Reply To: Fixing from Superindex (using Fixing Index Mapping)

Phil Walsh

Before looking into this further, I was of the opinion that mapping the fixing from a Super-index to a Standard index, was not supported. I created some quick test cases and in no case could I get the mapped index to be picked up in the fixing process. As such, I was surprised that you could get the mapped index to be picked up at all, and particularly when processing the fixing from within the trade itself.

What I would have expected to be more likely to work is if you map to another Super-index with the same underlying configuration. However I was also not able to get this to work (v12). As such, I would suggest also confirming in your environment whether you can get the mapping to another super-index to work and – if not – logging a support ticket to confirm whether any case of fixing mapping involving a super-index is officially supported in your version.

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