3.5.6 Rate Fixing Maintenance

For every cash flow settlement period of the floating rate leg, you have to fix the floating rate. The rate fixing days defined may differ from trade to trade basis. The floating rate fixed in advance or at the end of the period according to the rate fixing days and movement set for the trade.

For more information on Rate fixing Maintenance, refer to the Interest User manual, Section 2.4 Treasury Rate Fixing Maintenance.