One more: the BPS in the SimpleSwap has numbers of over 8,000,000
which seems too big. what is the definition for it?
zheng wang <[hidden email]> wrote:
I am checking the Excel AddIns and have a few questions:
a. When settlementdate is bigger than valuateDate, DF numbers are undefined.
b. Can we set different valuatedate and settlementdate for each instrument for the curve
c. what is use of the cell G3 in swap convention section?
d. what is trigger used for?
Thanks.
-Jim
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