SWAP in TPM1
I created a deal on 2014/01/01 and maturity date is 30/03/2014. I am doing the Valuation on 2014/01/31.
I have maintained the swap rates i.e. 7 days 0.00001
30 days 0.00004
and 90 days 0.00005
On 2014/01/31 system picks the swap rate from 30 days. i.e. 0.00004. am I correct?
If my valuation date is 2014/02/28 what SWAP rate system picks?