Add MYR-KLIBOR to floating rate and index data #2441
Merged
Add this suggestion to a batch that can be applied as a single commit.
This suggestion is invalid because no changes were made to the code.
Suggestions cannot be applied while the pull request is closed.
Suggestions cannot be applied while viewing a subset of changes.
Only one suggestion per line can be applied in a batch.
Add this suggestion to a batch that can be applied as a single commit.
Applying suggestions on deleted lines is not supported.
You must change the existing code in this line in order to create a valid suggestion.
Outdated suggestions cannot be applied.
This suggestion has been applied or marked resolved.
Suggestions cannot be applied from pending reviews.
Suggestions cannot be applied on multi-line comments.
Suggestions cannot be applied while the pull request is queued to merge.
Suggestion cannot be applied right now. Please check back later.
Added MYR-KLIBOR data included names used in FpML documentation.
Sources for fixing data can be found here:
http://webcache.googleusercontent.com/search?q=cache:j4LlMPWjg9AJ:iimm.bnm.gov.my/view.php%3Fid%3D39%26dbIndex%3D0%26website_id%3D14%26ex%3D...+&cd=1&hl=en&ct=clnk&gl=uk (could only get cached version to work but from Malaysia's national bank website)
https://www.bnm.gov.my/documents/20124/938039/PD_KLIBOR_Rate_Setting.pdf