[Quantlib-dev] Multicurve discounting

[Grześ A. <gan...@gm...>]

Hi,

Does QuantLib support multicurve discounting, i.e. when you discount
using one curve (OIS), but use another curve (i.e. 3M LIBOR) for
determining of the cash flows?

See e.g. http://blog.numerix.com/public/2011/02/otc-derivatives-valuation-adoption-of-multiple-pricing-curves.html
for more information.

Kind regards,
Grzegorz