ktchow1
2017-04-25 07:12:04 UTC
Hi all
I am newbie to Quantlib, and I am going implement FX forward by inheriting
from forward instrument in Quantlib. May I know if it is correct if I make
the following substitutions? Thank you very much in advanced.
Forward::discountCurve_ = domestic currency zero rate curve
Forward::incomeDiscountCurve_ = foreign currency zero rate curve
--
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Sent from the quantlib-users mailing list archive at Nabble.com.
I am newbie to Quantlib, and I am going implement FX forward by inheriting
from forward instrument in Quantlib. May I know if it is correct if I make
the following substitutions? Thank you very much in advanced.
Forward::discountCurve_ = domestic currency zero rate curve
Forward::incomeDiscountCurve_ = foreign currency zero rate curve
--
View this message in context: http://quantlib.10058.n7.nabble.com/about-FX-forward-using-Quantlib-tp18223.html
Sent from the quantlib-users mailing list archive at Nabble.com.