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From: Ferdinando A. <na...@am...> - 2012-09-03 16:20:20
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On Mon, Sep 3, 2012 at 5:11 PM, Grześ Andruszkiewicz <gan...@gm...> wrote: > 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? yes it does ciao -- Nando |