Release Milestones
| Sep 2019 Release | Milestones | Status | Notification |
| Product Committee Approval | 16 Apr 2019 | Completed | |
| Draft Documentation Available | 17 Jun 2019 | Completed | 2019-06-17-notification |
| Final Documentation Available | 24 Jun 2019 | Completed | 2019-06-24-notification |
| UAT Release | 7 Jul 2019 | Completed | 2019-07-06-notification |
| Final Go/No-Go Decision | 18 Sep 2019 | Completed | 2019-09-18-notification |
| Production Release | 22 Sep 2019 | Completed | 2019-09-22-notification |
JSON and Documentation Links
| Product Templates | |
| Templates | Link |
| Documentation | Link |
| Other Documentation | Term of Contract FAQ Tenor Calculation Spec Replaces Tenor Calculator functionality document |
Change Details
| DSB ID | Title | Type | Github | Change Request |
| Add IR Term of Contract (Field 41) and Tenor Calculator Functionality | Change Notification | |||
| ISS-682 | RATES : Various : Update templates to include Field 41 attributes and integrate with the Tenor Calculator | New Functionality | #190 | Link |
| ISS-749 | XASST : Various : Update templates to include Field 41 attributes and integrate with the Tenor Calculator | New Functionality | #194 | |
| Add UK Base Rate | Change Notification | |||
| ISS-684 | RATES : Various : Add UK-Base-Rate to the list of valid Reference Rates | New enumeration | #199 | Link |
| Normalisation of DeliveryType and PriceMultiplier | Change Notification | |||
| ISS-656 | RATES : Inflation Basis : Set DeliveryType and PriceMultiplied to be optional input values | Validation | #192 | Link |
Affected Templates
| Asset Class | Template Request Name | Template Record Name |
| Rates | Request.Rates.Forward.FRA_Index.InstRefDataReporting.json Request.Rates.Option.CapFloor.InstRefDataReporting.json Request.Rates.Option.Non_Standard.InstRefDataReporting.json Request.Rates.Swap.Basis.InstRefDataReporting.json Request.Rates.Swap.Basis_OIS.InstRefDataReporting.json Request.Rates.Swap.Cross_Currency_Basis.InstRefDataReporting.json Request.Rates.Swap.Cross_Currency_Fixed_Fixed.InstRefDataReporting.json Request.Rates.Swap.Cross_Currency_Fixed_Float.InstRefDataReporting.json Request.Rates.Swap.Cross_Currency_Fixed_Float_NDS.InstRefDataReporting.json Request.Rates.Swap.Cross_Currency_Inflation_Swap.InstRefDataReporting.json Request.Rates.Swap.Cross_Currency_Zero_Coupon.InstRefDataReporting.json Request.Rates.Swap.Fixed_Fixed.InstRefDataReporting.json Request.Rates.Swap.Fixed_Float.InstRefDataReporting.json Request.Rates.Swap.Fixed_Float_OIS.InstRefDataReporting.json Request.Rates.Swap.Fixed_Float_Zero_Coupon.InstRefDataReporting.json Request.Rates.Swap.Inflation_Basis.InstRefDataReporting.json Request.Rates.Swap.Inflation_Basis_Zero_Coupon.InstRefDataReporting.json Request.Rates.Swap.Inflation_Fixed_Float_YoY.InstRefDataReporting.json Request.Rates.Swap.Inflation_Swap.InstRefDataReporting.json Request.Rates.Swap.Non_Standard.InstRefDataReporting.json | Rates.Forward.FRA_Index.InstRefDataReporting.V2.json Rates.Option.CapFloor.InstRefDataReporting.V2.json Rates.Option.Non_Standard.InstRefDataReporting.V2.json Rates.Swap.Basis.InstRefDataReporting.V2.json Rates.Swap.Basis_OIS.InstRefDataReporting.V2.json Rates.Swap.Cross_Currency_Basis.InstRefDataReporting.V2.json Rates.Swap.Cross_Currency_Fixed_Fixed.InstRefDataReporting.V2.json Rates.Swap.Cross_Currency_Fixed_Float.InstRefDataReporting.V2.json Rates.Swap.Cross_Currency_Fixed_Float_NDS.InstRefDataReporting.V2.json Rates.Swap.Cross_Currency_Inflation_Swap.InstRefDataReporting.V2.json Rates.Swap.Cross_Currency_Zero_Coupon.InstRefDataReporting.V2.json Rates.Swap.Fixed_Fixed.InstRefDataReporting.V2.json Rates.Swap.Fixed_Float.InstRefDataReporting.V2.json Rates.Swap.Fixed_Float_OIS.InstRefDataReporting.V2.json Rates.Swap.Fixed_Float_Zero_Coupon.InstRefDataReporting.V2.json Rates.Swap.Inflation_Basis.InstRefDataReporting.V2.json Rates.Swap.Inflation_Basis_Zero_Coupon.InstRefDataReporting.V2.json Rates.Swap.Inflation_Fixed_Float_YoY.InstRefDataReporting.V2.json Rates.Swap.Inflation_Swap.InstRefDataReporting.V2.json Rates.Swap.Non_Standard.InstRefDataReporting.V2.json |
| Other | Request.Other.Option.Non_Standard.InstRefDataReporting.json Request.Other.Other.Non_Standard.InstRefDataReporting.json Request.Other.Swap.Non_Standard.InstRefDataReporting.json | Other.Option.Non_Standard.InstRefDataReporting.V2.json Other.Other.Non_Standard.InstRefDataReporting.V2.json Other.Swap.Non_Standard.InstRefDataReporting.V2.json |
Action Required
- DSB users seeking to implement associated changes are requested to upgrade to the new templates and conduct sufficient testing to satisfy the implementation of the revised DSB templates – including testing and consumption of the end of day snapshot files
- DSB users are required to accommodate the new/changed DSB templates as early as possible during the UAT period.
- DSB users are required to accommodate the new/changed DSB templates into their Production environments.
- DSB users with the ability to create ISINs are requested to assist with the UAT of the DSB templates that they wish to use and to notify the DSB of any issues before the Final Go/No-Go Decision Date (see above).
- The DSB’s UAT environment will be unavailable between 12:00 AM UTC on the Saturday of the UAT Release weekend and 12:00 PM UTC on the Sunday of the UAT Release weekend to allow for the implementation.
