When fitting a 3m curve you have the choice between semi/quarterly and quarterly/quarterly swaps e.g. BBPSW3V3 vs BPSA3V3. There is a GBP_FIXED_3M_LIBOR_3M and a GBP_FIXED_1Y_LIBOR_3M but no GBP_FIXED_6M_LIBOR_3M convention.
Something to bear in mind with the conventions is that they were intended to provide a quick means to get started with the system, rather than be a comprehensive set of all trading conventions. It is possible to add your own conventions using Java code.
Hi @jfreedman
Would you mind sharing the steps required to add the extended FixedIborSwapConvention enum GBP_FIXED_6M_LIBOR_3M.
Will be very helpful. Thanks vm