[Quantlib-users] How to handle different Vol DCC for multi-asset payoffs in MC framework

[SX L <han...@ho...>]

I am not sure if similar questions have been asked before. Say, I have an EQ and FX hybrid payoff, and I decide to use MC to price it. How to handle the different Vol DCCs for EQ and FX? You know, for certain day, it could be a biz day for FX, but holiday for EQ (vol = 0).