Re: Swap accural/defferal in TPM1

Hi Emir

Validity of forward contract is 60 days.

If i create a contract of dated 29.08.2014 ( Friday) and do the TPM1 on 31.08.2014 (Sunday) the amount of swap

accural/defferal is coming correct.

And if i create a forward contract on date 28.11.2014 (friday) and do the TPM1 on 30.11.2014(Sunday)

amount of swap accural/defferal is not coming, only valuation of forward contract is coming

Regards

Pankaj