CNY REPO 1W frequencies


Currently, we are trying to incorporate CNY REPO 1W swaps, but we face issues due to payment freq 3M. Method exactDivide in refuses to divide 3M by 1W. Maybe you have done anything specifically for CNY to overcome this issue? We’ve found a discussion where Stephen was figuring out similar things regarding CNY:

Thank you!

We’ve been in the fortunate position that this hasn’t caused a problem for us so far. I hadn’t seen the reply on the FpML forum which at least gives some clue as to where the stub might fit (although I still don’t think its very clear).

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