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@minesh-s-patel minesh-s-patel released this 03 May 13:16
· 688 commits to master since this release
4.0.0-dev.39.1
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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

Review Directions

In the CDM Portal, select the Textual Browser and inspect the changes identified above.

The changes can be reviewed in PR: #2896

Assets 2