Need help in assigning 3 calendars in SWAP TO01

[Former Member]

We have entered into cross currency swap between USD and EUR.

Hence for currency swap we need USD and EUR calendar and for the interest rate adjustment we need UK calendar (LIBOR rate)

There is option to enter two calendars in transaction screen TO01, how to add another calendar for LIBOR.

Also does system read all the three calendars?

[Former Member]

Thank you for the reply,

Our issue is resolved. We use two calendar for two currencies and for fixing LIBOR rates we use calendars which is available in interest adjustment columns.

Regards,

[Former Member]

Thank you for replying but my query is two currencies will follow different calendar like USD and EUR respectively and then for interest rate adjustments we follow Libor rates. So total 3 currencies.

Do help me please.

[Gustavo_Vazquez]

Calendar is for Payments. It will no have effect on Libor Rates.

Please, reply on answers already given.

Kind Regards

[Former Member]

Thank you for replying but my query is two currencies will follow different calendar like USD and EUR respectively and then for interest rate adjustments we follow Libor rates. So total 3 currencies.

Do help me please.

[Former Member]

Thank you for replying but my query is two currencies will follow different calendar like USD and EUR respectively and then for interest rate adjustments we follow Libor rates. So total 3 currencies.

Do help me please.

[Gustavo_Vazquez]

Hi Dhara,

There is no option for a 3rd calendar. The swap (Prod Type 62B) is between 2 currencies and you have the calendar for both of them.

You could chose calendar for 1 currency and the other for LIBOR if the transaction is operating in London.

Kind Regards