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From: Daniel L. <dan...@gm...> - 2020-09-14 08:29:19
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Hi, I wanted to confirm if there is any way to value the cross-currency swaps with fixed/floating legs and different indices. I see only VanillaSwap class, which I believe only takes care of Interest Rate swaps. Kindly advise, which swap class can be used for cross-currency swaps. Thanks for your time. Kind regards |