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From: Luigi B. <lui...@gm...> - 2021-12-28 15:30:03
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Hello Ben, it's not updated yet. Would you mind opening an issue on GitHub? Thanks! Luigi On Thu, Dec 23, 2021 at 9:17 AM Ben Watson <ben...@ma...> wrote: > I am pricing some xccy asset swaps. The asset swap function takes an IBOR > index, Has this been updated to take a RFR index or is that supported > already? > > Regards > > Ben > > > > _______________________________________________ > QuantLib-users mailing list > Qua...@li... > https://lists.sourceforge.net/lists/listinfo/quantlib-users > |