I did notice a little weirdness with the UK switching forward an hour (GMT to GMT+1) - I tried to account for the change in my records by subtracting an hour from the duration of each swap that crossed the point of the change, but the resulting prediction for how much of a swap payment I was due at 1:30 (local time when the payment was made, 00:30 GMT) was more accurate if I didn't subtract that hour, as if there had actually been an extra hour's duration in that day when the clocks changed.