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From: SX L <han...@ho...> - 2020-12-19 09:22:31
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I am looking at GeneralizedBSProcess. I can understand the usage of Handle<YieldTermStructure>. Say, you wanna switch from LIBOR based discount curve to SOFR based one. You could do "USDDiscount.linkTo(USDSOFRCurve)". However, what's the usage of Handle<Quote>? For cases of SimpleQuote, can we just use SimpleQuote::setValue()? Thanks. |