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Stub period information

Submitted by Markus Linke on Saturday, 21 November 2009View Comments

Thanks Dave for this information.

—–Original Message—– From: Murex User Group [mailto:MUREX-L@LISTSERV.LINKE.DE] On Behalf Of David Shanahan Sent: Wednesday, 18 November 2009 5:28 AM To: MUREX-L@LISTSERV.LINKE.DE Subject: Re: [MUREX-L] Stub period information

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 [...]

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