Hi looking at the credit default swap model i see that there are two options for effective date, unadjusted date & adjusted date. I believe that the options i need to use is adjusted date as we do not support date adjustments, however i see that there is the following comment: “the date once the adjustments have been performed (note that this date may change if the business center holidays change)” – is this only referring to the fact if you added a different holiday structure to what has previously been agreed which would affect the adjusted dates? Can someone explain to me what this is exactly saying…. sorry to be daft. However, i would have thought that most business center holiday calendars are already set and therefore wouldnt be changed. regards Averil
