RE: FpML-IRD interpolation method scheme

We came across the same issue ourselves on inflation swaps and in SwapsWire we also use Philip’s suggested value of ‘None’ when no interpolation is applicable.

Guy

From: irdwg@xxxxxxxx [mailto:irdwg@xxxxxxxx] On Behalf Of Marc Gratacos
Sent: Tuesday, April 29, 2008 12:01 PM
To: irdwg@xxxxxxxx
Subject: FpML-IRD interpolation method scheme

See issue posted by Philip http://www.fpml.org/issues/view.php?id=670

Best Regards,

-Marc

+13472846531

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