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Re: End-date is a Sunday - which day to Fix?
Submitted by morgdx on Wed, 2008-03-26 09:57.

Hi Tomas,

Euribor EUR 6M fixes 2 business days prior to the end of the period. If the period end date is Sun 16 March, you would adjust this Modified Following to get Monday 17 March, and then preset two business days to get Thursday 13 March.

I hope this helps.

Best regards,

David Morgan-Brown

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