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For roll convention 'Preceding' the end date might be unchanged even thought the last coupon date (at the same day) was rolled. It seems that the roll convention is not (always) applied to the end date.
The text was updated successfully, but these errors were encountered:
For roll convention 'Preceding' the end date might be unchanged even thought the last coupon date (at the same day) was rolled. It seems that the roll convention is not (always) applied to the end date.
The text was updated successfully, but these errors were encountered: