Dear guru
could you please suggest what is the formula to calculate the swap point by the system.
i know it calculated from table at15 but the result doesn't match with the data i maintained
i create a contract
Buy USD Sell JPY
contract date 27.04.2013
value date 01.05.2013
System automatically generate the swap point = 0.033000000
i maintained the swap rate at at15 as below
27.04.2013 M USD THB 1 0.03300
27.04.2013 M USD THB 2 0.50000
__________ ____ _____ _____ ______ _.___,_____V
__________ ____ _____ _____ ______ _.___,_____V
please help
AJ