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Hi, Was hoping for some guidance in terms of tag location for the following scenario: IRS trade where the 1st Fixing Rate has been supplied where there is an Initial Stub Is the 1st fixing rate tag either located: Here? – calculationPeriodAmount —– calculation ———- floatingRateCalculation ————— initialRate Or here? – stubCalculationPeriodAmount —— initialStub ———– stubRate Many Thanks!
Hi, I think that if there is a stub, so the first calculation period is irregular, stubRate should be used. If the first calculation period is regular but you want to define a fixed rate different from the floating rate index, initialRate should be used. Best Regards, Marc tradeheader.com
