Dear Experts,
In Interest Rate Swaps, base notionals are reduced (not rel. for posting) at various dates and these dates are subject to currency calendar and update rule of "next working day modified".
same is the case with interest payment settlements on both outgoing and incoming notionals.
My query is, system does such date adjustments for all interest flows in outgoing and incoming conditions but SAP disregard calendar selected in structure tab and consider dates given against each decrease flow as fixed.
I am not able to find place where can I make SAP understand that dates of decrease flows are also subject to "next working day modified".
Can anybody help please?
Regards/Kapil