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Let me know if there are any objections to
this new value. Otherwise we’ll add it to the repository. Thanks, Marc From: irdwg@xxxxxxxx
[mailto:irdwg@xxxxxxxx] On Behalf Of Guy
Gurden 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 See issue posted by Philip http://www.fpml.org/issues/view.php?id=670
Best Regards, -Marc +13472846531 **************************************************************************************************************************
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