Murex

Stub period information

By Murex User Group ⋅ November 18, 2009 ⋅  Email This Post ⋅  Print This Post ⋅ Post a comment

Hi,

Ironically a similar requirement came up today for me. I suppose it will depend on your generator structures but I have been looking at our IRS trades

I have compared the first payment date with a “predicted first payment date” from a horizontal field based on the period calc. start, payment frequency/daycount and calendar. [...]