2023 October Swaption templates underlier validations

Release Milestones

Release MilestonesStatusNotification
Final Documentation Available14 July 2023Complete 
UAT and UPI UAT Release9 August 2023Complete 
Final Go/No-Go Decision4 October 2023Complete 
UAT2 Release 1 *15 October 2023CompleteLink
Production Release 1 *15 October 2023CompleteLink
UAT2 Release 2 *4 November 2023 (TBC)Pending 
Production Release 2 *5 November 2023 (TBC)Pending 

* The release is split into two releases to align with the pre-population process. The pre-population process will pre-populate OTC ISINs with their parent UPI. 

Further details on the pre-population process is available here.

JSON and Documentation Links

Product TemplatesLinks
Templates

Link (updates will be available in UAT and UAT3 Github branches on 9 August)

(includes OTC ISIN and UPI JSON Schema)

Change Details

These changes will be applied to both the UPI UAT and the UAT environment on 9 August 2023.
 
DSB IDTitleTypeRelease 
DSB-2055

ISIN : Credit : Option : Single Name Swaption Underlier Validation

Template updates2Link
DSB-2064

ISIN : Credit : Option : Index Swaption Underlier Validation

Template updates2Link
DSB-2065

ISIN : Rates: Option : Swaption Underlier Validation

Template updates2Link
DSB-2066

ISIN : Commodities: Option : Swaption Underlier Validation

Template updates2Link
DSB-2175

Rates : Update to ISO Reference Rates (x6)

Enumeration updates (affects OTC ISIN and UPI templates)1 and 2Link

 

Affected Templates

Asset ClassTemplate Request NameTemplate Record Name
 Please click on the link in the Change Details table above for details.Please click on the link in the Change Details table above for details.

 

Action Required

 

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