Posted by
MikeD on
URL: http://quantlib.414.s1.nabble.com/Missing-USDLibor6M-Actual-360-fixing-tp7050p7057.html
Both calendars need to be adjusted... I'll give you an example:
For USD swap trades executed on 1/15/10, spot (effective) date is
1/15/10 +2 LDN BD (and the 2nd LDN BD needs to be a NY Federal Reserve
business day as well) which turns out to be 1/19/10.
For USD swap trades executed 1/14/10, spot date is ALSO 1/19/10, using
the same logic.
On 1/18/10 (yes you can trade USD swaps in London even if NY is
closed) spot date is 1/20/10.
On 1/19/10 spot date is 1/21/10.
As a rule, the first business day forward needs to be a valid London
business day, while the second business day forward needs to be BOTH a
London business days AS WELL as a New York Federal Reserve business
day.
Hope this helps. By the way, since you are trying to build a
historical swap curve database, do you mind if I ask where you are
getting your input data (for swaps) for the curve? If you use
Bloomberg, be very careful, since I have found a lot of problems with
their historical swap data.
- Mike
On Tue, Aug 10, 2010 at 8:07 AM, MonkeyMan <
[hidden email]> wrote:
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