[Quantlib-users] Fixedleg Convention in Swapvaluation example

[elton w. <aha...@ya...>]

Hi All,
In the sample code of swapvaluation.cpp, for the swap
rate helper, the fixed leg convention is set to
Unadjusted; If I want to comparing with the US market
data (ussw2 crncy on Bloomberg for example), what
should I set this fixedlegconvention? 

Also, I guess the floating leg convention is always
ModifiedFollowing?

Thanks.




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