OIS Compound
These 4 new Floating Rate Options were added to the FpML list, and the official names are confirmed as detailed in Change Details section of the CRF.
The DSB is obliged to ensure that the list of Reference Rates available as underlier for Rates and Other Asset Classes products in the DSB are kept in line with the FpML Scheme Definition: floatingRateIndexScheme and so it is necessary to add these new values to the enumerated list.
This update will impact all templates within the RATES and OTHER Asset Classes that include a Reference Rate as an Underlying.
The text was updated successfully, but these errors were encountered: