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Hi, from what I know, Stub has 4 different types: -Short First Stub -Short Last Stub -Long First Stub -Long Last Stub and combination’s between them. I read that I need to use the node “stubCalculationPeriodAmount” My Question is If I need to use this node also for Long stubs or only for short stubs? 10x, Amit
Hi Amit, You need to use the node for both. In FpML the recipient of the message needs to calculate the duration of the stub and compare it against the duration of a regular period in order to know whether it’s short or long. There is a short/long field available, in CalculationPeriodDates/stubPeriodType (values of StubPeriodTypeEnum = {ShortInitial, ShortFinal, Longinitial, LongFinal}) but it doesn’t support initial and final stubs at the same time. Hope this helps. Marc
