Bank Holiday Calendar

Created by Erik Åkerlund, Modified on Wed, 10 Jan 2024 at 01:52 PM by Maria Appelquist

When a new deal is created we default the bank holiday calendar for the currency/currencies in the deal. If for example Counterparty’s bank holidays should be taken into account then in tab advanced add another bank holiday calendar by choosing currency.   

The Legal entity's accounting currency is not automatically taken into account regarding bank holiday calendar so if the home currency is another currency than the transaction and should be included this currency must be added in the bank holiday calendar. An cross currency interest rate swap is only consider each legs currency so if both currencies should be included for both legs then add on each leg the other currency. 

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