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Re: interest rate fixing before tbb1

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Hi, below is ref interest rate configuration,

(1) what should we do to make it -1?

our scenario is:  the deal payment/creation day is 2009.5.1, every six month for interest payment, the first interest rate fixing should be 2009.10.30 (2009.11.1-1 day).


(2) how to exclude 2009.4.30 from first interest rate fixing?

IR_fixing.png


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