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Nov 23, 2011 at 07:45 AM

FWZE FWZZ Days Mismatch

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Hi,

I have a Fixed Coupon security for which the interest calculation method is 360/360. This is reflected in the cash flow in FWZZ. But when i run FWZE, the No of days are coming up differently. i.e.

in FWZZ for period 01.04.2011 to 30.09.2011 it is 180 days.

in FWZE for period 01.04.2011 to 30.09.2011 it is 183 days.

Can you please help as i want FWZE to calculate the interest for 180 days only?

Regards,

Rohit