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SWAP in TPM1

Hi Friends,

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?

Thanks,

NTR

Former Member
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