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Back ported MXN_TIIE_ON_OIS_Compound and ZAR_ZARONIA_OIS_Compound enums #2896

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merged 6 commits into from
May 3, 2024

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minesh-s-patel
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@minesh-s-patel minesh-s-patel requested a review from a team as a code owner May 1, 2024 15:03
@minesh-s-patel
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Release notes:

Floating Rate Index Reference Data model

Background

  • Special release back porting two 2021 ISDA Interest Rate Derivatives Definitions.

What is being released?

Updated FloatingRateIndexEnum type with:

  • MXN_TIIE_ON_OIS_Compound
  • ZAR_ZARONIA_OIS_Compound

@ben-aubry
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@minesh-s-patel - this change looks good to me

Cc: @ankitkulkarni1

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@lolabeis lolabeis left a comment

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Approved only as a patch for a branch of 4.x.x-dev.39.

This addition was already approved in a later release: 5.x.x-dev-10

@minesh-s-patel minesh-s-patel merged commit e884de4 into finos:4.0.0-dev.39.x May 3, 2024
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4 participants