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XLeratorDLL/financial Documentation

.NET date conversion for swap maturities


TENOR2DATE
Updated: 31-Mar-2016
Use the .NET function TENOR2DATE to convert an alphanumeric expression into a swaps or money market maturity date. The maturity date calculation is based on the spot date and the holidays passed into the function. For monthly and yearly tenor codes the date calculation incorporates the modified-following date-roll rule.


View .Net TENOR2DATE function full documentation...


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