On Thu, 2011-06-16 at 01:31 -0700, d0tc0mguy wrote:
> So, if I have cashflows on 21th October 2010 and 21th October 2011 for a
> floating rate bonds. And, the floating coupon would be fixed on 20th October
> 2010 and 20th October 2011. how should i pass this information? (by setting
> the fixingdays = -1. Is it?)
Correct.
Luigi
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