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I am trying to bootstrap a curve and find that today when processing the 2 yr swap point the actual 4th coupon should be from 6/23/2008-12/22/2008, however in the Xibor forecasting logic it's trying to forecast the rate for 6/23/2008-12/23/2008. At this point in the boostrap 12/23/2008 is one day beyond the end of the term structure and thus there is no discount rate and the bootstrap does not succeed.
If I had a 1 yr forward starting swap on 6/23/2008 it would have 12/23/2008 as the end of the first coupon, so it seems the mapping from coupon start date to coupon end date is not 1:1, but that multiple end dates can map into the same start date.
Cheers
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