2023 October Swaption templates underlier validations

Release Milestones

Release	Milestones	Status	Notification
Final Documentation Available	14 July 2023	Complete
UAT and UPI UAT Release	9 August 2023	Complete
Final Go/No-Go Decision	4 October 2023	Complete
UAT2 Release 1 *	15 October 2023	Complete	Link
Production Release 1 *	15 October 2023	Complete	Link
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 Templates

Links

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 ID	Title	Type	Release
DSB-2055	ISIN : Credit : Option : Single Name Swaption Underlier Validation	Template updates	2	Link
DSB-2064	ISIN : Credit : Option : Index Swaption Underlier Validation	Template updates	2	Link
DSB-2065	ISIN : Rates: Option : Swaption Underlier Validation	Template updates	2	Link
DSB-2066	ISIN : Commodities: Option : Swaption Underlier Validation	Template updates	2	Link
DSB-2175	Rates : Update to ISO Reference Rates (x6)	Enumeration updates (affects OTC ISIN and UPI templates)	1 and 2	Link

Affected Templates

Asset Class	Template Request Name	Template 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.