In the Cash Flow Dates window (Working With the Cash Flow Dates Window) you can manually adjust any of the coupon dates. This includes editing the start, end, fixing and payment dates.
If you select a date that is not a business day, you will be given the choice of either using that day or using the nearest business day selected by the system according to the roll convention selected (see Configuring the Roll Convention).
It is important to note that making any change to the input data for a coupon (including editing its dates) will cause the system to remove all calculated fields (including the Discount Factor, the Cash Flow, the Cash flow PV, the Principal Payment and Total Payment columns, etc., as relevant) for all the displayed coupons. You must then click the Calculate button to recalculate the coupons’ results.
To manually adjust individual coupon dates:
| 1. | Specify the instrument in the pricing page. |
| 2. | Click the Cash Flow and Dates button. The Cash Flow and Dates window opens. |
| 3. | Make the required changes to the dates for each coupon as necessary. The system removes the calculated values for all displayed coupons. |
| 4. | Click Calculate. The coupons are recalculated based on the edited values. |
| 5. | Click Accept. The changes are saved and the pricing page is redisplayed. |