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End-date is a Sunday - which day to Fix?
Submitted by Anonymous on Mon, 2008-03-24 18:04.

Hi-
If the 'Period' ends on a non-business day (say Sunday 18'th March '08) and the Index (say 6-mth Euribor)should fix 2 days prior - which day to choose for the Fixing if the Fixing should follow Mod.Follow convention? Wednesday 14'th?

regards
Tomas

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