Re: COUP_ bases.



Andreas J. Guelzow wrote:-

 >>> base 0: BASIS_30Ep360
 >>>
 >>> date adjustment:
 >>> to_date is changed from last of month (whether 28, 29, 30, or 31) to
 >>> 30th
 >>> from_date is changed from 31 to 30th

Do you get -2 for (28Feb01 -> 28Feb01) ?  If so, then it's probably OK.

Neil.



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