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From: <lev...@gm...> - 2021-08-30 11:57:11
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Hi All, Anybody could help me with my inquiry? Any hints will be highly appreciated. Kind Regards, Levan From: lev...@gm... <lev...@gm...> Sent: Saturday, August 14, 2021 10:04 PM To: qua...@li... Subject: [Quantlib-users] Cross Currency Basis Swap Hi everyone, I have noticed that there is a cross currency basis swap rate helper added to the Quantlib new release and it is also included in the ratehelpers test cases in the Python implementation . However, I could not find the instrument cross currency basis swap. I assume the helper is added to bootstrap a cross currency basis curve, but what about pricing the instrument itself? is there a way to do this? Thanks in advance, Levan |