Murex

Stub period information

By Murex User Group ⋅ November 21, 2009 ⋅  Email This Post ⋅  Print This Post ⋅ Post a comment

Thanks Dave for this information.

—–Original Message—– From: Murex User Group [mailto:MUREX-L@LISTSERV.LINKE.DE] On Behalf Of David Shanahan Sent: Wednesday, 18 November 2009 5:28 AM To: MUREX-L@LISTSERV.LINKE.DE Subject: Re: [MUREX-L] Stub period information

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 [...]