Forums

Technical & Implementation Questions

Viewing 1 post (of 1 total)
  • Author
    Posts
  • #1886
    andyjm
    Spectator

    All the return swap samples I have seen explicitly state the interim valuation dates. Are there any examples that show the interim valuation dates as relative to another date(s)? For example, is it possible to determine the interim valuation dates as falling between the initial vaulation date and final valuation date based on a frequency such as 1M and roll convention of EOM? Thanks. Update -Please disregard my query. I was able to find an example of rule based valuation dates. Thanks.

Viewing 1 post (of 1 total)
  • The forum ‘Technical & Implementation Questions’ is closed to new topics and replies.