Amit, Take a look at the example ird-ex05-long-stub-swap.xml of the specifications (interest-rate-derivatives folder). It shows the representation of an initial and final stub. In terms of dates, the data points that need to be considered in order to define the stub periods are: [firstPeriodStartDate, firstRegularPeriodStartDate] will define the initial stub, and [lastRegularPeriodEndDate, terminationDate] will define the final stub. If the firstPeriodStartDate is the same as the effectiveDate, the effectiveDate will be populated instead of the firstPeriodStartDate. In that case, [effectiveDate, firstRegularPeriodStartDate] will define the initial stub, and [lastRegularPeriodEndDate, terminationDate] will define the final stub. In terms of stub amounts, the stubCalculationPeriodAmount defines how the rates will be defined for the initial and final stubs. Hope this helps. Kind regards, Marc
