There are four methods of specifying a date in a date field in SDX Interest Rates:
Typing a date
You can manually enter the day, month and year for the required date.
The order in which the components of a date are entered depends on whether you have chosen an American (month date year) or European (date month year) date format in the Settings window.
Valid European formats are as follows:
dd/mm/yy; ddmmm; dd-mmm; dd-mm; ddmmmyy; dd-mmm-yy
Valid American formats are as follows:
mm/dd/yy; mmddd; mmm-dd; mm-dd; mmmddyy; mmm-dd-yy
So for example, to enter the date 12 February 2008 (in American format) you can enter any of the following:
12 Feb 08
02/12/08
02-12-08
Entering the current date
To enter the current date in a date field you can simply enter Today.
Selecting a date from the calendar
You can select a date from the Calendar that pops up when you click the Calendar icon next to the field.
Entering a time period shortcut.
For more details on using time period shortcuts, see Using Shortcuts for Dates.
Many of the date fields allow for all four methods of date specification.
Note that:
If you edit a date field it is highlighted in yellow.
For a two-leg instrument, if you change the start or end date of one leg the system automatically edits the same field date in the other leg. In addition, the system highlights both fields in yellow to indicate the change.
Accordingly, to assign a different value to a date field for the two legs you must use the Cash Flow Dates window. In that window you can use the date fields at the top of the window, or edit the dates of the relevant coupons (i.e., the first and/or last ones). If you do this, when you then click Accept the system will warn you that the dates of the two legs are no longer the same. You have the choice to continue regardless.
If you define a tenor, for example, for a swap term, and then edit the resultant dates, the tenor itself is removed (as it is no longer correct) and that field is left blank.
If you update a coupon's fixing date in the Cash Flow Dates window, this does not affect the coupon's start date. However, if you change the fixing delay, the system will overwrite any manual changes you have made to the fixing dates.