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Iridium Consulting, the first Murex integrator in North America, and Murex S.A.S., the leading provider of cross-asset trading, risk management and processing solutions, today announced that Iridium has joined the Murex Partnership Programme as a …

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Stub period information

Submitted by Markus Linke on Wednesday, 18 November 2009Comments

Hi,

Ironically a similar requirement came up today for me. I suppose it will depend on your generator structures but I have been looking at our IRS trades

I have compared the first payment date with a “predicted first payment date” from a horizontal field based on the period calc. start, payment frequency/daycount and calendar. [...]

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