Project Description

Asset Class: Rates
Instrument Type: Swap
Product: Inflation Basis Swap
Underlier 1: Index
Underlier 2: Index
Product Description/Use Case: Inflation swap containing the CPI Index in leg 1 and CPI or Floating Rate in leg 2
Specific functionality or attribute not catered for in current definitions: Require CPI Index enumerations ONLY in leg 1 and a combination of CPI & Floating rate index enumerations in leg 2
Volume Traded Per Week: 10
Standard Market Instrument?: Yes
ToTV?: Yes
uTOTV?: No

Project Progress

Project Timing

  • Start
    Jan 30 2018
  • End
    Jun 17 2018

01/30/2018 06/17/2018

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Overall Project Completion

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1. Submission received Complete 100%

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2. Approved by PC for Development Complete 100%

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3. Design and development Complete 100%

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4. Quality assurance Complete 100%

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5. UAT release Complete 100%

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6. UAT testing Complete 100%

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7. Production release Complete 100%

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