Thank you for your feedback! The issue is that I did input exactly identical settings for both legs in line with the terms of the SWAP which is modified following etc as described above, and I need the due dates and calculation dates to be identical and subject to a modified following working day shift, so I could not use the -1 day shift as that would introduce a shift between calculation date and due date, correct!? And I want the table to show beginning and end dates as highlighted in green in my table above and not as highlighted in yellow for the variable leg.
any suggestions?