Reply To: Averaging Period not set correctly from Projection Method

Richard Knight

Simon, it sounds like a bug. One workaround could be to set the Averaging Period on the index definition to match the Proj Method selected on the index.

For oil and product curves I usually set the Avg Period to 30d which reflects the month avg pricing structure typically required for these products. You should find the deal reset structure defaults to month avg when the proj index is selected on the deal.

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