Re: [Quantlib-users] Missing USDLibor6M Actual/360 fixing

[MonkeyMan <fee...@ya...>]

Luigi Ballabio <luigi.ballabio <at> gmail.com> writes:

>  I think some swap expert should step in and give us an opinion...

That would help. I found several confirms floating around the webs and have seen
an example of New York for both fixed and floating here: 

http://www.budget.state.ny.us/investor/bond/esdcConfirms/UBSPersonalIncomeTaxBonds2December222004.pdf

and here:

http://contracts.onecle.com/mercury-interactive/goldman.swap.2002.11.05.shtml

but this one has New York and London for both legs:

http://agreements.realdealdocs.com/Swap-Agreement/RE-Interest-Rate-Swap-Confirmation-REVIS-1211548/