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Re: Treasury Amortization LAC NET (1000) not linear - Securities

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Dear Friends

We have a similar issue , we are using SAC Gross and when performing amortization system does not give amortization on purchase day and on maturity of the bond or end date. Standard behavior is that system must not give amortization on start date but it must generate amortization on end date.

 

Kindly advise settings or ways to have system perform amortisation on the end date -Thanks

 

Victor


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