diff --git a/UAT/OTC-Products/codesets/FpmlRatesReferenceAndInflationRate.json b/UAT/OTC-Products/codesets/FpmlRatesReferenceAndInflationRate.json index 6894a57..d543f62 100644 --- a/UAT/OTC-Products/codesets/FpmlRatesReferenceAndInflationRate.json +++ b/UAT/OTC-Products/codesets/FpmlRatesReferenceAndInflationRate.json @@ -1,7 +1,7 @@ { "$schema": "http://json-schema.org/draft-04/schema#", "copyright": "Copyright © 2020 The Derivatives Service Bureau (DSB) Limited. All Rights Reserved.", - "LastModifyDateTime": "2023-11-10T03:54:55", + "LastModifyDateTime": "2024-06-10T03:46:34", "title": "FpmlRatesReferenceAndInflationRate", "type": "string", "description": "FpML Reference Rate and Inflation Rate", @@ -49,6 +49,7 @@ "CAD-CDOR", "CAD-CORRA", "CAD-CORRA CanDeal TMX Term", + "CAD-CORRA Compounded Index", "CAD-CORRA-OIS Compound", "CAD-CORRA-OIS-COMPOUND", "CAD-CPI", @@ -209,6 +210,7 @@ "EUR-EuroSTR Average 3M", "EUR-EuroSTR Average 6M", "EUR-EuroSTR Compounded Index", + "EUR-EuroSTR FTSE Term", "EUR-EuroSTR ICE Compounded Index", "EUR-EuroSTR ICE Compounded Index 0 Floor", "EUR-EuroSTR ICE Compounded Index 0 Floor 2D Lag", @@ -262,6 +264,7 @@ "GBP-Semi-Annual Swap Rate-SwapMarker26", "GBP-SONIA", "GBP-SONIA Compounded Index", + "GBP-SONIA FTSE Term", "GBP-SONIA ICE Compounded Index", "GBP-SONIA ICE Compounded Index 0 Floor", "GBP-SONIA ICE Compounded Index 0 Floor 2D Lag", @@ -697,6 +700,7 @@ "USD-SOFR ICE Swap Rate", "USD-SOFR ICE Term", "USD-SOFR-OIS Compound", + "USD-TBILL Auction High Rate", "USD-TBILL Secondary Market-Bond Equivalent Yield", "USD-TBILL-H.15", "USD-TBILL-H.15-Bloomberg", @@ -771,6 +775,7 @@ "CAD-CDOR": "CAD-CDOR", "CAD-CORRA": "CAD-CORRA", "CAD-CORRA CanDeal TMX Term": "CAD-CORRA CanDeal TMX Term", + "CAD-CORRA Compounded Index": "CAD-CORRA Compounded Index", "CAD-CORRA-OIS Compound": "CAD-CORRA-OIS Compound", "CAD-CORRA-OIS-COMPOUND": "CAD-CORRA-OIS-COMPOUND", "CAD-CPI": "CAD-CPI", @@ -931,6 +936,7 @@ "EUR-EuroSTR Average 3M": "EUR-EuroSTR Average 3M", "EUR-EuroSTR Average 6M": "EUR-EuroSTR Average 6M", "EUR-EuroSTR Compounded Index": "EUR-EuroSTR Compounded Index", + "EUR-EuroSTR FTSE Term": "EUR-EuroSTR FTSE Term", "EUR-EuroSTR ICE Compounded Index": "EUR-EuroSTR ICE Compounded Index", "EUR-EuroSTR ICE Compounded Index 0 Floor": "EUR-EuroSTR ICE Compounded Index 0 Floor", "EUR-EuroSTR ICE Compounded Index 0 Floor 2D Lag": "EUR-EuroSTR ICE Compounded Index 0 Floor 2D Lag", @@ -984,6 +990,7 @@ "GBP-Semi-Annual Swap Rate-SwapMarker26": "GBP-Semi-Annual Swap Rate-SwapMarker26", "GBP-SONIA": "GBP-SONIA", "GBP-SONIA Compounded Index": "GBP-SONIA Compounded Index", + "GBP-SONIA FTSE Term": "GBP-SONIA FTSE Term", "GBP-SONIA ICE Compounded Index": "GBP-SONIA ICE Compounded Index", "GBP-SONIA ICE Compounded Index 0 Floor": "GBP-SONIA ICE Compounded Index 0 Floor", "GBP-SONIA ICE Compounded Index 0 Floor 2D Lag": "GBP-SONIA ICE Compounded Index 0 Floor 2D Lag", @@ -1419,6 +1426,7 @@ "USD-SOFR ICE Swap Rate": "USD-SOFR ICE Swap Rate", "USD-SOFR ICE Term": "USD-SOFR ICE Term", "USD-SOFR-OIS Compound": "USD-SOFR-OIS Compound", + "USD-TBILL Auction High Rate": "USD-TBILL Auction High Rate", "USD-TBILL Secondary Market-Bond Equivalent Yield": "USD-TBILL Secondary Market-Bond Equivalent Yield", "USD-TBILL-H.15": "USD-TBILL-H.15", "USD-TBILL-H.15-Bloomberg": "USD-TBILL-H.15-Bloomberg", @@ -1494,6 +1502,7 @@ "CAD-CDOR (2021)", "CAD-CORRA (2006, 2021)", "CAD-CORRA CanDeal TMX Term (2021)", + "CAD-CORRA Compounded Index (2021)", "CAD-CORRA-OIS Compound (2021)", "CAD-CORRA-OIS-COMPOUND (2006)", "CAD-CPI", @@ -1654,6 +1663,7 @@ "EUR-EuroSTR Average 3M (2006, 2021)", "EUR-EuroSTR Average 6M (2006, 2021)", "EUR-EuroSTR Compounded Index (2006, 2021)", + "EUR-EuroSTR FTSE Term (2021)", "EUR-EuroSTR ICE Compounded Index (2006, 2021)", "EUR-EuroSTR ICE Compounded Index 0 Floor (2006, 2021)", "EUR-EuroSTR ICE Compounded Index 0 Floor 2D Lag (2006, 2021)", @@ -1707,6 +1717,7 @@ "GBP-Semi-Annual Swap Rate-SwapMarker26 (2006)", "GBP-SONIA (2006, 2021)", "GBP-SONIA Compounded Index (2006, 2021)", + "GBP-SONIA FTSE Term (2006, 2021)", "GBP-SONIA ICE Compounded Index (2006, 2021)", "GBP-SONIA ICE Compounded Index 0 Floor (2006, 2021)", "GBP-SONIA ICE Compounded Index 0 Floor 2D Lag (2006, 2021)", @@ -2142,6 +2153,7 @@ "USD-SOFR ICE Swap Rate (2006, 2021)", "USD-SOFR ICE Term (2021)", "USD-SOFR-OIS Compound (2021)", + "USD-TBILL Auction High Rate (2021)", "USD-TBILL Secondary Market-Bond Equivalent Yield (2021)", "USD-TBILL-H.15 (2006)", "USD-TBILL-H.15-Bloomberg (2006)", diff --git a/UAT/OTC-Products/codesets/FpmlRatesReferenceRate.json b/UAT/OTC-Products/codesets/FpmlRatesReferenceRate.json index b7c75ba..078d04b 100644 --- a/UAT/OTC-Products/codesets/FpmlRatesReferenceRate.json +++ b/UAT/OTC-Products/codesets/FpmlRatesReferenceRate.json @@ -1,7 +1,7 @@ { "$schema": "http://json-schema.org/draft-04/schema#", "copyright": "Copyright © 2020 The Derivatives Service Bureau (DSB) Limited. All Rights Reserved.", - "LastModifyDateTime": "2023-11-10T03:54:55", + "LastModifyDateTime": "2024-06-10T03:46:34", "title": "FpmlRatesReferenceRate", "type": "string", "description": "FpML Reference Rate", @@ -41,6 +41,7 @@ "CAD-CDOR", "CAD-CORRA", "CAD-CORRA CanDeal TMX Term", + "CAD-CORRA Compounded Index", "CAD-CORRA-OIS Compound", "CAD-CORRA-OIS-COMPOUND", "CAD-ISDA-Swap Rate", @@ -186,6 +187,7 @@ "EUR-EuroSTR Average 3M", "EUR-EuroSTR Average 6M", "EUR-EuroSTR Compounded Index", + "EUR-EuroSTR FTSE Term", "EUR-EuroSTR ICE Compounded Index", "EUR-EuroSTR ICE Compounded Index 0 Floor", "EUR-EuroSTR ICE Compounded Index 0 Floor 2D Lag", @@ -233,6 +235,7 @@ "GBP-Semi-Annual Swap Rate-SwapMarker26", "GBP-SONIA", "GBP-SONIA Compounded Index", + "GBP-SONIA FTSE Term", "GBP-SONIA ICE Compounded Index", "GBP-SONIA ICE Compounded Index 0 Floor", "GBP-SONIA ICE Compounded Index 0 Floor 2D Lag", @@ -626,6 +629,7 @@ "USD-SOFR ICE Swap Rate", "USD-SOFR ICE Term", "USD-SOFR-OIS Compound", + "USD-TBILL Auction High Rate", "USD-TBILL Secondary Market-Bond Equivalent Yield", "USD-TBILL-H.15", "USD-TBILL-H.15-Bloomberg", @@ -690,6 +694,7 @@ "CAD-CDOR": "CAD-CDOR", "CAD-CORRA": "CAD-CORRA", "CAD-CORRA CanDeal TMX Term": "CAD-CORRA CanDeal TMX Term", + "CAD-CORRA Compounded Index": "CAD-CORRA Compounded Index", "CAD-CORRA-OIS Compound": "CAD-CORRA-OIS Compound", "CAD-CORRA-OIS-COMPOUND": "CAD-CORRA-OIS-COMPOUND", "CAD-ISDA-Swap Rate": "CAD-ISDA-Swap Rate", @@ -835,6 +840,7 @@ "EUR-EuroSTR Average 3M": "EUR-EuroSTR Average 3M", "EUR-EuroSTR Average 6M": "EUR-EuroSTR Average 6M", "EUR-EuroSTR Compounded Index": "EUR-EuroSTR Compounded Index", + "EUR-EuroSTR FTSE Term": "EUR-EuroSTR FTSE Term", "EUR-EuroSTR ICE Compounded Index": "EUR-EuroSTR ICE Compounded Index", "EUR-EuroSTR ICE Compounded Index 0 Floor": "EUR-EuroSTR ICE Compounded Index 0 Floor", "EUR-EuroSTR ICE Compounded Index 0 Floor 2D Lag": "EUR-EuroSTR ICE Compounded Index 0 Floor 2D Lag", @@ -882,6 +888,7 @@ "GBP-Semi-Annual Swap Rate-SwapMarker26": "GBP-Semi-Annual Swap Rate-SwapMarker26", "GBP-SONIA": "GBP-SONIA", "GBP-SONIA Compounded Index": "GBP-SONIA Compounded Index", + "GBP-SONIA FTSE Term": "GBP-SONIA FTSE Term", "GBP-SONIA ICE Compounded Index": "GBP-SONIA ICE Compounded Index", "GBP-SONIA ICE Compounded Index 0 Floor": "GBP-SONIA ICE Compounded Index 0 Floor", "GBP-SONIA ICE Compounded Index 0 Floor 2D Lag": "GBP-SONIA ICE Compounded Index 0 Floor 2D Lag", @@ -1275,6 +1282,7 @@ "USD-SOFR ICE Swap Rate": "USD-SOFR ICE Swap Rate", "USD-SOFR ICE Term": "USD-SOFR ICE Term", "USD-SOFR-OIS Compound": "USD-SOFR-OIS Compound", + "USD-TBILL Auction High Rate": "USD-TBILL Auction High Rate", "USD-TBILL Secondary Market-Bond Equivalent Yield": "USD-TBILL Secondary Market-Bond Equivalent Yield", "USD-TBILL-H.15": "USD-TBILL-H.15", "USD-TBILL-H.15-Bloomberg": "USD-TBILL-H.15-Bloomberg", @@ -1340,6 +1348,7 @@ "CAD-CDOR (2021)", "CAD-CORRA (2006, 2021)", "CAD-CORRA CanDeal TMX Term (2021)", + "CAD-CORRA Compounded Index (2021)", "CAD-CORRA-OIS Compound (2021)", "CAD-CORRA-OIS-COMPOUND (2006)", "CAD-ISDA-Swap Rate (2006)", @@ -1485,6 +1494,7 @@ "EUR-EuroSTR Average 3M (2006, 2021)", "EUR-EuroSTR Average 6M (2006, 2021)", "EUR-EuroSTR Compounded Index (2006, 2021)", + "EUR-EuroSTR FTSE Term (2021)", "EUR-EuroSTR ICE Compounded Index (2006, 2021)", "EUR-EuroSTR ICE Compounded Index 0 Floor (2006, 2021)", "EUR-EuroSTR ICE Compounded Index 0 Floor 2D Lag (2006, 2021)", @@ -1532,6 +1542,7 @@ "GBP-Semi-Annual Swap Rate-SwapMarker26 (2006)", "GBP-SONIA (2006, 2021)", "GBP-SONIA Compounded Index (2006, 2021)", + "GBP-SONIA FTSE Term (2006, 2021)", "GBP-SONIA ICE Compounded Index (2006, 2021)", "GBP-SONIA ICE Compounded Index 0 Floor (2006, 2021)", "GBP-SONIA ICE Compounded Index 0 Floor 2D Lag (2006, 2021)", @@ -1925,6 +1936,7 @@ "USD-SOFR ICE Swap Rate (2006, 2021)", "USD-SOFR ICE Term (2021)", "USD-SOFR-OIS Compound (2021)", + "USD-TBILL Auction High Rate (2021)", "USD-TBILL Secondary Market-Bond Equivalent Yield (2021)", "USD-TBILL-H.15 (2006)", "USD-TBILL-H.15-Bloomberg (2006)", diff --git a/UAT/OTC-Products/codesets/ISORatesReferenceAndInflationRate.json b/UAT/OTC-Products/codesets/ISORatesReferenceAndInflationRate.json index b4f572a..6763545 100644 --- a/UAT/OTC-Products/codesets/ISORatesReferenceAndInflationRate.json +++ b/UAT/OTC-Products/codesets/ISORatesReferenceAndInflationRate.json @@ -1,7 +1,7 @@ { "$schema": "http://json-schema.org/draft-04/schema#", "copyright": "Copyright © 2020 The Derivatives Service Bureau (DSB) Limited. All Rights Reserved.", - "LastModifyDateTime": "2023-11-10T03:54:55", + "LastModifyDateTime": "2024-06-10T03:46:34", "title": "ISORatesReferenceAndInflationRate", "type": "string", "description": "ISO 20022 Reference Rate and Inflation Rate", @@ -308,6 +308,7 @@ "TAIBOR-Bloomberg", "TAIBOR-Reuters", "TAM-CDC", + "TBILL Auction High Rate", "TBILL-H.15-Bloomberg", "TBILL-H.15", "TBILL-ISDD", @@ -695,6 +696,7 @@ "TAIBOR-Bloomberg": "TAIBOR-Bloomberg", "TAIBOR-Reuters": "TAIBOR-Reuters", "TAM-CDC": "TAM-CDC", + "TBILL Auction High Rate": "TBILL Auction High Rate", "TBILL-H.15-Bloomberg": "TBILL-H.15-Bloomberg", "TBILL-H.15": "TBILL-H.15", "TBILL-ISDD": "TBILL-ISDD", diff --git a/UAT/OTC-Products/codesets/ISORatesReferenceRate.json b/UAT/OTC-Products/codesets/ISORatesReferenceRate.json index eb68973..f867b6f 100644 --- a/UAT/OTC-Products/codesets/ISORatesReferenceRate.json +++ b/UAT/OTC-Products/codesets/ISORatesReferenceRate.json @@ -1,7 +1,7 @@ { "$schema": "http://json-schema.org/draft-04/schema#", "copyright": "Copyright © 2020 The Derivatives Service Bureau (DSB) Limited. All Rights Reserved.", - "LastModifyDateTime": "2023-11-10T03:54:55", + "LastModifyDateTime": "2024-06-10T03:46:34", "title": "ISORatesReferenceRate", "type": "string", "description": "ISO 20022 Reference Rate", @@ -262,6 +262,7 @@ "TAIBOR-Bloomberg", "TAIBOR-Reuters", "TAM-CDC", + "TBILL Auction High Rate", "TBILL-H.15-Bloomberg", "TBILL-H.15", "TBILL-ISDD", @@ -597,6 +598,7 @@ "TAIBOR-Bloomberg": "TAIBOR-Bloomberg", "TAIBOR-Reuters": "TAIBOR-Reuters", "TAM-CDC": "TAM-CDC", + "TBILL Auction High Rate": "TBILL Auction High Rate", "TBILL-H.15-Bloomberg": "TBILL-H.15-Bloomberg", "TBILL-H.15": "TBILL-H.15", "TBILL-ISDD": "TBILL-ISDD",