Release Milestones

SORA Release Milestones Status Notification
Product Committee Approval 28 Jan 2020 Completed
Draft Documentation Available 3 Feb 2020 Completed Notification-2020-02-04
Final Documentation Available 3 Feb 2020 Completed
Final Go/No-Go Decision 6 Feb 2020 Completed Notification-2020-02-07
UAT Release 9 Feb 2020 Completed Notification-2020-02-08
Production Release 9 Feb 2020 Completed Notification-2020-02-09

JSON and Documentation Links

Product Templates
Templates Link
Documentation Annex 7 Indices

Change Details

DSB ID Title Type Github Change Request
Add SORA
DSB-206 Add SORA to the list of valid Reference Rates Enumeration Link Link

Affected Templates

Asset Class Template Request Name Template Record Name
Rates
  • Rates.Swap.Cross_Currency_Fixed_Float
  • Rates.Swap.Cross_Currency_Fixed_Float_NDS
  • Rates.Swap.Cross_Currency_Zero_Coupon
  • Rates.Swap.Fixed_Float
  • Rates.Swap.Fixed_Float_OIS
  • Rates.Swap.Fixed_Float_Zero_Coupon
  • Rates.Option.Non_Standard
  • Rates.Forward.FRA_Index
  • Rates.Option.CapFloor
  • Rates.Swap.Basis
  • Rates.Swap.Basis_OIS
  • Rates.Swap.Cross_Currency_Basis
  • Rates.Swap.Inflation_Basis
  • Rates.Swap.Non_Standard
Other
  • Other.Swap.Non_Standard
  • Other.Option.Non_Standard
  • Other.Other.Non_Standard

Action Required

  • DSB users seeking to implement associated changes are requested to upgrade to the new templates
  • DSB users are required to accommodate the new/changed DSB templates into their Production environment