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Hi,
I’d like to request that the COP-IBR-OIS-COMPOUND index be added as part of the next update to the float rate index coding scheme. There was an ISDA supplement published in 2012 for this particular index; however it does not look like the FpML coding scheme has been updated for it yet.
Thanks
COP-IBR-OIS-COMPOUND has been added to floating rate index scheme version 2.16, issued with version 1.78 of the FpML Coding Schemes published 02 August 2016.
