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Add INR-OMIBOR overnight index #1619

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merged 1 commit into from Nov 27, 2017

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jodastephen commented Nov 27, 2017

Index referred to as 'Ovenight MIBOR' in definition
MIBOR name also used for 2W, 1M and 3M, referred to as 'polled term MIBOR'
Strata name is 'OMIBOR' as need unique names for Overnight & Ibor
Published at 10:45
See FIMMDA docs and CME docs

Add INR-OMIBOR overnight index
Index referred to as 'Ovenight MIBOR' in definition
MIBOR name also used for 2W, 1M and 3M, referred to as 'polled term MIBOR'
Strata name is 'OMIBOR' as need unique names for Overnight & Ibor
Published at 10:45

http://www.fimmda.org/modules/securitiesApproval/securitiesApproval.aspx?op=mibor
@marc-henrard
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marc-henrard left a comment

Good for me.

@marc-henrard marc-henrard merged commit 25c8745 into master Nov 27, 2017

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security/snyk No new issues
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security/snyk - modules/basics/pom.xml No new issues
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security/snyk - modules/calc/pom.xml No new issues
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security/snyk - modules/collect/pom.xml No new issues
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security/snyk - modules/data/pom.xml No new issues
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security/snyk - modules/loader/pom.xml No new issues
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security/snyk - modules/market/pom.xml No new issues
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security/snyk - modules/math/pom.xml No new issues
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security/snyk - modules/measure/pom.xml No new issues
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security/snyk - modules/pom.xml No new issues
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security/snyk - modules/pricer/pom.xml No new issues
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security/snyk - modules/product/pom.xml No new issues
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security/snyk - modules/report/pom.xml No new issues
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@marc-henrard marc-henrard deleted the topic/inr-index branch Nov 27, 2017

@jodastephen jodastephen added this to the v1.6 milestone Nov 27, 2017

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